cryptic / Publications
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Causal relationships
Hello Everyone, I think we all would agree that there a variety of factors influencing a security's price. Changes in one corner of the world are felt in the other corner. I am beginning this thread so that we can analyse how a movement in X can affect the price of Y. Please feel free to contribute
Relating signal processing to trading
Hi All, I would be grateful if some of the wise people could help me understand a few things: What do people mean when they say that financial markets are non Gaussian and are stochastic time series? Does non stationary mean the average over time varies? What does overshooting mean in context of
How much is too much :D
Just being a nerd. the daily total trading(including spot and futures) is pegged in trillions. does anyone have any idea how much money is traded when a big news comes out like NFP, %r