From theory to practice - page 477

 
Oleg Papkov:
When traders enter the market on a trend, after a while they are in profit. But the liquidity provider, who goes against the market, is in the loss. He makes the weather in the market, and not wanting to stay in the loss, he leads himself to a profit, and traders to a loss. Voluntarism, what Fourier series expansions are there? He's after the size of the profit for himself. :)

In other words, the market has a memory, and this memory is expressed in terms of profit/loss of the liquidity provider.

This determines the market's recoverability and this is the first thesis that can be deduced from your spit.

The second thesis is that the crowd can run over any liquidity provider, otherwise it would not have sites when it suffers losses.

But the crowd is impersonal and subject to the laws of crowd movement, if everything is up and I'm up. Hence the manias, the bubbles.

The crowd has primitive reflexes (read the algorithms of behavior), the liquidity provider is another matter, his algorithms are more sophisticated, he should make the crowd to make money.

And all of the above belongs to behavioral algorithms. And it sinks all the way into statistics. For statistics, it's just noise.

 
Nikolay Demko:

In other words, the market has a memory, and this memory is expressed in terms of profit/loss of the liquidity provider.

This determines the market's recoverability and this is the first thesis that can be deduced from your spit.

The second thesis is that the crowd can run over any liquidity provider, otherwise it would not have sites when it suffers losses.

But the crowd is impersonal and subject to the laws of crowd movement, if everything is up and I'm up. Hence the manias, the bubbles.

The crowd has primitive reflexes (read the algorithms of behavior), the liquidity provider is another matter, his algorithms are more sophisticated, he needs to cheat the crowd.

And all of the above belongs to behavioral algorithms. And it sinks all the way into statistics. For statistics, it is just noise.

To summarise: the price moves in such a way as to harm as many market participants as possible.

The statement is not mine, but I completely agree with it.

 
Alexander_K2:

What kind of ambition do morons have? I don't understand...

How can you rely only on yourself? The best minds of mankind (including Papuans) are working on this task and the result is almost zero.

So what on earth makes everyone here think that they can cope with the market alone, having the lowest post-Soviet education?

The whole point of the forum is to unite into teams by areas of work under the strict guidance of a project manager. There is no other way.

None of this is the case here. You cannot imagine a worse situation. Ugh. I've said it all.

There are two ways to be a project manager:

Either you pay people to do your tasks, and that's their interest in doing them.

Or your ideas are so interesting that people enjoy doing them (this is also possible), in this case, people get a reward without the mediation of money (and directly in the form of endophins in the brain).

If you can't pick up a team (assuming the first option isn't used), it means that people aren't getting high from the movement you're digging into.

 
Nikolay Demko:

There are two ways to be a project manager:

Either you pay people to do your tasks, which is in their interest to do them.

Or your ideas are so interesting that people enjoy doing them (this option is also possible), in this case people get rewarded without the mediation of money (but directly in the form of endophins in the brain).

If you can not pick up a team (assuming that the first option is not used), it means that people are not getting high from the movement, where you are digging.

Okay. May my trashy Erlang streams not catch anyone's fancy. Whatever...

But, you have to admit - there is NO ONE here who is attracted to ANYTHING. My thread is effectively dead, the Automaton thread is the same, "Machine Learning..." - Same here...

What are people interested in?

I don't get it... There's some rabble looking for the unknown here, deluding themselves with illusions... No topic can stay afloat... Ugh, one more time.

I'll shut up now.

 
Dmitriy Skub:

To summarise: the price moves in such a way as to harm as many market participants as possible.

The statement is not mine, but I completely agree with it.

I would disagree. There is less money in the market only by the part paid to intermediaries (they have a unidirectional pump).

The rest is a zero-sum game, where there is a loss or gain.

Simply, the bigger the player, the higher is his chance to influence the market in his direction.

That is, one big player is equal to a set of players who collude and synchronize their activity.

Thus, a major player is a structure that works in one pocket, and makes intelligent decisions.

While unsynchronized players can also make intellectual decisions (each separately), but they generalize, and in generalization, as you know, the intelligence of the crowd is equal to the intelligence of the dumbest sheep in the crowd. One dumb sheep runs away and the whole herd follows it.

Hence the moral of large structures can exhibit more intelligent behaviour than a pool of small non-communicating structures.

We just imply that the big player is one player, in which case yes the money flows from many small ones to one big one.

But in fact the big player is thousands of traders, just they are synchronized by the common settings of an analyst who gives out forecasts to the company's traders in the morning (well or some other synchronization).

 
Oleg Papkov:
When traders enter the market on a trend, they are in profit after a while. But the liquidity provider, who goes against the market, is in the loss .

There is no loss for the liquidity provider, on the contrary, he has a commission from the transaction in any market direction.

 
Andrei:

The liquidity provider has no losses, on the contrary, he has a commission from the transaction in any market direction.

Ouch.

And when he has a one-way flow of marques failing?

For example, the market is dominated by buying and MM has to sell his limits higher and higher.

Then he faces a dilemma: either he pulls his bid up to the rising ask (which is a loss-making situation for him, because he sells at levels above which he will buy), or he places sell orders at cheaper levels (thus skewing his position even more to one side).

But there is more than one MM in the market, and they also compete for market shares.

So there are plenty of situations where an MM sells at a loss.

The other question is how this specific market maker handles these situations.

 
Oleg Papkov:
When traders enter the market on a trend, they are in profit after a while. But the liquidity provider who goes against the market, he is at a loss. He makes the weather in the market, and not wanting to stay in the loss, he leads himself to a profit, and traders to a loss. Voluntarism, what Fourier series expansions are there? He's after the size of the profit for himself. :)

one of the posts that should be framed for anyone who doesn't know this

And read and reread until he gets the crap out of his head

+

 
Alexander_K2:

What kind of ambition do morons have? I don't understand...

How can you rely only on yourself? The best minds of mankind (including Papuans) are working on this task and the result is almost zero.

So what on earth makes everyone here think that they can cope with the market alone, having the lowest post-Soviet education?

The whole point of the forum is to unite into teams by areas of work under the strict guidance of a project manager. There is no other way.

None of this is the case here. You cannot imagine a worse situation. Ugh. I'm done talking.

You're wrong, you're not the first and you won't be the last to want to bring people together. Example branch for machine learning https://www.mql5.com/ru/forum/86386 Lived a long time, but survived. People haven't found the grail. A bit of personal opinion. I will never work with you personally. You are a smart man, but you do not intrigue me. I do not want to quit my job and take up your ideas, not because they are bad, but because I will have to "catch up" with you, to get into work. It's going to take a lot of effort and time. Am I a moron? Well, maybe you can see it from the outside)))

Машинное обучение в трейдинге: теория и практика (торговля и не только)
Машинное обучение в трейдинге: теория и практика (торговля и не только)
  • 2016.05.26
  • www.mql5.com
Добрый день всем, Знаю, что есть на форуме энтузиасты machine learning и статистики...
 
Nikolay Demko:

Ouch.

And when he has a one-way flow of marques failing?

It's a different matter how the market maker handles these situations.

They simply do not know how to enter the market and do not know what to do with it.

They are not fools sitting there and nobody will do anything at a loss.

Reason: