From theory to practice - page 927
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How does this splitting help you in trading now?
For us forex traders, it does not help, because this data is not available.
But in the stock markets, it helps scalpers and HFTs. Look at the results of the winners of the BVI on the MOEX for various years - all these "1000% in three months" are usually made by HFT-traders.
Yes, by the way, for forex there is another stage in the formation of ticks - because each platform (bank) has its own market rate, slightly different. And that tick flow that the broker gives us may bea mixture of tick flows from different venues.
It will not help us forex traders because this data is not available.
But in the stock markets, it helps scalpers and HFTs. Look at the results of the winners of MOEX for various years - all these "1000% in three months" are usually made by HFT-traders.
Yes, by the way, for forex, there is another stage in the formation of ticks - because each market (bank) has its own market rate, slightly different. And that flow of ticks that the DC gives us may bea mixture of tick flows from different venues.
I've seen howHFTs do it. I'm impressed with the results of some of them. By the way, the number of profitable trades is not abnormal.
There are only scalping robots there. They do not really make thousands of trades a day, and the spread of instruments, how to conduct a slightest analysis. I prefer Forex. I do not need ticks. I do not need ticks. I rarely look at them.
Here it is appropriate to recall Kotelnikov's theorem.
Somewhere at the beginning of this thread, cycles and the obvious consequence of Kotelnikov's theorem were mentioned. But this is an ideal case, while in real life it is a signal to noise ratio with all the reasoning and modelling that goes with it.
It will not help us forex traders because this data is not available.
But in the stock markets it helps scalpers and HFTs. Look at the results of the winners of MOEX for various years - all these "1000% in three months" are usually made by HFT-traders.
Yes, by the way, for forex there is another stage in the formation of ticks - because each platform (bank) has its own market rate, slightly different. And that flow of ticks that DC gives us, it may bea mixture of tick flows from different platforms.
It is not always (is it?) - look now...
Please just read, a la Lyrics - I wouldn't want to - it's just that both here and in general someone has stated that "everyone pours in, just some don't make it, they die rich".
Those in the know will know whose it is... :-)
In principle - I agree.
Watchingthe HFTs chop up....
there's, like, a dedicated gateway - in the basement? :-)
with a distance of 2 meters. 3 metres of cable...Very much so.
The starting material is a flow of orders from clients, to buy or sell a certain volume at a certain price. And the orders are both for placing orders and for withdrawing them.
Further, at each price level these requests are lined up in separate lines forming a slab with price levels and summary volume at each level.
Then the buy and sell orders are combined.
Suppose that a large Buy request has eaten the whole offered volume of BestAsk in the cup and started to eat the next price level BestAsk+1. Only at this point a tick (price change) occurs.
This is the exchange version, for forex may be different, for example, a tick may be given at each transaction, even if it does not change BestBid/BestAsk.
In any case, the tick is just the end result of a complex process.
Are you suggesting trading on the inside?
This is an exchange version, for forex there may be differences, for example a tick may be given on every trade, even if it does not change BestBid/BestAsk.
Cooking )))) In the market, as far as I know, the high-frequency trading robots are the only ones. It's difficult for a trader to get involved in trading there. That's why we have to trade on position)))
This factor will determine everything.
black humour(
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