MOEX.Beginner's Questions - page 5

 
Sergey Chalyshev:

On the forex - the broker sits on the best prices,

On the exchange, you can offer the best prices yourself.

The overall result of netting and hedging is exactly the same, if the hedge account does not apply a counter closure, then the net result will be better.

Are you referring to the pauses?

But when the price approaches the order, it will already be average.

Otherwise, it simply will not fit to the small ones.

I think that all the petty cash is lying and being torn apart inside the spread of the large market, because netting just contributes to it.

The big guy pours huge volume into the market and thus pushes his average price to the edge of the channel.

You want or not, you trade at its price...

 
Renat Akhtyamov:

Are you referring to the pauses?

But after all, when the price gets close to the limit order, it will already be average.

Otherwise it just won't come close to the chalk.

I assume that all the petty cash is lying around and being torn apart inside the spread of a large one, because netting just contributes to it.

The big guys are pouring huge volume into the market and thus pushing their average price to the edge of the channel.

You want or not, you trade at its price...

You, too, can influence the price. Put a limit cap inside the spread, and the spread will become narrower. If you see it in time, of course, because everything happens very quickly.

 
Renat Akhtyamov:

Are you referring to the pauses?

But by the time the price gets close to the put price, it'll already be average.

Otherwise it just won't come close to the chalk.

I suppose that all the petty cash is lying and being torn apart inside of the spread of a large player, because the netting just contributes to it.

The big guys are pouring huge volume into the market and thus pushing their average price to the edge of the channel.

You want or not, you trade at its price...

Renat, I don't understand what "averages" you're talking about. In my screenshot, the "averages" are the result of my purchases. I bought 1 lot at 100 roubles, 1 lot at 200 roubles. The average is 150. But no one stopped me from buying both at 200.

And as for the big guys - yes, the big players influence the market. It has long been known. Why make a drama out of it?

 
Sergey Savinkin:

Renat, I don't understand what "averages" you are talking about. In my screenshot, the "averages" are the result of my purchases. I bought 1 lot at 100 roubles, 1 at 200. The average is 150. But no one stopped me from buying both at 200.

And as for the big guys - yes, the big players influence the market. It has long been known. Why make a drama out of it?

I was talking about the price of the position.

You have it in black.

 
Vitalii Ananev:

You can influence the price too. Put a limit cap inside the spread and the spread gets narrower. If you see it in time, of course, because everything happens very quickly.

I wonder what would happen if you put a limit cap of immense volume?

Or alternatively, if you see a new high volume in the cup, what happens to the price?

 
Renat Akhtyamov:

I wonder if you put a limiter of immense volume, what would happen?

Or, alternatively, you see a new large volume in the glass, what happens to the price?

It happens. It will take a long time to eat. While they are eating you can try to front-load.

 
Renat Akhtyamov:

I wonder what would happen if you placed a limit of immense volume?

Alternatively, if you see a new high volume in the market, what will happen to the price?

Very large volume will take a long time to execute, price will not go above/below it until the limit is executed or it is cancelled.

The spread widens why? Because it cancels the best bid or ask. For example Ask = 100 - the best ask. There is one Limit order on this level. It has been removed, and the next best limiter, for example at the price of 101, has been removed. Thus, even without the actual trades executed, the Ask price changes, but the Last price does not change.

 
Alexey Kozitsyn:

It happens. It will take a long time to eat. While they are eating you can try to frontside.

Interesting, but what does that word mean?

 
Renat Akhtyamov:

Interesting, but what does that word mean?

Google frontrunning. In a nutshell, it means getting in front of a large bid in the hope that price will bounce off it. But, there is a chance that most of that bid will just get taken out.

 
Alexey Kozitsyn:

Google frontrunning. In a nutshell, it means getting in front of a large bid in the hope that price will bounce off it. But, there is a chance that most of that bid will just get taken out.

I call it dumping, when before my normal bid, someone comes in with 20 rubles.

Reason: