Randomised 'dehumanised'' trade amounts, TO, AWAY weighting from multiple tick resolution
Posted: Sat Nov 12, 2022 2:36 am
How to add a randomised [decurver] to amounts, prices..??
This came from curiosity to why the 0.5 tick on Bybit results in noticable performance issues and not at BitMEX...
-why this can decrease trade resolution in a very rounded and would think exploitable way?
(pictures Bybit Inverse... I can see why someone would not advocate using the minimum tick here. I got all bored and nitty with 1 contract spreads and sweepps, fun but that is only viable with rebate... Is this it??)
In any case a slight randomisation to our inputs to blend in better?
- A place in front of ticks used largest volume or behind.
-- these round price intervals won't improve liquidity in a equalised sense, but sturdy and fun to place sweepable orders to get the teflon working for you..?
The tick resolution prevents orders on and display of all 'in between res spread'
It can even be an un even but roundish price .. [right lol] i.e. $ 17250..
For price axis or notes unless manually input.
[Made me remember the ETH min tick spread when it was still ~$300 with rebate (big enough to create a spread multiplied layered strategy, sadly account: was dEaTH
] past biases have been deskewed I faded all baths equally.. --BarthFader
This came from curiosity to why the 0.5 tick on Bybit results in noticable performance issues and not at BitMEX...
-why this can decrease trade resolution in a very rounded and would think exploitable way?
(pictures Bybit Inverse... I can see why someone would not advocate using the minimum tick here. I got all bored and nitty with 1 contract spreads and sweepps, fun but that is only viable with rebate... Is this it??)
In any case a slight randomisation to our inputs to blend in better?
- A place in front of ticks used largest volume or behind.
-- these round price intervals won't improve liquidity in a equalised sense, but sturdy and fun to place sweepable orders to get the teflon working for you..?
The tick resolution prevents orders on and display of all 'in between res spread'
It can even be an un even but roundish price .. [right lol] i.e. $ 17250..
For price axis or notes unless manually input.
[Made me remember the ETH min tick spread when it was still ~$300 with rebate (big enough to create a spread multiplied layered strategy, sadly account: was dEaTH
] past biases have been deskewed I faded all baths equally.. --BarthFader