The first attempt to obtain market directional information from non--stationary solution of the dynamic equation[1] "future price tend to the value maximizing the number of shares traded per unit time" is presented. We demonstrate that price impact concept is poorly applicable to market dynamics and execution flow $I=dV/dt$ operator with an "impact from the future" term, providing information about not yet executed trades to be considered instead. An impact from the future on $I$ can be directly estimated from already executed trades, after that directional information on price can be obtained from experimentally observed fact that $I$ and $p$ operators to have the same eigenfunctions (exact result in dynamic impact approximation $p=p(I)$). The condition of "no information about the future" is found and directional predictions quality is discussed. This work make a substantial progress toward the solution of ultimate market dynamics problem: an evidence of existence (or a proof of non--existence) of an automated trading machine, consistently making positive P&L trading on a free market as an autonomous agent, i.e. to decide whether market dynamics equation exist. Software with a reference implementation of the theory is provided.
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