From theory to practice - page 704

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Novaja:

This may seem like a trivial question at first glance, but is it an indicator of the difference between a BP and an SB? After all, there are all kinds of SBs.


not. if only because we do not have ALL the properties of BPs and history available in sufficient quantity. maybe in the future such BPs (financial ones) will appear, but after all a SB with the right non-zero bias is like an indicator against the asphalt...))
 
_o0O:

it is not. if only because we do not have ALL the properties of BPs and history available in sufficient quantity. maybe in the future such BPs (financial) will appear, but after all SBs with the right non-zero bias will also get like an indicator against the asphalt...)

Well, but the asymmetry is compensated for, how then do we define these "islands of happiness"?

 
Novaja:

OK, but asymmetry compensates, how then do you define these 'islands of happiness'?


Everyone has their own "isle of happiness", Gates has his, Soros has his, Mani's front-page milkmaid has hers.... I don't have an answer to that question, dearie.)
What can knowledge of the differences between BP and SB provide? Maybe we need to answer that question first? Or maybe one should just use the obvious features of specific BPs and not try to imitate them in SBs?
 
Олег avtomat:

Better try to get out of the corridor that restricts your freedom of action.

But no. You are comfortable and cozy in this trap, and you do not want to leave it, because behind its walls there is something unknown to you, and therefore frightening. Right?

It's all lyrical. Prices are set by market makers (and other big players like the central bank) and they have serious teams of mathematicians on their side, with theorists as the backbone of the paradigm. For me, that's reason enough to be interested in it and try to find people with whom I can share my interest.

 
Aleksey Nikolayev:

This is all lyricism. Prices are created by market makers (and other big players such as central banks) and they have serious teams of mathematicians on their side, with theorists as the backbone of their mathematical apparatus . That's reason enough for me to be interested in it and try to find people with whom I can share my interest.

share a link to credible sources to back up your claim,

please

 
Renat Akhtyamov:

share a link to a credible source to back up your claim,

please

What convinces me, for example, is that I haven't seen any serious articles on market maker algorithms without using a theorist. Most of them are in that vein. This article specifically talks about spread calculations, but I'm not sure they're limited to that issue.

 
Aleksey Nikolayev:

I am convinced of this, for example, that I haven't seen any serious articles on market-maker algorithms without using a theorist. Most of them are in that vein. This article specifically talks about calculating the spread, but I'm not sure that they're limited to that issue.

The article is good, but it's not a theorver.

Working against everyone is a strategy worthy of attention, quite a serious and immense topic to explore.

It should work out something like this, but it's also still a shiat:

 

Market making is pure econometrics, which includes a terver "because" and why not, but if not, one wouldn't really want to

in other words, nobody cares about the specific distributions of the processes, because in economics, relationships and multiparametric models rule.

Why did they invent econometrics? So you could sit and teach the terver, yeah :)

If anyone is schizophrenic about the market maker working "against all odds" then that's their next problem :))))

By the way, does anyone have a subscription to Econometrics journal or archives?

 
Renat Akhtyamov:

The article is good, but it is not a theorist.

So what do you call a science that uses the concepts of expectation, variance and distribution? I, like many, call it a theorist (without separating random processes from it).

 
Aleksey Nikolayev:

So what do you call a science that uses the concepts of expectation, variance and distribution? I, like many, call it a theorist (without separating random processes from it).

I don't even know.

there are hardly any correct financial formulas or some formulas of this science in the public domain.

at least i haven't seen any.

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