Quote from Paddler:
Good question.
Sly dodge from the support. He deserves an Olympic Gold.
As anticipated by his OOE.
Pass forward to Ocean 5 and Tiki.
categories occur regardless of dominance or non dominance
Usually these terms fit with price measures.
What I have been doing in each post that contains measuring information for volume is explaining what the context is. You miss this.
I only respond to your posts to keep knowlageable people on track. You post a lot of erroneous stuff as does ocean 5.
here is an example.
Market surfer uses a TA approach that combines T&S and the book and the dark pools.
He espouses that the games played on the book contribute significantly while the charts only present the T&S.
So the TA has three ingredients:
A the T&S (charting)
B The book
C the games being played on the book.
C represents the largest numbers in the data streams. A is second largest. and B represents exactly 1/2 of A.
By knowing it takes 2 to tango, you know the A is a double entry of two opposite parties.
I use this information in my trading system.
By having 10 to 12 leading indicators of price, price itself is not the first know qualifying data stream.
It may seen that those who claim quantifying is not possible (surf and the quants of companies he is a finder for) that a data stream is added to measure their performance. In this thread it is called quant DD. This explains how they have a limited accuracy.
Among streams A, B and C, there is sufficient data to be able to add degrees of freedom to eliminate any risk (which the quant DD measures as a roughness).
the OODA which is used by surf's silo will always have the quant DD measure and for surf it is a finder's fee standard for non money finds.
The government has legislate that regs be created and that regulators enforce measurements of the operators who engender risk in the financial industry. The ploy which has caused the government workers who try to crete regs to miss deadlines comes from the influence of operations of people who tell surf they cannot quantify the market's operations.
If a person can handle the games played on the book, then he has no risk.
fortuneately, the people who play the games cannot evaluate the cummulative effect of the games. The way to measure the cummulative effect is simple. As usual, it is not done with probabilities.
What is wonderful (priceless in Madison avenue jargon) is that the financial indutry believes what surf hears from his buddies. this creates the quant DD. As surf said the go/nogo for any improvements is beating the quant DD.
The two advantages people who compete with (front run in a technical speculative manner) this majority has is 1. no quant DD and knowing the cummulative effect of games played on the book.
Did you like that? Did it appear automatically on your screen?
