How is futures volume reported (split/combined/?) | Traders Hideout


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How is futures volume reported (split/combined/?)

  #14 (permalink)

Dubai UAE
 
Trading Experience: Beginner
Platform: NinjaTrader
Favorite Futures: Emini ES
 
Posts: 59 since Jul 2017
Thanks: 31 given, 51 received


choke35 View Post
That's why statistical methods, machine learning etc. exist - they generate e.g. an ex ante slippage estimate
of order flow behavior and only execute if the estimate is close to zero. A human trader can't even blink in the
meantime. Since ex ante is only an estimate, ex post they will also be wrong from time to time - but extremely
rarely compared with retail sheep that try to compete in the same arena.

Ad good trading: @Big Mike has stressed that point a million times in his posts: An important step in the
development of a trader is the insight that good trading doesn't depend on indicators or on any other
methods that are hyped by brokers, software vendors and the like.

Can you recommend more reading on both above issues?

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