World's Only Daily Price Predictor - Based on Limit Orderbook Reads - Years long Craftsmanship Secrets - #NQ#GC l #W#RC l #HSI#DAX l #CC $STOCKS l #GF#ZL
@WOLF_Bitcoin_ News can't predict price. Chart can't predict price. At least not in the way TA claims. Only analysis of idiosyncratic discrepencies in the state the continuous limit orderbook can. I predict everyday on X;
But that involves 200k losses too. Having been predicting price of $QQQ on my X correctly for months discriminating between idiosyncratic duscrepencies in the continuous limit orderbook, My Next plan ahead for the week is high +50% moves in low float stocks. That would increase my profitability while maintaining my risk at zero;
@quantedOptions Executed options analyses neglect the idiosyncratic impact limit options have on price. I already proved on my X. Plans, ahead for the week expland my orderbook predictions to low float stocks high percentage change °+45% and post the results on X
@StockSavvyShay US index futures are choppy frequently. Plans for this week, I am expanding my success in orderbook predictions in world futures to low float high change stocks 30% plus moves. Hopefully, posting results on X.
@vnkumarvnk Plans for the week. Connect my software to a good quality stocks data feed. Test my prediction accuracy on low float 35%+ change stocks. Pick the best moves of the day. And try to post that on X.
- These are at US open orderbooks, of 4 diffrent days vertically from the left of $QQQ .
- Which ones you think ended as down days and which ones as up days?
@YStan__ I used AI to rebuild an entire orderbook for free. That is a big f you to the entire orderbook software industry and its coders and exchanges.
@FX__THERAPIST Exactly!..You can statistically calculate the expencted moves. So only sizing is the independent variable. Reduce size increase breadth of opportunities. There is no room for you to build you self esteem on random noise.
Nodes are not predictive for 2 main reasons:
1- Dependence on executed options
2- Inference of market maker liquidity from executed options.
There is a range of limit liquidity states that change as an idiosyncratic non-agentic phenomenon. The prediction of which resides in its miticulous discription. These can't be infered from an "executed orders" model
@Hocined9 If you use it to predict price, yes it's very important. I don't do crypto but I guess on bitcoing the majority of the daily volume is traded on binance then bybit. If you are interested in crypto and found a good data feed please let me know.
- These are by time market option orders. They are superfluous and reducible to removed/cancelled limit orders. The data feed is low quality and has large amount missing yet the entire data itself is unimportant.
- As scientist your job is not to anticipate what market makers are going to do as that is unpredictable. You job is to analyse the state of the liquidity of the day. To be able to do so you methodology "C" secrets in my X channel. But first you need complete data. This is what it more or less would look like in $QQQ on the right side of the screen. What you have there is just screenshots
https://t.co/ed9tfCftlg