From theory to practice - page 1651

 
Maxim Dmitrievsky:

it's a low-yielding hat.

well, it's not really a strategy...

What's it got to do with income? Where do you see it?

It's just a property of the market.

I never said anything about trading systems.


And you're wrong about the cycles...

I've calculated that in the last 10 years EURUSD can be compared to the clock by these cycles with an accuracy of +- 1 hour.

 
Martin Cheguevara:

well that's not really a strategy...

What's it got to do with income? Where do you see it here?

It's just a property of the market.

I never said anything about trading systems.


And you're wrong about the cycles...

I've calculated that during the last 10 years EURUSD clocks can be compared to each other by these cycles with an error of +- 1 hour.

It's a known effect that no one has ever made any money on.)

 
Maxim Dmitrievsky:

It's a well-known effect that no one has ever made money on )

No one said it was a sufficient factor for profitable trading)

It is only a necessary part of it.

 

Thank you, Wizard!

You gave me the idea.

I've been racking my brain for 3 days....

Even though I had a defence on the topic of a prolonged trend, I had to reinforce it.

Now there is an opportunity to increase the risk even further.
 

Geometric Brownian motionis a reasonable approximation to the real dynamics of stock prices, not taking into account, however, rare events (outliers)... Given that outliers in the market occur almost every day...

Quote "If one assumes that market movements are anything likeGeometric Brownian motion... then"- and this is a major mistake (the wordresembles).

And so it is with almost everyone from a schoolboy to a PhD ... "let's take n values" then there is a question: why have decided that exactly such quantity n should be taken? or "suppose that"...and then there is a question about expediency of assumptions of the assumption.

Of course, in normal processes such assumptions may occur... but not in financial markets...

And so the article made me feel nostalgic for the old days when I tried to pull TV and MS up by the ears)...

...It makes me shudder to think back...

 
Martin Cheguevara:

Geometric Brownian motionis a reasonable approximation to the real dynamics of stock prices, but it does not take into account rare events (outliers)... given that outliers in the market occur almost every day...

Quote "If one assumes that market movements are anything likeGeometric Brownian motion... then" - and this is a major mistake (the wordresembles).

And so it is with almost everyone from a schoolboy to a PhD ... "let's take n values" immediately a question arises: why have decided that exactly such quantity n should be taken? or "let's assume that"...and there is a question about expediency of assumptions of the assumption.

Of course, in normal processes such assumptions may occur... but not in financial markets...

And so the article made me feel nostalgic for the old days when I was trying to pull TV and MS up by the ears)...

...It makes me shudder to think back...

It's just that everyone is used to talking about SB as a random process. The same GBM and a number of other processes are also random

like if there is a clast. ox then the process is not random from somewhere in the minds of many... nonsense

 
Maxim Dmitrievsky:

It's just that everyone is used to talking about SB as a random process. The same GBM and a number of other processes are also random

like if there's a clast. vol , then the process is not random all of a sudden in many people's minds... nonsense

Exactly - nonsense complete and baseless.

 
I wanted to check the arbitrage possibilities





there is a service on mybook that shows prices of other brokers compared to the selected broker

i sat and looked at this diagram for a long time.

In short, there are no opportunities for arbitrage on the price discrepancy between the two brokers.
 
Maxim Dmitrievsky:

random, there is no indication that it is not random

or look for markets with artificial restrictions on volatility and so on, but they are few and lazy. Or maybe there aren't any anymore.

Maybe forget about forex, with its large number of participants.
  • 1) Commercial banks ...
  • 2) Market makers ...
  • 3) Central banks ...
  • 4) Funds ...
  • 5) Foreign trade firms ....
  • 6) Foreign exchange exchanges ....
  • 7) Foreign exchange dealing firms ....
  • 8) Private individuals ....

The more participants, the harder it is to predict.


Maybe go to the stock exchange...

There are only investors and speculators.

 
people think there is unlimited liquidity in forex.

a few days ago in a thread they posted a vendors' market cap.

the retail forex market is a tiny fraction of the total daily volume of the forex market.

even on the same laughing stock the volumes are comparable.
Reason: