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Price movement as a function of Supply and Demand

  • #41
  • Apr 11, 2007 2:28pm Apr 11, 2007 2:28pm
Quoting petercross
FOREX is NOT centralized as a market. Banks try to "trick" each other....they would NEVER give away they're Order Flow! Are you crazy??? The REAL Orderflow is UNKNOWN - please correct me if I'm wrong, I like to learn, but I could show you example after example that shows evidence for an UN-centralized market.
Remember, the market is the market. We trade our beliefs about the market and no more. If you believe this statement to be factual, then for you it is. For me, the information in question is readily available and quite tradable...
  • #42
  • Apr 13, 2007 5:22pm Apr 13, 2007 5:22pm
Quote
FOREX is NOT centralized as a market. Banks try to "trick" each other....they would NEVER give away they're Order Flow! Are you crazy??? The REAL Orderflow is UNKNOWN - please correct me if I'm wrong, I like to learn, but I could show you example after example that shows evidence for an UN-centralized market.

Interesting piece of statement.

Though i agree that banks wont give their order flow, but the fact that they also have to liquidate their clients positions is a given that they have to forward to the market. "Client wants to Sell [email protected] volume $1B so be it." If bank failed to liquidate that position and price went down to 1.9780 (as what happened this friday), then BANK is obliged to BUY it for failure to execute the order!

What the bank can do is NOT SHOW their own orders to the market
  • #43
  • Jun 17, 2008 2:56pm Jun 17, 2008 2:56pm
Dear Thread,

May I ask a math question? My question is the following: in stat arb, if you have a basket of semi-correlated securities/currency pairs, what is the math formula which tells you the degree of price fluctuation you can expect on a portfolio basis over various periods of time? ----How do you factor in position size, correlation coefficient, standard deviation of price, etc. for numbers of securities/currency pairs in a portfolio to give you an expectation of the
volatility of price movement over X amount of time?

Thanks so much, and sorry for any bother,

Lenoxer
  • #44
  • Last Post: Apr 21, 2020 11:17am Apr 21, 2020 11:17am
Quoting BurgerKing
It is a no brainer that Supply and Demand pushes prices up/down. True for commodities; true even for Currencies. Its about time that I start analysing this Supply/Demand into the Forex field. Is there any place in the internet that I can find info/data on current orders for particular currency pairs? FXCM's trading platform have a piece of "Order Flow" data. However that is insufficient. I'd like a more comprehensive data so that I can analyze how much buy/sell is floating in the market to predict the direction of the currency. Thanks.
Is that really possible to know where a given price will be trending
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