Vadym Zhukovskyi / Blog
This article was originally published on the official VISTmany website . The practical side of the methodology is represented by iVISTscalp5 , an MT5 indicator designed to visualize forecast timings together with price information...
Important VISTmany Update — Access Changes & Special Offer We are entering a new stage of the VISTmany project, and we want to let our subscribers know about several important changes...
This publication presents the VISTmany week-ahead temporal forecast for EURUSD . The forecast contains Liquidity Activation Points (LAP) calculated in advance for different timing durations...
The Evolution of VISTmany From Long-Term Market Observation to Computational Methodology and iVISTscalp5 This article was originally published on the official VISTmany website as part of the VISTmany Research Journal...
Mastering Market Time: The Official VISTmany Terminology is Now Live! Greetings, fellow traders and developers! Throughout the development of the VISTmany project, we have introduced a variety of innovative concepts regarding the analysis of market time...
Temporal Memory: Experimental Evidence of Information Persistence in Financial Time VISTmany Research & iVISTscalp5 iVISTscalp5 is the primary computational framework developed within the VISTmany research project. VISTmany began with empirical observations of recurring market timings...
Temporal Inertia Law: Why Temporal Space Cannot Change Instantaneously Abstract: Most forecasting models assume that market conditions may change abruptly from one minute to the next. The statistical analysis of the VISTmany Temporal Space demonstrates the opposite...
VISTLAB: The Financial Time Laboratory Exploring Liquidity Activation Points (LAP) in Financial Markets Description Discover financial markets through time instead of price...
Temporal Microstructure of Financial Markets: From Empirical Cycles to the iVISTscalp5 Framework ( VISTmany Research ) Part I Introduction: A Paradigm Shift from Price to Time For more than a century, quantitative finance has been built upon a single fundamental assumption: price contains the pri...