--

It is not correlated with flow. Anything that jumps in time will be correlated with price. The jumps are a complete stupid way to give directionality in time to anything. Do you get it I got the same result with noise. Not sure how to make this simpler to people.

Or one uses sophisticated math to show there is no meaningful correlation or one tries to build intuition and see why this thing is absurd. It is a garbage model.

--

--

Giovanni Santostasi
Giovanni Santostasi

Written by Giovanni Santostasi

Physicist, neuroscientist, financial analyst. CEO and Director of Research at Quantonomy: https://www.quantonomy.fund/giovanni-santostasi-phd

No responses yet