Science topic

Trading - Science topic

Explore the latest questions and answers in Trading, and find Trading experts.
Questions related to Trading
  • asked a question related to Trading
Question
2 answers
I have got weekly auction data of 91-day t bill along with date of issue and cut-off implicit yield. I have read one paper they converted this data into daily by dividing the yield by number of trading days following the issue. I can't understand this line. I am attaching the excel file of data I have got and the paper. Someone please helo me asap.
Relevant answer
Answer
  • asked a question related to Trading
Question
5 answers
I'm implementing a pairs trading strategy.
Relevant answer
  • asked a question related to Trading
Question
3 answers
I am working on peer to peer energy trading and I want to simulate a P2PETS for that I need a benchmark or real data, Anyone can help?
Relevant answer
Answer
Yes, there are multiple benchmarks for peer-to-peer energy trading systems. The most common benchmark is the Power TAC simulator, which is used by many different organizations to test and compare different P2P energy trading algorithms. Other common benchmarks include the Energimine platform and the P2P-Energy platform. Organizations such as the International Renewable Energy Agency (IRENA) and the Electric Power Research Institute (EPRI) have also published reports on P2P energy trading systems.
  • asked a question related to Trading
Question
4 answers
Hi All,
Is it possible to use GARCH with Fama French 3 or 5 factor models? Is there any article that uses this technique and I can refer to it?
I want to study the impact of option trading on volatility and underlying stock price.
Relevant answer
Answer
Peter Molnár let me just explain to you. I will use FF3 or FF5 to get the estimated return ( I will do an event study and the model I will use is the FF3/5 ) after getting the effect on the return, which reflects the price effect. I will test also the volatility and I want to test it by using the same model FF3 / 5 and as per my understanding that GARCH model is the one that helps in testing or getting the volatility
  • asked a question related to Trading
Question
2 answers
I’m looking for a data source for country specific cryptocurrency trading volume
Relevant answer
Answer
Thank you for your response..
  • asked a question related to Trading
Question
6 answers
I want to know about the current status of carbon trading in agriculture for C sequestration or mitigation.
Thanks.
Relevant answer
Answer
In the USA this process is just getting started with carbon credits from agricultural soils, and also thinking about grassland/rangeland soils which is a much better choice. Last year, Occidental Petroleum sold India millions of barrels of "Carbon Neutral" crude that you can read about at https://www.spglobal.com/commodityinsights/en/market-insights/latest-news/oil/012921-us-occidental-supplies-first-cargo-of-carbon-neutral-crude-to-indias-reliance
If each country did what India did, we could all become carbon neutral instantaneously, instead of waiting several more decades for engineering solutions to be invented, instead of relying on Ecological Restoration solutions to Global Warming. By replanting the arid former native grasslands that have been converted through agriculture and grazing into barren deserts like the THAR, then that could start a "Carbon Rush" to produce carbon credits that the oil companies could buy and use to sell us carbon neutral products. The same could be done with the coal companies, they buy credits to offset the carbon contained in their product and sell us a carbon neutral product that way.
The replanting of the arid barren areas, would do several things--produce and insulating layer to cool the air and change the dew point so that clouds could form, add the Pseudomonas host plants that produce the rain so more plants can grow (see Discover magazine https://www.discovermagazine.com/planet-earth/does-rain-come-from-life-in-the-clouds), and the grasses sequester carbon in the soil, that will stay there for at least 300 years--according to the radio carbon dating I did last year from the soil from around the native grasses in the desert of Nevada.
Instead of waiting for a company to start creating carbon credits from farmlands and grasslands in your country, you might need to form a company to do that, like we are probably going to need to here in the USA.
  • asked a question related to Trading
Question
4 answers
I have just started research for my dissertation as an Electronic Engineer and want to look into the use of an automated market maker for Peer to Peer electricity trading.
An automated market maker is a method of settling trades whereby a buyer and seller make trades out of a centralised liquidity pool. This method allows for traders to make trades whenever they want to and also without having to be matched to a corresponding buyer. You can read more here https://medium.com/balancer-protocol/what-is-an-automated-market-maker-amm-588954fc5ff7.
One of the drawbacks of such a system is that buyers and sellers are not matched and therefore it is harder to ensure that the electricity sold and electricity bought are exactly equal (as is required in a power system)? Do you think that this drawback will render an automated market maker impractical?
Relevant answer
Answer
Thanks very much all - I'm trying to make a simulation of my system now. Does anyone have any idea of how to set up a system?
  • asked a question related to Trading
Question
3 answers
Is it possible to use the Synthetic Control Method in the firm-level study?
Currently, I am trying to measure the impact of environmental regulation (state-level emission trading scheme) on a firm's green innovation. I have used DID and PSM-DID but want to use SCM with firm-level data, is it applicable? I found most of the paper used state-level data. Expecting your kind opinion in this regard.
Relevant answer
Answer
In principle, you could use it. The reason for the application you mentions has to do with the number of treated units. The SCM can reach situations where the rest of the methods are not adequate (e.g., a single treated unit). This is often the case of state-level policies vs firm-level events (we usually have many observations and treated units in the latter case).
You can have a look at Cunningham's Causal inferente: the mitxtape (https://mixtape.scunning.com/), which can be of some help here.
All the best,
José-Ignacio
  • asked a question related to Trading
Question
2 answers
I am an EMBA student, and I plan to do my thesis on the Forex market In the Kurdistan region of Iraq to find out about the impacts it will have on the economy and comprehend the financial situations of those traders that trade on Forex platforms. This information then is used to determine whether Forex trading affects the employment rate or not.
Relevant answer
Answer
Livo Mohammed dear, it’s better to assess the landscape or infrastucure of such activiteis in your region. I wonder if there are an official regulations for Forex trading in Kurdistan, or maybe official market for such activities. therefore, theoritically you initiaite a sound topic but it would be difficault to applicate. my suggestion is to switch to Cryptocurrency instead Forex trading. hope you reach your preferred topic soon. Good luck.
  • asked a question related to Trading
Question
5 answers
My initial intention is to analyze stock prices after firms have successfully emerged from bankruptcy (post-emergence date), as relevant literature report abnormal high returns after emergence. The complication is that there is a period of time where stocks are often suspended from trading during the chapter 11 process.
The average time between the bankruptcy filing and the official emergence date is around 300 days, meaning there is a gap in stock returns for firms under Chapter 11 process. Furthermore, firms may cancel the old stock and issue new stock on the emergence day.
Given this, I would like to know if this is a correct way of performing an event study: to use pre-bankruptcy stock prices as estimation window and post-emergence stock prices as event window?
Relevant answer
Answer
Excellent Topic of Study. Best Wishes!
  • asked a question related to Trading
Question
2 answers
Hi everyone,
I am doing my research related to IPOs long term performance. For the BHAR formula, I just want to confirm the formula is that always compared with the first trading day price, or is compared with last month trading price?
Simply, I calculated 1+Rit (a) and (b), which one is the correct one used in BHAR formula?
Relevant answer
Answer
I dont quite understand.
it cannot use monthly end share price change [month 2 ($22) / month 1($21.5)] to calculate BHAR?
Refer to our table, how can I correctly calculate BHAR in event period 0-11 month?
  • asked a question related to Trading
Question
2 answers
Exactly from which date gold options are introduced on gold futures in India and on which derivatives exchange.
is the historical data on gold options( option price,strike price, open interest, no. of contracts etc.,) available. if so, from which data?
please let me know
thanks in advance
Relevant answer
Answer
vest in the World's most Popular Assets. Start Trading Now with Our Free Demo Account. Online Stock Trading & Investment Platform. 10$ Minimum Deposit. 1$ Minimum Investment. 103 604 853+ Traders. 1$ Minimum Trade Amount. Free Education. Fast Payouts.
  • asked a question related to Trading
Question
2 answers
When the value of our Trading Account is PI and our cash is equal PI-qS.
q is number of shares of stock (S).Where q is between one and minus one.(why?)
we know:
  1.  dPI=r(PI-qs)ds+qds
  2. ds=s(mu)dt+s(sigma)dX
Relevant answer
Answer
n the theory of evolution and natural selection, the Price equation (also known as Price's equation or Price's theorem) describes how a trait or allele changes in frequency over time. The equation uses a covariance between a trait and fitness, to give a mathematical description of evolution and natural selection. It provides a way to understand the effects that gene transmission and natural selection have on the frequency of alleles within each new generation of a population. The Price equation was derived by George R. Price, working in London to re-derive W.D. Hamilton's work on kin selection. Examples of the Price equation have been constructed for various evolutionary cases. The Price equation also has applications in economics.[1]
It is important to note that the Price equation is not a physical or biological law. It is not a concise or general expression of experimentally validated results. It is rather a purely mathematical relationship between various statistical descriptors of population dynamics. It is mathematically valid, and therefore not subject to experimental verification. In simple terms, it is a mathematical restatement of the expression "survival of the fittest" which is actually self-evident, given the mathematical definitions of "survival" and "fittest".
  • asked a question related to Trading
Question
1 answer
In recent years, peer-to-peer energy sharing, virtual power plant and many other energy trading schemes are proposed for the development of distributed energy resources. CO2 emission trading also becomes a research hot spot because of the grim situation of global warming. The carbon emission is directly connected with energy generation. Therefore, how to couple these two trading schemes? Are the equilibriums of the emission market and energy market the same? How to unify environmental benefits and economic benefits in the coupling market? Furthermore, how to consider CO2 emission trading in the energy storage sharing or megawatt trading market? Can these trading modes on the demand side be unified?
Relevant answer
Answer
You can look at my paper . It may not answer your questions but contains useful references.
  • asked a question related to Trading
Question
13 answers
hello,
currently i am doing an analysis on a research with the topic "role of stock exchange markets," and i have these two variables which i can't find its measures. one is domestic turnover ratio and the other is liquidity (stocks), and the only available data that i have are turnover, trading volume, closing prices and shared issues of the companies. my Main question is how can i measure those variables using these datum that i have acquired?
Relevant answer
Answer
Liquid markets are generally perceived as desirable because of the multiple benefits they offer, including improved allocation and information efficiency. They (i) allow a central bank to use indirect monetary instruments and generally contribute to a more stable monetary transmission mechanism; (ii) permit financial institutions to accept larger asset-liability mismatches, both regarding maturity and currency, thus fostering more efficient crisis management by individual institutions, and reducing the risk of the central bank having to act as lender of last resort for solvent but illiquid credit institutions; and (iii) render financial assets more attractive to investors, who can transact in them more easily.2 The latter benefit, however, may not be true for investors collectively. As Keynes noted (1936, p. 160): “For the fact that each individual investor flatters himself that his commitment is “liquid” (though this cannot be true for all investors collectively) calms his nerves and makes him much more willing to run a risk.” Therefore, recent crises in financial markets, in particular, have triggered studies on how to better judge the state of market liquidity and ideally to better predict and prevent systemic liquidity crises.3
  • asked a question related to Trading
Question
2 answers
emission certificates (EUA), which are determined by the EU emission trading system (ETS) as the carbon price
Relevant answer
Answer
Thank you very much Prof. Ingo Riess.
  • asked a question related to Trading
Question
4 answers
I am interested to pursue my PhD Finance in the following topic:
"High Frequency Trading or HFT and Robo-advisors in Investing - FinTech in investment management, Investech".
I am wondering:
If it is a feasible topic for PhD?
Which methododology would I need to use to research the topic?
Will I be able to get the required data?
Which data sources are accessible to get data for this topic?
Can someone in the field of finance and investing guide me please in this regard?
Thank you in advance for those commenting on my post.
Relevant answer
Answer
You will get more information
  • asked a question related to Trading
Question
3 answers
I am learning ml, data science for data crunching of financial market data for my trading in financial market . I want to make a terminal which takes live data from NSE and do certain task(some calculation , graph representations ,ml model to run on data )but don't know is it possible with ml and python or have to go through whole software development road . so pls help me to figure out what i need to learn for this and how to do this .
Respectfully
Relevant answer
  • asked a question related to Trading
Question
8 answers
Hello,
I try to predict daily stock market movements of German DAX using the SVM. As input features in want to take the daily changes of several stock markets. The problem is that different stock markets have different holidays which results in missing data (on trading days of the DAX). I get the data from Yahoo Finance. For example the S&P500 has similar trading days as the DAX with just a few days missing (1-2 days in a row).
The trading days of SSE composite vary more significantly from the ones of the European markets, sometimes 5 days in a row are missing.
Studies use different approaches on that topic. Some take the linear interpolated data between two trading days. This seems problematic because in reality, investors do not have these informations of market trends when the SSE is closed. Other studies remove the missing data with the changes of the previous day. Here a sequence of days would have the same values which could cause difficulties.
What would you recommend to deal with this issue? Should I remove all data, where at least one stock market is missing, from the training and test set (~8% of data set) and use the changes to the previous trading day of every individual stock markets?
Thank you in advance!
Relevant answer
Answer
If you are handling time series data using R, then you need not remove the missing time point at all, rather, simply fill value NA against the time for which data is missing. While plotting the time series, R will simply skip to plot line or dot against that time point and will proceed ahead with plotting for other available time points. Similarly, there are procedures available in R as to how to handle NA's for a given function being used.
  • asked a question related to Trading
Question
4 answers
Hello, I am working on an educational/academic project on stock trading bots (both utilizing DL, RL or DL+RL). Found lots of resources over GitHub, Blogs, GScholar etc. Wish to have some responses on this topic from experts over here on how to proceed or how/which (SOTA) one to follow. Thanks.
Relevant answer
I think the following paper will help you out in this regard:
Stock trading decisions using ensemble-based forecasting models: a study of the Indian stock market‏
D Jothimani, SS Yadav - Journal of Banking and Financial Technology, 2019‏ - Springer‏
  • asked a question related to Trading
Question
7 answers
Hi,
I have submitted a paper on Journal of Stock and Forex Trading of Longdom publication. I have already paid the APC. Now their staffs have stopped communicating with me. What should I do now?
Thanking you in advance.
Relevant answer
Answer
The publisher behind the journal “Longdom Publishing SL” is indeed listed in the update version of the Beall’s list: https://beallslist.net/#update of potential predatory publishers. There are some indications that this publisher is originally (or at least somehow linked to) OMICS (‘known’ for their dubious conferences and publication practices). Like their journal “Endocrinology & Metabolic Syndrome” see for example:
If you go to the OMICS journal “Journal of Metabolic Syndrome” and go to 'related journals' and click on “Endocrinology & Metabolic Syndrome” you are redirected to Longdom Publishing. Looking at the journal you mentioned https://www.longdom.org/stock-forex-trading/indexing.htmlI see the mentioning of DRJI a notorious so-called misleading metrics () often used by predatory journals/publishers.
So, yes, it is a predatory one. Not sure what action you can take if you already paid. According to https://www.longdom.org/stock-forex-trading/instructionsforauthors.html it states and I quote “Withdrawal charges are 50% of the publication fee after 10 days of the submission.” So if you choose to withdraw your paper I am afraid you will not get your money back.
Best regards.
  • asked a question related to Trading
Question
3 answers
It is said tha derivatives trading operation are very risky. Can anybody suggest reading material addressing the historical issues and challenges faced in derivatives trading and managing their risk. I have to compile a report regarding previous historical issues and challenges faced , and what we have learnt from such challenges?
Relevant answer
Answer
Among the most common derivatives traded are futures, options, contracts for difference, or CFDs, and swaps. This article will cover derivatives risk at a glance, going through the primary risks associated with derivatives: market risk, counterparty risk, liquidity risk, and interconnection risk.
Please Refer the article :
  • asked a question related to Trading
Question
2 answers
I am conducting research on a stock trading app. I need technical guidance from someone who deals with stock trading. Need to make the questionnaires for the survey.
Relevant answer
Answer
Can you put more light on what is your objective? Further what specifications you need regarding the stock trading app as these apps almost have the same features but user-friendliness and the extent of data visibility are important in the stock app.
  • asked a question related to Trading
Question
8 answers
For my research work I have identified the following variables; Supply chain management practices, organisation performance and level of information sharing with trading partners.
Am using agro dealers and my variables are based on
Relevant answer
Answer
The four strategic planning steps for SMEs are: network op-timization by designing the least cost network focusing on customer demand; network simulation by testing alternative models to predict supply chain behavior; policy optimization by developing the best operating rules; and robust-ness designing by anticipating unforeseen circumstances and possibilities.
The strategic supply chain planning in SME is considered the responsibility of top management or of the owner and is
done only for short term. Planning processes vary among SMEs with respect to a few key variables: past success, planning efforts, current operating results, top management
or owner’s attitude, values, aspirations and desires towards change.
  • asked a question related to Trading
Question
6 answers
Am using agro dealers and my variables are based on Supply chain management practices, organisation performance and level of information sharing with trading partners.
Relevant answer
Answer
There are many. tools can you use, the main is your model y whant kind of analysis to do: Then you define the best tool.
  • asked a question related to Trading
Question
10 answers
Is it better to have a Lot of bitcoins compared to rather having a lot of paper money or savings at the bank ? Thoughts
#cryptocurrency #money #bank
Relevant answer
Answer
Actually many people are using cryptos now to store the value of their money or assets. However, I think cryptos are not good always to store the value because of the volatility.
kindly see the the documentaries of (Plot) YouTube channel in the YouTube, they are talking more about this.
  • asked a question related to Trading
Question
5 answers
Daily stock price data. Daily trading volume. Annual Dividends. Tax rates on capital gains and dividend. Ex dividend dates.
Relevant answer
You may want to check DATASTREAM or BLOOMBERG websites for such data.
  • asked a question related to Trading
Question
4 answers
Hello,
My area of research is to valuate Exchange option (Margrabe option). I am looking for Monte Carlo simulation technique that can be applied to some real trading data. I have evaluated them using Liu process and wish to compare my results with simulation. In excel I prepare basic model based on Margrabe formula, but results deviate. Thanks in advance.
Relevant answer
Answer
To prepare the Monte Carlo simulation, you need 5,000 results.
Step 1: Dice Rolling Events. First, we develop a range of data with the results of each of the three dice for 50 rolls. ...
Step 2: Range of Outcomes. ...
Step 3: Conclusions. ...
Step 4: Number of Dice Rolls. ...
Step 5: Simulation. ...
Step 6: Probability.
  • asked a question related to Trading
Question
5 answers
Shorting or going long in the stock and Fx markets are popular trading strategies — I'm curious to know if a similar approach can be adopted for alternative asset classes such as Art.
Art exchanges are booming, allowing investors worldwide to trade art on a much more liquid and 'transparent' market. To what extent can we see significant profits by using the same trading strategies in the financial markets? Has anyone tried this yet?
* am conscious that the expected return on prices of Art can be a lag
Relevant answer
Answer
It is a good question
  • asked a question related to Trading
Question
4 answers
At present, carbon emission reduction has been paid more and more attention. How could I estimate the carbon emission of a specific kind of energy trading? With the various transaction forms in electricity market, how could I compare the emission of these trading forms?
Relevant answer
Answer
It is a good question
  • asked a question related to Trading
Question
10 answers
Standard Deviation is the difference between the true closing price and the average price or average closing price.
Relevant answer
Answer
Standard Deviation is the difference between the true closing price and the average price
  • asked a question related to Trading
Question
4 answers
I'd like to investigate if we can observe some level of self-similarity in the distributions of intra-day versus daily returns of stocks and stock indexes. 
If the intra-day returns are sampled at 5 minute intervals there would be 78 periods in a trading day, assuming a regular 6.5 hour day.  In that case to compare intraday results to day results you'd multiply the 5 min geometric returns, essentially ln(Pn/Pn-1) by 78.  
Where you run into issues is when you look at different short-term periods say 1min versus 5min which can have relatively similar returns at times but then vastly different implied daily returns. For instance, if your 5min return was say 0.001% and using the 78 periods it will generate about 0.078% daily and  21.7% annualized (252 days).  But one could hypothesize that 5min returns won't look vastly different from say 1min returns and mapping 1min returns using the same approach will result in about 0.39% daily and about 167% annualized returns. 
Also, if one was to look at say 24 hour forex or futures markets using the same approach would again result in many more 5min or 1min intervals with vastly different results. 
Can you recommend any papers or share some theoretical work of scaling factors to map intra-day returns to daily returns? Thanks in advance!
Relevant answer
Answer
Daily returns are calculated through the closing price
  • asked a question related to Trading
Question
4 answers
I'm working on a proposal for my bachelor thesis and I am looking for areas to work on in the conjunction between Reinforcement Learning and Finance(I have some application domain knowledge in finance). I'm aware about the work being done in using RL for stock trading. I was considering using Advanced RL techniques like Rainbow etc for stock trading but don't know if it's a good enough proposal and whether it's been done before.
Relevant answer
Answer
What has not been found up to now.
  • asked a question related to Trading
Question
5 answers
any Thoughts on this question will help me
Thanks
Relevant answer
Answer
The presence of a virus means a high probability of rapid fluctuation in public demand, which affects the behavior of investors. Capital is a coward looking for safe investments or with calculated risks .. But this differs from one commodity to another.Necessary commodities are less likely to fluctuate in demand, which means that the influence of investors is weak and vice versa in the case of other commodities ... Whenever the world faces a virus, we find that stocks decline and some of them deteriorate more than the other and according to the nature of the commodities for sure.
  • asked a question related to Trading
Question
11 answers
Looking to simulate energy trading between multiple residential units. It is not blockchain based however any recommendations would be highly appreciated !
Relevant answer
Answer
Just published a paper on this with a researcher from Curtin (CUSP). I developed an agent-based modeling framework to simulate peer-to-peer energy trades between single-family households in a decentralized electricity system. I am willing to share the simulation framework with you, although I cannot share the generation and consumption data from the study so you must initialize it with your own data.
  • asked a question related to Trading
Question
18 answers
Hi,
I am conducting research related to financial innovation. So, I decided to use broad-to-narrow money (M2/M1) as a proxy for financial innovation. Although the M2 money (broad money) data is available on the World Bank website, I was unable to come across any website that offers the M1 money (narrow money data) of all the countries for free. I have seen a website like Trading Economics that has the data related to M1 and M2 money supply, but they are on a pay per basis. As I am still an undergraduate student, I cannot afford to buy this data. It would be really helpful if anyone could suggest, where can I get Narrow Money (M1) or broad-to-narrow money (M2/M1) data of all the countries for free?
It is worth mentioning that the OECD database has narrow money data for all the OECD countries, but they do not have broad money data. One can ask why am I not using broad money data from the World Bank’s website (WB). Well, that is because OECD’s narrow money (M1) data and the WB’s broad money data is using two different types of variable. I cannot figure out how they will work together. So, if you can also provide any suggestions related to this, it will help too.
Thank you.
Relevant answer
Answer
Besides the above mentioned institutions, try Penn World and University of Groningen data:
  • asked a question related to Trading
Question
5 answers
CURRENCIE'S value differences in global trading causes costly purchase for low value currency and cheap purchase for high value currency.
Relevant answer
Answer
I think in terms of the size it impossible .... IMF is not that big to compensate this for the economies involved. It is I think also a bit out the scope of IMF in terms of their goals
  • asked a question related to Trading
Question
4 answers
Is insider trading by female executives is subject to higher behavioural bias than trades made by male executives? Current literature has just begun to reflect the question with the result being that female insider trades are significanrtly significantly more likely to be affected by prospect theory then trades by males.
Relevant answer
This article about Gender differences in weighing probability and payoffs in risky prospects: experimental evidence from Malaysia:
  • asked a question related to Trading
Question
3 answers
Hi
Can anyone here help me understanding the marginal cost calculation in this article?
what is the index in summation notation in MC formula?
for example what is the form of MC for a given removal rate without summation notation?
thanks,
Relevant answer
Answer
I could not find the article!
perhaps send me a copy or copy the text you have acquisition about
  • asked a question related to Trading
Question
11 answers
A large portion of stock market volume derives from automatic trading on the basis of algorithms. I am interested to know if they introduce completely new trends in stock price evolutions or if they integrate human behavioral factors thus accentuating the current trends.
Relevant answer
I agree with Amit Mittal
  • asked a question related to Trading
Question
3 answers
The Problem Statement that may solve issues like land disputes, poor sanitary and water services (in general, utility services), and low tax collection by local councils in the small Trading Centers
Relevant answer
Answer
Rating of the municipality territory.
  • asked a question related to Trading
Question
3 answers
The project that I am working on requires the quantification of lipids and of very small quantities of protein in complex solutions, which was performed on a Thermo Vantage Triple Quad with nano flow, but this instrument is no longer available to us. Buying a new LC/MS system is currently prohibitively expensive for the lab I work in, and we are considering other options (including paying another institution to process our samples for us). We may be able to purchase a used instrument from a company such as GenTech, International Equipment Trading Ltd, or Conquer Scientific. Can anyone speak to their experiences in buying equipment like this from such companies? Is the loss of support from the manufacturer worth the lower price tag, or is it likely to cost us more in repairs in the long run?
Relevant answer
Answer
Have a look at www.clustermarket.com !
  • asked a question related to Trading
Question
3 answers
I am really confused now which simulation i can use to analyze.
Relevant answer
Answer
Arash Mostafavi Hello Sir
I appreciate your kind response, what know PVsyst is a system design software
  • asked a question related to Trading
Question
7 answers
Help me to recommend simulation software? which I can use to analysis my project
Relevant answer
Answer
Alright
Thank U very much
  • asked a question related to Trading
Question
4 answers
Why is there such a difference in goods and labour?
Relevant answer
Answer
Trading goods on a global scale has economic and political implications for the countries involved. Labor on the other hand is regulated (or unregulated) by the rules and regulations of a particular country which would differ vastly because of the type of government involved (democratic, socialist, communist, autocratic, theocratic, etc.)
  • asked a question related to Trading
Question
3 answers
Hi
I am trying to build a trading market in a river syatem which multiple dishargers can trade multiple emission permits like BOD and total P and N. My question is how to calculate trading ratios between dischargers while we have multiple pollutants that could have influence each other and in different checkpoints in the river.
Thanks in advance.
Relevant answer
Answer
I think using water quality Index or water pollution Index may be benificial for this aim.
  • asked a question related to Trading
Question
8 answers
Hi everyone,
I am working on emission trading for my thesis and I found the new article published in Journal of Environmental Management useful to my research. But It seems that I don't have access to this articles supplementary data. So I was wondered if anyone here could download and send it to me.
Thanks in advance,
Relevant answer
Answer
Thank you very much for taking time.
I tried emailing the corresponding author and I really hope it will work.
  • asked a question related to Trading
Question
3 answers
Traders use many combinations of Moving averages(5-15-30,15-30-45, 3-5-15, 30-50-100) to forecast trends, Is there any work done where the optimized value of duration is found that can give better results. Please cite the work as well.
Relevant answer
Answer
Most of the existing research shows that not just moving averages, but technical analysis in general performs quite poorly.
  • asked a question related to Trading
Question
4 answers
Dear Research Community,
I am currently conducting a research on whether corporate acquirers pay more than private equity firms for their targets. To examine this question the most prominent methodologies include the calculation of cumulative abnormal returns (CAR) from 42 trading days before the announcement to the day of deal completion.
Does this mean that I have to find data one by one for all of the different firms in my sample 42 days before the announcement or is there any time saving process to achieve this?
Thanks in advance,
Relevant answer
Answer
TIME PERIOD of 42 days seems to be targeting day trading or speculative buying and selling of stocks. Returns on stock investment normally refers to dividends payment or some other returns, outside of speculative buys and sales which are akin to gambling rather than investment. if return on investment of stock, in long-term investment not speculative buys, is measured by dividends payment, then look at the returns on quarterly basis.
If you are going to track 42 days, you will be better off looking at price fluctuation, not abnormal returns.
  • asked a question related to Trading
Question
9 answers
In connection with the use of computerized, automated transaction systems, does the scale of the issue of the psychology of securities markets decrease?
Please reply
Best wishes
Relevant answer
Answer
Dear Colleagues and Friends from RG,
The above discussion inspired me to formulate the following question:
What are the main determinants of research on behavioral reactions of investors on capital markets and consumer behavior on consumer goods markets?
On the basis of the above considerations and conclusions from the discussion on interesting issues discussed, I formulated the following thesis that in recent years the importance and applications of economics and behavioral finance have been growing. Therefore, it is crucial to define the dominant research determinants regarding behavioral reactions of investors on capital markets and consumer behavior on consumer goods markets.
Below I have described the key determinants confirming the formulated research thesis. To the above discussion I would like to add the following conclusion formulated as a summary of my previous considerations on this topic: Determinants of research on behavioral reactions of investors on capital markets and consumer behavior on consumer goods markets.
Economics due to the social issues of many subjects and problems in this field of knowledge, which it deals with is classified in many science centers in the field of social sciences. Social issues related to the economic conditions of people's lives, social determinants of economic development of economic entities and states, social policies led by states, behavioral factors of changes in economic situations in individual markets, etc. constitute a significant part of issues that are studied and described in the field of economics. Therefore, economics, even if not all of the issues it deals with, however, in most of the studied economic and financial issues falls within the scope of social sciences. In recent years, the importance of research in the field of behavioral economics, behavioral finance, etc. has grown.
In recent years, there has been an increase in the importance of behavioral economics and finance, including an analysis of the determinants of media shaping consumer opinions regarding company brand recognition, product and service offerings, etc. by increasing the importance of online information services, including social media portals. The growing importance of financial market psychology, the growing significance of behavioral factors influencing investment decisions of individual investors operating on capital markets and consumers making purchasing decisions on markets of popular products and services.
Therefore, the key questions that need to be answered are: Are investors active in the securities markets more cautious in making investment decisions after the global financial crisis, or are they more thoroughly analyzing the investment risk of investing in capital markets? Did any of you conduct research aimed at determining possible changes in the significance of financial market psychology and behavioral economics in capital markets, including securities markets, after the global financial crisis of 2008? If research shows that the importance of financial market psychology and behavioral economics in capital markets is decreasing, what is this mainly determined by? Is it the result of post-crisis greater awareness of investment risk among investors, or also a change in the structure of the dominant segments of investors operating on capital markets, or is it also the result of an increase in the number of transactions carried out by computerized transaction systems?
Business and economics are connected or determined to a significant degree with psychology. Examples of the most often cited, described and researched are emotionally determined behavioral behaviors of both consumers in consumer product and service markets as well as stock market investors in capital markets, including securities markets, in addition also currency markets, etc. Issues of the influence of psychological factors on economics can be found also within the scope of marketing activity directed at potential consumers of certain products or services. Supported by intensively conducted advertising campaigns, the sale of certain types of products and services is particularly determined by psychological issues used in advertising campaigns, which increase the scale of appearance and fashion activities for specific types of products or services. Sometimes the effectiveness of advertising campaigns depends to a large extent on whether the information message contained in advertising spots acts on human emotions and thus generates smaller or larger revenues from the sale of specific products or services. In financial markets, on the other hand, the impact of psychology on investment decisions of individual investors can be significant. Periodically, in situations of increased speculation in capital markets, imbalances in securities markets, there is a period of investment euphoria, sheep's momentum, investing fashion and, as a consequence, a strong revaluation of securities valuation (bull market) and periods of strong stock market recession, during which there is fear of investing, panic, getting rid of already undervalued shares, bonds, derivatives, etc. (bear market). Bull market and bear market phases appear periodically, sometimes cyclically in succession. If in capital markets, including securities, the importance of emotions can be an important factor influencing the decisions of individual investors, then the issue of financial market psychology may be an important topic of scientific research. Another interesting research issue is the determination of the importance of increasing the automation of the process of placing stock exchange orders in connection with the use of automated transaction systems by investment banks. Therefore, in the context of the above issues, it may be important to verify the research thesis that the growing importance of automated IT transaction systems used for computer orders for the purchase and sale of securities may reduce the impact of financial market psychology. If it was possible to examine this correlation, then another research issue for which a research project could be launched would be to determine the impact of automated IT transaction systems used by investment banks on the issue of stabilizing the stock market situation, the period of recovery after the emergence of the stock market crash, etc.
What research methods are used to analyze the behavioral and pragmatic behavior of individual investors operating in financial markets, including capital and securities markets? In addition, in related issues it is also interesting to find the answer to the following question: What currently dominate research methods are used to analyze behavioral and pragmatic consumer behavior in specific markets? Are there methods for precisely measuring consumers' pragmatic attitudes? The key is to distinguish the determinants that shape consumer behavior in market conditions. In my opinion, a good method of collecting data for the needs of this type of analysis are survey research methods, which cover consumers of a specific, cross-sectional group, segment of citizens, with specific characteristics. Then statistical elaboration of the results of conducted research should provide analytical material for the formulation of specific assessments and characteristics of both behavioral and pragmatism of specific actions undertaken by a selected segment of participants in a specific market, e.g. consumers of specific types of products and services.
In addition, advertising of consumer products and services serves to increase the demand for the advertised offer, and thus significantly affects the increase in consumption and also indirectly to change the behavioral behavior of social behavior and also to increase consumerism. In developed and developing economies, advertising is largely responsible for the rise in consumerism, but it is not easy to investigate to determine precisely what quantitative dimension this impact is. In connection with the above, in recent years the importance of the issues of data sentiment analysis obtained from social media portals has been growing in Big Data systems. For many companies, social media portals such as Facebook, Tweeter and others are a source of data on shopping and behavioral preferences used by companies operating in various industries and sectors for the purposes of marketing activities.
In line with the above, in my opinion the importance and applications of economics and behavioral finance have been growing in recent years. The above considerations show that many determinants are currently operating that shape changes in behavioral responses of investors in capital markets and consumer behavior in consumer goods markets.
Do you agree with me on the above matter?
I conduct research in this area. The conclusions of the research I published in scientific publications that are available on the Research Gate portal.
In view of the above, I am asking you the following questions:
- What research methods are used to analyze behavioral and pragmatic consumer behavior in specific markets?
- What research methods are used to analyze the behavioral and pragmatic behavior of individual investors operating on financial markets, including capital and securities markets?
- What are currently theories of the development of emotional intelligence and logical intelligence in the context of research conducted in the field of behavioral finance?
- What are the main determinants of research on behavioral reactions of investors on capital markets and consumer behavior on consumer goods markets?
- Do advertisements of consumer products and services increase consumption and increase consumption?
- Is the importance of psychology of financial markets and behavioral economics in securities markets decreasing after the global financial crisis?
- Is capital market behavioral psychology still very important for capital markets?
- After the global financial crisis of 2008, is the capital behavioral psychology of the behavior of investors operating on these markets still important in capital markets?
- Are the determinants of investor behavioral factors still strong in recent years on the world's largest stock exchanges, including psychology of financial markets in interpreting changes in stock market trends on these markets?
- After the global financial crisis, are investors operating in the securities markets more cautious in making investment decisions, or do they more thoroughly analyze the investment risk of investing in capital markets?
- Were studies previously conducted to determine possible changes in the significance of financial market psychology and behavioral economics in capital markets, including securities markets, after the global financial crisis of 2008?
- If research shows that the importance of financial market psychology and behavioral economics on capital markets is decreasing, what is this mainly determined by?
- Is it the result of post-crisis greater awareness of investment risk among investors, or also a change in the structure of the dominant segments of investors operating on capital markets, or is it also the result of an increase in the number of transactions carried out by computerized transaction systems?
- How are behavioral finances related to behavioral behavior of investors operating on the securities markets changing due to the increasing use of ICT and Industry 4.0 in the scope of development and increasing the share in concluded automatic transactions, computerized transaction systems used by banks and investment funds performing short-term transactions , speculative, lasting even fractions of a second but with the use of large funds, so large that they are inaccessible to the average individual investor?
- What are the dominant, model behavioral reactions of investors operating on the securities markets?
- To what extent do changes in the behavior of individual investors in securities markets correlate with periodically occurring in these markets overvaluation (bull market) and undervaluation (bear market) valuation of securities?
- Do strong correlations of changes in behavioral responses of individual investors, i.e. periodically overvaluing (bull market) and undervaluing (bear market) valuation of certain assets also apply to other financial, capital and other markets? (e.g. derivative markets, currency markets, real estate markets, etc.)
What do you think about this topic?
What is your opinion on this topic?
Please reply
I invite you to discussion
thank you very much
Best wishes
Dariusz Prokopowicz
  • asked a question related to Trading
Question
9 answers
International Trade has become a necessity, not now a days, but long ago.In the modern era, marked by Globalisation, there has been a marvellous increase in the level of International Trade.My humble submission is that what is the rationale of having Trading Blocs, in case we are really living in the era of true globalisation.
Relevant answer
Answer
Tariff barriers have created a second best solution in the formation of trading blocs. Trading blocs are exclusive ways of grouping your allies together.
  • asked a question related to Trading
Question
5 answers
Hello dear friends, Than every country is noisy and concerned about the exchange rate, every day at any time, should all countries in the world use only one single currency as a means of trading and transaction exchange? I personally cannot imagine if that could happen.
Relevant answer
Answer
The economic leaders will not allow it since they are getting money from all of us thru instabilities in the world. Do not you see that they produce wars to make money thru the weapons and the destruction of states?
  • asked a question related to Trading
Question
3 answers
Please, How can I find the data of trading volume of foreign investors in the stock markets (G10 + BRICS)? I need monthly data.
Relevant answer
Answer
If you are trying to extract this data for a larger pool of countries, I would suggest you to search for the same in a Bloomberg Terminal. It is by far the most authentic and widely accepted source for any financial/economic data. They cover a very wide variety of time series and non time series data pertaining to all stock markets across the world.
  • asked a question related to Trading
Question
4 answers
For example, Energy Web Foundation’s (EWF) energy- sector promotes the use of blockchain in energy management. Like Bitcoin, the EWF blockchain is a distributed ledger, upon which users can code applications that run on top of it.
Relevant answer
Answer
I am not sure if the energy companies will allow decentralised control of their sector. this would afford too much power transfer from the incumbent to the prosumer. They may incorporate decentralised infrastructures for energy management, but they will inevitably be afforded by permissioned systems, ultimately under the incumbents' control, or inclusive of some exclusive consensus mechanism such as Proof of Authority. There is too much value staked by those that allocate resources to the physical infrastructure for them to cede control in a sector that is deeply entrenched in legacy organisation methodology.
  • asked a question related to Trading
Question
9 answers
Trading Clocs like ASEAN,NAFTA,EU play an important role in international trade.What are the various factors affecting the mechanism of functioning of trading blocs.
Relevant answer
Answer
I strongly believe humans whether families,workers, consumers, children, older folks women and people in general should be the central focus and concern of any international trade arrangements whether these are trading blocs international commercial and trade agreements involving Foreign Direct Investment or capital flows or bilateral trade agreements..Furthermore, people should be defined broadly to include the inhabitants of all countries involved. Such an arrangements should be done in an international settings and some teeth against violators. Businesses often violate principle of placing humans first many of them place short term profit as their main objective. This is why our environment is in the situation it is and we are punished by extreme weather phenomena that become more frequent. Nation states are not helping either most often are influenced by big businesses who influence governments the most. They invest in economic activities where short term profit prevails instead of looking for long term profits to help their country and the world community. Governments should discourage investments to countries that violate human rights and do not support democracy and minorities.
Similarly under the present international system governments allow businesses to suppress worker compensation in order for their businesses to become international competitive and the expense of the businesses of another country,.
Another major concern should be arms proliferation now days not only
countries compete which country will sell more powerful weapons but countries undertake joint production with the country that buys weapons to receive better business deals. Then we t wonder why we have so many armed conflicts in so many parts of the world. There is a lot work to be done to improve living conditions everywhere.
thanks
  • asked a question related to Trading
Question
1 answer
I'm modelling the export of halal from Malaysia to its trading partners.
According to current literature, exporter-time-fixed effect, importer-time-fixed effect & pair-time fixed effect MUST be included in the model.
Since my model is only 1 country to its trading partners, should i still include the exporter-time-fixed effect & pair-time fixed effect? because i read in statalist, only destination-time-fixed effect should be included.
thanks
Relevant answer
Answer
Do consider using Heckman Selection Model or Poisson Model as estimation method
  • asked a question related to Trading
Question
2 answers
Under C. Advantages and Limitations it says:
More precisely, when taking the transaction fee into account, only the final return will be affected by our own trading volume. Hence, the input of the network is not dependent on the last output, and the training method is not limited with the stochastic learning.
If you don't pass the previous output as input, how do you prevent the agent from trading too much and paying a lot of fees?
Relevant answer
Answer
Interesting.
  • asked a question related to Trading
Question
4 answers
here in their study they have not taken any AR ? They used this model
FVt = a+ b1 |RAt-1| + b2 HLRt-1 + b3 RVt-1+ e
FVt is the future volatility measure, |RAt-1|, HLRt-1 and RVt-1 are one-day lag absolute daily returns, daily high-low range and daily realized volatility respectively.
Can I used this model for my study?
Under what type of regression model it will come ? They mention multiple-factor model?
Relevant answer
Answer
Thank Tihana for your suggestion can you give me any article that have done like the one you have suggested
  • asked a question related to Trading
Question
6 answers
I am planning my Ph.D. and wanted to start writing a proposal for the same. But I am too much confused with topics. After doing a lot of brainstorms finally I decided below topics which are best in my Interest.
I am looking your expert guidance for finalizing topic from below segments.
  1. How demat accounts are helping to manage the stock market activities in different countries.
  2. Role of the financial manager in the company to sort out money matter.
  3. Insider Trading and Its Interaction with Compensation
  4. Financial Risk Management
All these topics are best for me and in my deep interest. Please help me to decide the final topic with your expert suggestions.
Relevant answer
Answer
1. Small investors risk as a result of electronic institutional trading
2. Quantifying the effect of institutional trading after-hours and pre-market
Exploring ways to place checks on volatility to protect small investors from market swings.
4. Determining elasticity and dynamics of asset classes (some times bonds act like stocks and vice-versa) Traditional asset class definition needs to be revised to provide proper yet realistic portfolio asset class mixes. Predicting efficient frontier shifts for the small investor
5. Balancing fundamental vs technical weighting to minimize risk when choosing an investment (stocks and?)
6. Identifying factors which institutional traders (portfolio managers) use to trigger electronic sells and buys, and quantifying the effect on volatility index.
How's that for a few juicy tidbits? May be too broad to get your head around, but hopefully they may trigger a subject of interest. Best to ya, tough, tough research.
  • asked a question related to Trading
Question
103 answers
In developed countries, knowledge-based economies are characterized by the development of information services, and production processes are increasingly determined by the quality of such factors as information, technology, innovations, patents, etc. In addition, analogous standards of telecommunications, transaction, market, financial systems, etc. operate in different countries. Globalization is therefore still progressing.
In connection with the above, the communication, transactional and information aspects of globalization are characterized by a positive meaning. It is referred to as "the Earth as a" global village. "Through more and more modern communication, the global circulation of information is carried out in real time via Internet teleinformation systems.
But not all aspects of globalization have positive aspects.
In my opinion, globalization processes strengthen long-term business cycles. In this way, globalization may deepen economic crises, including the global financial and debt crisis. An example was the global financial crisis, which appeared in mid-September 2008. At that time bankruptcy was announced by one of the largest investment banks in the world. As a result of unreliable credit risk management procedures, billions of USD of financial losses have been generated. It turned out that the unwritten rule no longer works, that "big can not fall". However, it is the emergence of ever larger international corporations and financial institutions that is one of the main determinants of the processes of economic globalization that have been progressing in recent years. these processes continue. Every few years, as a result of the merger of some of the largest financial institutions through mergers and acquisitions, more and more banks are formed. On the other hand, international operating industrial corporations move their factories from country to country, looking for cheaper workforce, and international trading and service corporations set up subsidiaries and sales outlets in other countries. Capital links grow transnational and thus systemic risk grows, whose sources can be related to the progressing economic globalization.
In view of the above, I am asking you: What are the most important positive and negative aspects of globalization?
Please reply. I invite you to the discussion
Dear Friends and Colleagues of RG
The issues of globalization of financial and banking systems are described in the publications:
I invite you to discussion and cooperation.
Best wishes
Relevant answer
Answer
I think the most important positive aspect of globalization is that it makes us more interdependent on each other, which makes the notion of wars more detrimental and less likely; the most important negative of globalization is that it can damage a national sense of unity that binds otherwise ideologically opposed populations together and can be damaging in a more local sense of creating divisions. While bring the world closer together, it has potential to tears nations apart from within.
  • asked a question related to Trading
Question
2 answers
I am looking for suggestions to develop a set of research analysis or surveys to individuate the economic impacts of EU emission trading scheme on companies in different sectors. The final aim would be that of detecting a relevant weight of carbon leakage in different sectors based on single companies data.
Relevant answer
Answer
Interesting question. One way is to use General Equilibrium model to assess carbon flows in the economy. For this a social accounting matrix can be used to assess carbon flows between sectors through Input/Output values of trade. This sectoral information can them be downscaled to company type based on their proportion of contribution in that sector. You can use alter domestic trade coefficient to create trading schemes and evaluate their impacts.
  • asked a question related to Trading
Question
5 answers
If I have two or more users and they can trade with smart grid (they can sell and buy energy), the constraint i want to apply is that users can't trade with eachother. The priority is given to Smart grid, If SG want energy then users will provide, if they have extra energy and vice versa. But the problem I am facing is that if I come up with summation for all users then it means users are also trading among themselves,so what kind of constraints I have to apply to stop users from trading between eachother and can only trade with SG.
Relevant answer
Answer
The power exchange is constrained by the power flow rules, the layout of the system, and the available online controllers. Suppose that you have two prosumers such that one of them has surplus energy while the other needs energy. Both of them are connected via the grid, then the lack of energy of the second prosumer will be supplied from energy sources from the grid and first prosumer; however, the enegy exchange between the prosumers will flow through the grid infrastructures. Consequently, the second prosumer will eventually supplied from the grid!
If you would like to prevent the first prosumer to contribute in supplying the enegy lack of the second prosumer, then you need to install appropriate FACTs based power flow controllers. For example, TCSC or PAR. On the other hand, you need to question the necessity of such complex configurations. Anyway, the smart grid operators should inspect all the energy production and demands for providing continues power balance. Good luck
  • asked a question related to Trading
Question
3 answers
Assume that you have an opportunity to visit a civilization in outer space. Its society is at roughly the same stage of development as our earth society is now. Its economic system is virtually identical to that of the earth, but derivative trading is illegal. Briefly introduce, explain, compare and contrast this economy with the earth economy, emphasizing the differences due to the presence of derivatives markets/instruments in the latter.
Relevant answer
Answer
The answer is twofold as I see it.
First of all, derivatives can be seen as a very useful tool to hedge your positions. Doing so, you can protect your investments depending on your risk profile. Assuming that derivatives where illegal, a shipping company, for example, would not be able to plan the capital that should be available in order to schedule a future purchase of oil leading to increased operational risk.
On the other hand, if you are a speculator/risk-seeking investor, being able to invest your capital solely in derivatives even without holding or wanting to use in a productive manner the underlying asset, you could generate huge profits (which is good...) but also huge losses! Therefore, assuming that most investors are risk-seekers and pursue easy and short-term profits, derivative products tend to increase market volatility and uncertainty/unpredictability.
To conclude, personally I would prefer to visit "a civilization in outer space" as you mention, where investments in derivatives are allowed only when used as a hedging instrument from rational investors and I would prefer investments in derivatives to be illegal when used as a bet to beat the market, which is the case when an investor takes a long or short position without holding or wanting to use "productively" the underlying asset.
  • asked a question related to Trading
Question
9 answers
And how it is related with interest income?
Relevant answer
Answer
Where securities and investment trading are active and robust the return or profit are bound to be high. Investors are more encouraged to move their funds to the capital market. This will invariably after the funds that are left with the banking sector. This will affect the cost of funds and quantity availability, hence the effect on efficiency of the banking industry.
  • asked a question related to Trading
Question
7 answers
The goal of TheRiskPsychology project is to identify emotions, fears and social trust related with the financial trading activity using algorithmic trading and automated trading systems. A methodology to measure and the risk aversion based on the applied psychology principles is under test and development. The final goal is to identify the optimal psychological conditions and a model to adapt the trading software to fit the users profile related with the trading risk involved in the financial activity.
Relevant answer
Answer
you can use a utility function for measuring risk aversion check this article it will help you
Thomas, P. J. (2016). Measuring risk-aversion: The challenge. Measurement, 79, 285-301.
  • asked a question related to Trading
Question
9 answers
I am conducting a research on how an individual analyses the stocks when trading or investing. Why despite proven results of the complementing nature, majority of them resort to Technical analysis or Fundamental analysis, but only a few use both together. For my primary research, I need to circulate an online questionnaire to find the widely used techniques and suggest an idea for analyzing stocks for both short term trading and long term investing. I am particularly looking for a forum or discussion page of investors where people might fill up the questionnaire. Attached is the proposal draft for more information. Any kind of contribution would be appreciated.
Relevant answer
Answer
As a matter of behavior, these people (stockbrokers) are not so easy to get them answer a questionnaire. Try some other methods.
  • asked a question related to Trading
Question
3 answers
Blockchains are changing and becoming faster and at larger scale. However they are not suitable for every approach. I would be most interested in reading a discussion piece as to if a "blockchain" (a highly optimised version of Etherium for instance not Etherium it self) would be suitable for your application.
Certain features, smart contracts, security, resilience, immutability, make it favourable but its increased data size and costs counter this.
Enerchain is a start up working with Eon etc... (all the big European players) doing just this.
Thanks for your time
Relevant answer
Answer
Dear All
The attached 'CASTELL - Presentation for The Reg A Conference NYC - Blockchain vs Trust - Cryptic Expert Issues 07Jun2018.pdf' may be of some relevance and interest. Given speed is a critical requirement of HFT, as I understand it, you are not going to get an automatic improvement in speed by use of blockchain, over some other ways of implementation - but it does all depend, one supposes, on what particular element of the specific application process(s) it is wished should be improved/optimised for execution speed.
  • asked a question related to Trading
Question
3 answers
I am in a trading company which is in the Textile Printing. We are suppliers to printing factories.
Relevant answer
Answer
What would be your research question, sub-questions, and corresponding hypotheses? And methodology?
  • asked a question related to Trading
Question
3 answers
although as per my knowledge derivatives itself a risky investment in shares but future trading is more risky than options.
furthermore if there are other reasons plz explain
Relevant answer
Answer
Futures v/s Options
5 Reasons Futures Wins
Fixed truthful trading costs in Futures
Futures pricing is simple to recognize
Futures trading is model for dealing specific markets
Liquidity and spreads
No time perish cause in futures
  • asked a question related to Trading
Question
1 answer
Should I recompute the previous spread with the current hedge ratio
Relevant answer
Answer
Hedge funds have attracted much interest not only for their ability to generate relatively high average returns, but also for the large losses that they can incur, a risk that is exemplified by the rise and fall of Long Term Capital Management in the late 1990s. In spite of such risk, the hedge fund industry witnessed rapid growth in the 2000s, with assets under management reaching $1.93 trillion by early 2008. During the recent credit crisis, there was a significant reduction both in the number of hedge funds and in assets under management, which resulted from a combination of trading losses and asset withdrawals by investors.
  • asked a question related to Trading
Question
3 answers
Hi,
I am struggling with the interpretation of my coefficients. The regression equation that I am estimating is as follows:
📷
where 📷 is a latent variable whose value determines whether or not a good will be imported in year t and takes the value of 1 if country i imports product category k from trading partner j in year t; 📷 is the change in the natural log of the tariff rate imposed by country i on good k imported from country j, between t and t-1.
I estimate this equation by Linear Probability Method.
How do I interpret the coefficient 📷 ?
Relevant answer
Answer
Thank you for your answers. I see that the pictures in my question were not correctly displayed. The equation that I am estimating is shown in the attached picture. As my dependent variable is a dummy dependent variable, and my main independent variable of interest is the change in the natural log of the tariff rate imposed, how do I interpret the estimated coefficient for this relationship?
  • asked a question related to Trading
Question
5 answers
By reading multiple research papers online. I realized the current portfolio optimization (industry standards) involves building factor models, perform (conditional) value at risk optimizations, (covariance matrix shrinkage) and even robust portfolio optimization and (even though very few people cited, the method to impute price histories when different instruments have different inception dates). But the information is really very scattered, I wonder if anyone could suggest some list of current state of the art portfolio management/ active portfolio managements(trading signals) methods that I could read into to understand more with the goal of being able to implement state of the art methods by myself.
Relevant answer
Answer
Dear Huang,
You are focusing too much on only Academica and Research Literature.
Financial Advisers (Int. big ones) have published annually surveys covering such "insight" questions.
Br
Mr
  • asked a question related to Trading
Question
3 answers
I have stocks (independent variables) daily returns and their next month cumulative returns (as dependent variables). I need to build a model which would classify stocks as higher/lower return asset.
Relevant answer
Answer
Pls refer the below articles, may be helpful.
1) Jegadeesh, N. & Titman, S. (2002). Cross-sectional and time serious determinants of momentum returns. The Review of Financial Studies, 15(1) 143-157.
2) Lee, C. & Swaminathan, B. (2000). Price momentum and trading volume. The Journal of Finance, 55(5), 2017-2069.
  • asked a question related to Trading
Question
1 answer
i want to derive trading rule in tehran stock market with gene expression programming but i do not know how do i do the code with matlab? i cant find any files that help me.