From theory to practice - page 393
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Trades his own methodology now. No indication, no ticks to speak of. 27,000 a course.
Already cheaper than Prival. Tomorrow he has a free webinar.Almost every day in the market. Standard position on the RTS futures is 120 lots (1.5-2.5 million rubles), 2-3 trades a day. Not bad!
Since quantum physics is mentioned here in the thread, on and off the subject, a good popular BBC film on the subject has come across.
Since quantum physics is mentioned here in the topic, for a reason and mostly not for a reason, there is a good popular BBC film on this topic.
Just like that, look at the presenter and it becomes sad, what can happen to a man if he is engaged in quantum physics all his life. ))
Gentlemen!!!
I would like to appeal to you, once again, for the help you are waiting for in vain.
Look at the data of the intensity of tick quotes arrival in the sliding time window =14400 sec. (4 hours) for EURUSD during last 4 days.
1. Graph:
2. Distribution:
As we can see, the process is not a Poisson process.
There is a sort of division into 2 processes: a) night-morning process with low intensity and then a sharp transition to b) day-evening process with high intensity.
I appeal to people with an appropriate level of mathematical training and/or developed spatio-temporal thinking.
What needs to be done to make the distribution from bimodal to unimodal and the process Poisson? Don't ask why and for what purpose.
Increase the size of the sliding window, say, to 24 hours? Wouldn't the same picture be observed?
Gentlemen!!!
I would like to appeal to you, once again, for the help you are waiting for in vain.
Look at the data of the intensity of tick quotes arrival in the sliding time window =14400 sec. (4 hours) for EURUSD during last 4 days.
1. Graph:
2. Distribution:
As we can see, the process is not a Poisson process.
There is a sort of division into 2 processes: a) night-morning process with low intensity and then a sharp transition to b) day-evening process with high intensity.
I appeal to people with an appropriate level of mathematical training and/or developed spatio-temporal thinking.
What needs to be done to make the distribution from bimodal to unimodal and the process Poisson? Don't ask why and for what purpose.
Increase the size of the sliding window, say, to 24 hours? Wouldn't the same picture be observed?
Try to just treat it as a superposition of two completely different processes.
I.e. divide the TC into 2 parts with different settings:
1. for night-morning period
2. for day/evening?
I.e. divide the TC into 2 parts with different settings:
1. for night-morning period
2. for day/evening?
Exactly, but not quite like that. The sharpest differences are between periods 0 to 9; 9 to 15; 15 to 23 and 23 to 0.
Different markets are traded (or not traded) and of course the statistics have to be completely different.
Gentlemen!!!
I would like to appeal to you, once again, for the help you are waiting for in vain.
Look at the data of the intensity of tick quotes arrival in the sliding time window =14400 sec. (4 hours) for EURUSD during last 4 days.
1. Graph:
2. Distribution:
As we can see, the process is not a Poisson process.
There is a sort of division into 2 processes: a) night-morning process with low intensity and then a sharp transition to b) day-evening process with high intensity.
I appeal to people with an appropriate level of mathematical training and/or developed spatio-temporal thinking.
What needs to be done to make the distribution from bimodal to unimodal and the process Poisson? Don't ask why and for what purpose.
Increase the size of the sliding window, say, to 24 hours? Wouldn't the same pattern be observed?
The fact that the intensity is different at different times of the day can be seen without higher mathematics, just by the volumes of trades.
Gentlemen!!!
I would like to appeal to you, once again, for the help you are waiting for in vain.
Look at the data of the intensity of tick quotes arrival in the sliding time window =14400 sec. (4 hours) for EURUSD during last 4 days.
1. Graph:
2. Distribution:
As we can see, the process is not a Poisson process.
There is a sort of division into 2 processes: a) night-morning process with low intensity and then a sharp transition to b) day-evening process with high intensity.
I appeal to people with an appropriate level of mathematical training and/or developed spatio-temporal thinking.
What needs to be done to make the distribution from bimodal to unimodal and the process Poisson? Don't ask why and for what purpose.
Increase the size of the sliding window, say, to 24 hours? Wouldn't the same pattern be observed?
Why not Poisson's? It may well be Poisson's with a non-permanent intensity. For it to be constant, time substitution is needed.