From theory to practice - page 1071

 
Martin Cheguevara:

You said that it's almost on every corner on websites, show me one.

I haven't seen anything like it anywhere.

I can't.

It's too easy to tell.

 
Renat Akhtyamov:

I can't.

it's too easy to tell

Then write 10 predictions. If at least 8 of them turn out to be true and accurate I will and many people will believe you)

It shouldn't be too hard for you.
 
Martin Cheguevara:

Then write 10 predictions. If at least 8 of them turn out to be true and accurate, I'll believe you and a lot of people will)

It shouldn't be hard for you.

I already wrote the prediction post above.

It'll be funny but it's only 7 points different from the last one.

 
Renat Akhtyamov:

I have already written the post above with the forecast

this is going to be funny, but it's only 7 points different from the last one

https://smart-lab.ru/blog/245811.php

I read something somewhere about these very market makers...

I liked that article because in my rectangle the response algorithm to the situation is similar to that picture.

but the formulas there are by no means the simplest)

Then what are you doing in high-frequency trading? In that case, how do you deal with the spread?
Алгоритмы маркетмейкера. Часть 2
Алгоритмы маркетмейкера. Часть 2
  • smart-lab.ru
В прошлой части мы рассмотрели оптимальное управление inventory risk в маркетмейкерском алгоритме. Напомню, что формулы для нейтральной цены и оптимального спреда между лимитными ордерами были получены при допущении, что цена следует геометрическому броуновскому движению. Управление inventory risk для моделей цены, более приближенными к...
 
Renat Akhtyamov:

The formula will also explain the first.

The second one is obtained by knowing the first one.

That is, in the end: you make a profit first, but before that you already know where the price will be after that.

This is the formula that you must always have at hand.

The bottom line is: the one who has it, only the one who makes a guaranteed profit and only the one who is already a market maker.

Here the man is writing about it, isn't it?

https://spartafx.livejournal.com/96304.html

 
apr73:

This is what the man here writes about, isn't it?

https://spartafx.livejournal.com/96304.html

It's quackery, generously laced with implementation errors.

 
apr73:

This is what the man here writes about, isn't it?

https://spartafx.livejournal.com/96304.html

not
 
Martin Cheguevara:

https://smart-lab.ru/blog/245811.php

I read something somewhere about these very market makers...

I liked that article because in my rectangle the response algorithm is similar to that picture.

But the formulas there are not the simplest)

Then you're doing high-frequency trading? In that case, how do you deal with the spread?
Something close, but too arcane and optimistic.
 
Renat Akhtyamov:
something close, but too abstruse and optimistic

then the question is - how did you get access to a high enough bandwidth for hft trading?

 
Martin Cheguevara:

then the question is - how did you get access to a sufficiently high-speed link for hft trading?

Noooooo.

I don't mean hft.

the cotier's so slow you can trade once every three days and it'll be frequent

;)

Reason: