В феврале 2017 года я прилетел из Таллина с докладом на финтех-конференцию Perm Winter School'17, и слушал Ричарда Олсена (на тот момент Founder & CEO Lykke, одного из классных финтех-стартапов того времени).
Он рассказывал про Intrinsic time (внутреннее, присущее объекту время) в терминах Lykke - трэйдинг, обработка рыночных событий.
"The term ‘intrinsic time’ highlights its key difference to physical time; the new timescale ticks with the beat of the events of the data series itself.
The ups and downs of market prices determine the flow of intrinsic time, so its passage is not dictated by the rate of Earth’s rotation, as is true for calendar time.
The benefit of intrinsic time is that data sampling happens when there is ‘action’ in the market."
Вот эта статья, одна из базовых для понимания написанного выше в фин.терминах.
" ... Lykke’s research team is one of the few protagonists of the so-called concept of Directional-Change Intrinsic Time. This concept can be applied to any source of unfiltered tick-by-tick data."
—
permPeriod 🤝 Memex.Team®️
Он рассказывал про Intrinsic time (внутреннее, присущее объекту время) в терминах Lykke - трэйдинг, обработка рыночных событий.
"The term ‘intrinsic time’ highlights its key difference to physical time; the new timescale ticks with the beat of the events of the data series itself.
The ups and downs of market prices determine the flow of intrinsic time, so its passage is not dictated by the rate of Earth’s rotation, as is true for calendar time.
The benefit of intrinsic time is that data sampling happens when there is ‘action’ in the market."
Вот эта статья, одна из базовых для понимания написанного выше в фин.терминах.
" ... Lykke’s research team is one of the few protagonists of the so-called concept of Directional-Change Intrinsic Time. This concept can be applied to any source of unfiltered tick-by-tick data."
—
permPeriod 🤝 Memex.Team®️