Noah  Rowe

Noah Rowe

1598609640

Information-Driven Bars for Finance

Introduction

As you may know, raw financial data is made of ticks, which represent market transactions. Every market transaction is characterized, among other things, by a date, a time, a price and the number of contracts or shares that have been exchanged.

Image for post

An example of raw tick data taken from a securities database

To represent financial time series you normally use bars, which are aggregations of ticks. But there are several ways to aggregate information; for this reason, many kinds of bars exist (time bars are the most common).

Observe the market for 5 minutes, note down the first observed price (open), the lowest price (low), the highest price (high) and the price of the last tick that belongs to the chosen time interval (close) and you will have built a 5 minute bar!

However, markets, unlike humans, do not follow a time clock. They do not process information at constant time intervals. They rather do so event by event, transaction by transaction. So, what if we abandoned the time clock and started sampling market prices using a different logic? We could use the volume clock to build volume bars for example; or we could build tick bars and sample prices every time we observe a given amount of new transactions. Volume and tick bars are known sampling methods and I do not think they deserve an entire article as you can find plenty of information on the web.

But, what happens if we use an information clock? What if we sampled prices every time an unexpected amount of information comes to the market? Well, this is precisely the idea behind information-driven bars. Interesting, isn’t it? We are going to introduce the simplest kind of information-driven bars: tick imbalance bars. Marcos Lopez De Prado presents them in his book Advances in Financial Machine Learning (AFML).

#information-driven-bars #trading #de-prado-advances-in-ml #financial-data-sampling #data visualization

What is GEEK

Buddha Community

Information-Driven Bars for Finance
David mr

David mr

1624312800

SPORE FINANCE PREDICTION - WHAT IS SPORE FINANCE & SPORE FINANCE ANALYSIS - SPORE FINANCE

SPORE FINANCE PREDICTION - WHAT IS SPORE FINANCE & SPORE FINANCE ANALYSIS - SPORE FINANCE

In this video, I talk about spore finance coin and give my spore finance prediction. I talk about the latest spore finance analysis & spore finance crypto coin that recently has been hit pretty hard in the last 24 hours. I go over what is spore finance and how many holders are on this new crypto coin spore finance.
📺 The video in this post was made by Josh’s Finance
The origin of the article: https://www.youtube.com/watch?v=qbPQvdxCtEI
🔺 DISCLAIMER: The article is for information sharing. The content of this video is solely the opinions of the speaker who is not a licensed financial advisor or registered investment advisor. Not investment advice or legal advice.
Cryptocurrency trading is VERY risky. Make sure you understand these risks and that you are responsible for what you do with your money
🔥 If you’re a beginner. I believe the article below will be useful to you ☞ What You Should Know Before Investing in Cryptocurrency - For Beginner
⭐ ⭐ ⭐The project is of interest to the community. Join to Get free ‘GEEK coin’ (GEEKCASH coin)!
☞ **-----CLICK HERE-----**⭐ ⭐ ⭐
Thanks for visiting and watching! Please don’t forget to leave a like, comment and share!

#bitcoin #blockchain #spore finance #what is spore finance #spore finance prediction - what is spore finance & spore finance analysis - spore finance #spore finance prediction

Noah  Rowe

Noah Rowe

1598609640

Information-Driven Bars for Finance

Introduction

As you may know, raw financial data is made of ticks, which represent market transactions. Every market transaction is characterized, among other things, by a date, a time, a price and the number of contracts or shares that have been exchanged.

Image for post

An example of raw tick data taken from a securities database

To represent financial time series you normally use bars, which are aggregations of ticks. But there are several ways to aggregate information; for this reason, many kinds of bars exist (time bars are the most common).

Observe the market for 5 minutes, note down the first observed price (open), the lowest price (low), the highest price (high) and the price of the last tick that belongs to the chosen time interval (close) and you will have built a 5 minute bar!

However, markets, unlike humans, do not follow a time clock. They do not process information at constant time intervals. They rather do so event by event, transaction by transaction. So, what if we abandoned the time clock and started sampling market prices using a different logic? We could use the volume clock to build volume bars for example; or we could build tick bars and sample prices every time we observe a given amount of new transactions. Volume and tick bars are known sampling methods and I do not think they deserve an entire article as you can find plenty of information on the web.

But, what happens if we use an information clock? What if we sampled prices every time an unexpected amount of information comes to the market? Well, this is precisely the idea behind information-driven bars. Interesting, isn’t it? We are going to introduce the simplest kind of information-driven bars: tick imbalance bars. Marcos Lopez De Prado presents them in his book Advances in Financial Machine Learning (AFML).

#information-driven-bars #trading #de-prado-advances-in-ml #financial-data-sampling #data visualization

walter geed

1607181248

Decentralized Finance (DeFi) Development Company | DeFi Development

Development of decentralized finance platform solutions.
Start leveraging your business financial operations towards the concept of decentralization via the embracement of decentralized finance platform solutions from our side.

Decentralized Finance Development (DeFi) to launch your Defi ecosystem.
Here are our decentralized finance development (Defi) services to make your business move to its next level of improvement in its technology front.

#decentralized finance (defi) development company #decentralized open finance (defi) development services company #decentralized finance platforms solutions #decentralized finance development (defi) #open finance development #decentralized finance (defi) development solutions

walter geed

1607692461

Decentralized Finance (deFi) Development Solutions For Better Financial Asset Management!

Enterprise-grade Decentralized Finance (DeFi) Development Solutions.
Ready to launch decentralized Finance (DeFi) Development Solutions is coming up right on your way to make your investors enjoy the ownership over their assets. Top-notch decentralized Finance (DeFi) Development Services.
Make your dream of providing open financial services to a wide range of users come true in no time with the adoption of our decentralized Finance (DeFi) Development Services.

This is image title
Decentralized Finance Development (DeFi) to launch your Defi ecosystem.
Here are our decentralized finance development (Defi) services to make your business move to its next level of improvement in its technology front.

#decentralized finance development (defi) #decentralized finance (defi) development company #decentralized open finance (defi) development services company #decentralized finance platforms solutions #decentralized finance (defi) development solutions #open finance development

David mr

David mr

1624406400

NFT ART FINANCE UPDATE - NFT ART FINANCE PREDICTION AND ANALYSIS - NFT ART FINANCE 1000%

NFT ART FINANCE UPDATE - NFT ART FINANCE PREDICTION AND ANALYSIS - NFT ART FINANCE 1000% 💎

This nft art finance updates shows prediction and analysis, nft art finance already ran over 1000% at the all time high, huge gains for this cryptocurrency!

📺 The video in this post was made by Josh’s Finance
The origin of the article: https://www.youtube.com/watch?v=zjFfC7FIX1U
🔺 DISCLAIMER: The article is for information sharing. The content of this video is solely the opinions of the speaker who is not a licensed financial advisor or registered investment advisor. Not investment advice or legal advice.
Cryptocurrency trading is VERY risky. Make sure you understand these risks and that you are responsible for what you do with your money
🔥 If you’re a beginner. I believe the article below will be useful to you ☞ What You Should Know Before Investing in Cryptocurrency - For Beginner
⭐ ⭐ ⭐The project is of interest to the community. Join to Get free ‘GEEK coin’ (GEEKCASH coin)!
☞ **-----CLICK HERE-----**⭐ ⭐ ⭐
Thanks for visiting and watching! Please don’t forget to leave a like, comment and share!

#bitcoin #blockchain #nft art finance #nft art finance update #nft art finance #nft art finance update - nft art finance prediction and analysis - nft art finance 1000% 💎