/sci/ - Science & Math » Thread #11462950

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Quantitative Finance & Market Making

Anonymous Thu 12 Mar 14:29:03 2020 No.11462950 View Reply Original Report

Quoted By:

Any smart bois from AU/NZ competing in pic related?

Also quant trading thread. What you working on, traders of /sci/ ?

Anonymous

Anonymous Thu 12 Mar 2020 15:27:40 No.11463110 Report

Quoted By: >>11463112 >>11464257

BTC down by ~6k dollars since yesterday. I dont think you can predict it by checking if we are inside a trend (with hurst exponent for example), it is too small time interval

Anonymous

Anonymous Thu 12 Mar 2020 15:28:58 No.11463112 Report

Quoted By: >>11464254 >>11464260

>>11463110
i wonder if you can predict such a things with quantitative methods at all (technical analysis, purely from numerical data)

Anonymous

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Anonymous Thu 12 Mar 2020 23:01:50 No.11464254 Report

Quoted By: >>11464260

>>11463112
definitely possible with quant or tech analysis.
see pic, the blue arrows are two short signals. the first is from a model based on order flow, and the second is from a momentum-based model.

Anonymous

Anonymous Thu 12 Mar 2020 23:03:04 No.11464257 Report

Quoted By:

>>11463110
you would just use a lower timeframe (higher data resolution) to identify a fast-moving event.

Anonymous

Anonymous Thu 12 Mar 2020 23:04:22 No.11464260 Report

Quoted By:

>>11464254
>>11463112

there would undoubtedly be many other models that have capacity to catch a move like this.

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