From theory to practice - page 444

 
Andrei:

The obscurantism in all its glory is being posted again)) The speed at which quotes come in depends on server load and the internet - even the hedgehog understands that.


Not true, the hedgehog does not even know what the internet is. Then you need to find where quotes come faster than from the broker where you trade and that's it.

 
Evgeniy Chumakov:

Not true, he doesn't even know what the internet is. Then you need to find where quotes come faster than from the broker where you trade and that's it.

There are all kinds of hedgehogs, even in human form. )) Why do you have to find where the speed is faster?
 
Evgeniy Chumakov:


Not true, he does not even know what the internet is. Then you need to find where the quote arrival rate is faster than on the broker where you trade and that's it.

It won't. If you have a slower rate of quotes coming in,

then it is almost guaranteed that the time of order execution is worse.

So much so that it outweighs the benefits of using faster quotes.

 
Yury Kirillov:

It won't. If you have a slower rate of quotes coming in,

then it is almost guaranteed that the time of order execution is worse

and it will outweigh the benefits of using faster quotes.


I understand this very well.

 
Alexander_K2:

The histogram I posted above is the ACF.

I had a lot of trouble with it and came to the conclusion that it's also a total junk.


But I've already written about it above. When I did my first tests on minutes.

 
Alexander_K2:

The histogram I posted above is the ACF.

I've been tinkering with it for a long time and have come to the conclusion that it's also a load of crap.

So, the table of "trend/float" parameters:

1. Hurst coefficient - no.

2. Pearson skewness coefficient - no.

3. ACF - no.

4. nonentropy - ?

5. incremental velocities - ?

We continue our search...

inverted aqf )Trend-flat is not such a category in the educated trader's mind

there is a notion of pattern formation structure and it does not matter horizontally or vertically

https://ru.wikipedia.org/wiki/%D0%9A%D1%80%D0%B8%D0%B2%D0%B0%D1%8F_%D0%9A%D0%BE%D1%85%D0%B0

do you understand why it is inverted?

 
Alexander_K2:

The histogram I posted above is the ACF.

I've been tinkering with it for a long time and have come to the conclusion that it's also a load of crap.

So, the table of "trend/float" parameters:

So let's keep looking...

I'm not going to give a damn about diffuse motion, it's not attracted to it in any way.

Look for more adequate physical models, didn't you learn anything else in physics there except diffusion?

 
Alexander_K2:

I, like many traders, have fallen into the "time-wasting trap". It is incredibly difficult to give up old beliefs.

Then you run the risk of wasting even more time on this obvious nonsense. Try to think logically and don't be fanatical about self-invented superstitions, maybe that will help...

 
Alexander_K2:

Then it comes down to the fact that you have to play with non-entropy...

Without such an additional parameter it makes no sense to enter the market.

Any inverted autoregression, including linear with error analysis (variance), or regularised (slightly) non-linear

 

How to predict the dollar exchange rate.

https://books.google.co.il/books?id=EeMJ7Kc9wowC

Reason: