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Author : Sugato Chakravarty
Publisher :
ISBN 13 :
Total Pages : 62 pages
Book Rating : 4.3/5 ( download)
Download or read book An Analysis of Own Account Trading by Dual Traders in Futures Markets written by Sugato Chakravarty and published by . This book was released on 2000 with total page 62 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Kai Li
Publisher :
ISBN 13 :
Total Pages : 48 pages
Book Rating : 4.:/5 (129 download)
Download or read book An Analysis of Own Account Trading by Dual Traders in Futures Markets written by Kai Li and published by . This book was released on 2009 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt: Using audit trail transaction data compiled by the Commodity Futures Trading Commission (CFTC), we seek to ascertain directly the motives behind dual traders' own account trading and whether or not they are informed traders. We estimate our system of equations on each of the 101 most active dual traders in the data, using the Markov chain Monte Carlo (MCMC) method. We find that dual traders are informed traders who do not appear to piggyback on their customers' trades; whose own account trading reflects inventory control; and who appear to be liquidity suppliers. We also show that dual traders are heterogeneous in terms of their trading skills and other trade-related characteristics.
Author : Kai Li
Publisher :
ISBN 13 :
Total Pages : 31 pages
Book Rating : 4.:/5 (129 download)
Download or read book An Examination of Own Account Trading by Dual Traders in Futures Markets written by Kai Li and published by . This book was released on 2009 with total page 31 pages. Available in PDF, EPUB and Kindle. Book excerpt: Using proprietary audit trail transaction data compiled by the Commodity Futures Trading Commission, we investigate, at the individual trader level, (1) the timing and (2) the determinants of dual traders' personal trades. Our analysis reveals an absence of any trade timing by dual traders in relation to the execution of their customers' orders. Further examination employing correlation statistics and time series regressions provides strong support for the proposition that dual traders supply liquidity and actively manage inventory. Even after simultaneously controlling for factors representing information, liquidity supply and inventory control, within a multivariate regression framework, liquidity supply and inventory control remain as the determinants of dual traders' personal trades. Overall, the emergent profile of a dual trader is that of an uninformed trader performing complimentary tasks of liquidity provision and personal inventory management. These results survive extensive robustness checks, question the assumptions underpinning the extant theoretical research and have important policy implications.
Author :
Publisher :
ISBN 13 :
Total Pages : 32 pages
Book Rating : 4.:/5 (25 download)
Download or read book Kleine Umgebungskarte Tübingen written by and published by . This book was released on 1941 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Sugato Chakravarty
Publisher :
ISBN 13 :
Total Pages : 26 pages
Book Rating : 4.:/5 (129 download)
Download or read book A Bayesian Analysis of Dual Trader Informativeness in Futures Markets written by Sugato Chakravarty and published by . This book was released on 2009 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt: We take a closer look at the question of whether dual traders in futures markets are indeed informed traders. Underpinning this question is the intuition that a dual trader's decision to trade on his own account is not random, but is endogenously determined by his expectations of trading profits related to this decision. We employ a simultaneous equations model with two endogenous variables: (1) the binary decision of own account trading (or not), and (2) the trading profit resulting from his own account trading. Our test of whether dual traders are informed traders comprises of estimating the correlation between the error terms of the two equations in our model, where one error term proxies for a dual trader's unobserved private information and the other captures his abnormal profit. Upon estimating the model, using the Bayesian approach, we find no evidence of significant correlation between a dual trader's private information and his abnormal profit. Overall, dual traders appear to be uninformed traders with distinct trade-related characteristics.
Author : Peter L. Brandt
Publisher : John Wiley & Sons
ISBN 13 : 0470521457
Total Pages : 308 pages
Book Rating : 4.4/5 (75 download)
Download or read book Diary of a Professional Commodity Trader written by Peter L. Brandt and published by John Wiley & Sons. This book was released on 2011-02-02 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt: Trading is generally far more difficult in practice than in theory. The reality is that no trade set up or individual trader or system can identify profitable trades in advance with complete certainty. In A Year of Trading, long-time trader Peter Brandt reveals the anxieties and uncertainties of trading in a diary of his 2009 trades. He explains his thought process as he searches for trading opportunities and executes them. Each trade includes charts, an analysis of the trade, and a play-by-play account of how the trade unfolds.
Author : Hun Y. Park
Publisher :
ISBN 13 :
Total Pages : 40 pages
Book Rating : 4.3/5 (512 download)
Download or read book The Costs and Benefits of Dual Trading written by Hun Y. Park and published by . This book was released on 1995 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : J. Chavos
Publisher :
ISBN 13 :
Total Pages : 105 pages
Book Rating : 4./5 ( download)
Download or read book Futures, Forex and Stocks Trading $trategies written by J. Chavos and published by . This book was released on with total page 105 pages. Available in PDF, EPUB and Kindle. Book excerpt: There are a lot of pre-education and pre-trading decisions you will need to make before you spend any money on trading or capitalizing an account to trade live with as a brand new self-directed trader. This book delivers a basic comprehensive guide to some of the tools and resources needed to help give you the best beginner information to make some of those hardest decisions. The information in this book will put you on the fast track to becoming a successful self-directed financial market investor and trader with very little money invested other than the cost of this book. You will be able to make the first decisions as to some strategies to use to be able to make your own self-directed investment decisions with real money in the live currency, stock or futures markets. The road to success in investing and trading as I always say is paved with the smoking blown up accounts of investors and traders. It did not have to be a long hard and expensive road though, it can be a road paved with gold and be fairly easy if you just take time to learn this business the right way from the start on your first day, keep it simple and it will be. Your core trading strategy can and should be very simple and really all you will need to make money with the smart money every day in the live financial markets or any liquid market for that matter. Once you know some of these strategies you will find that they are very practical and can be used it in the live financial markets in an intelligent and methodical way every day. When you have them down pat you will have a lethal double whammy method to make as much money as you want or need. The beauty of it is that these strategies can be used in all liquid markets and all time frames that are easily repeatable across any asset so what are you waiting for, pull the trigger!
Author : Michael J. Walsh
Publisher :
ISBN 13 :
Total Pages : 19 pages
Book Rating : 4.:/5 (851 download)
Download or read book Dual trading and futures market liquidity written by Michael J. Walsh and published by . This book was released on 1991 with total page 19 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Douglas S. Ehrman
Publisher : John Wiley & Sons
ISBN 13 : 0471774049
Total Pages : 271 pages
Book Rating : 4.4/5 (717 download)
Download or read book The Handbook of Pairs Trading written by Douglas S. Ehrman and published by John Wiley & Sons. This book was released on 2006-01-24 with total page 271 pages. Available in PDF, EPUB and Kindle. Book excerpt: Learn both the theory and practice of pairs trading, why it is consistently profitable, and how you can apply the strategies in your own trading with this valuable guide. Author Douglas Ehrman covers pairs trading involving stocks, options on stocks, and futures contracts, and explains how this type of trading allows you to profit from the changing price relationship of securities. In addition to a comprehensive discussion of the theories involved, he also includes practical examples that will to help you put what you've learned into practice. Douglas S. Ehrman is a hedge fund manager and a leading authority on pairs trading. He is one of the founders and the Chief Executive Officer of AlphAmerica Asset Management LLC in Chicago. He also served as the chief executive officer of AlphAmerica Financial, Inc., the company that operated PairsTrading.com prior to its merger with PairTrader.com.
Author : TRANQUIL TRADER
Publisher : TRANQUIL TRADER
ISBN 13 :
Total Pages : 60 pages
Book Rating : 4./5 ( download)
Download or read book SHORT SELLING DAY TRADING TECHNIQUE USING DOUBLE SUPERTREND, MACD & ADX written by TRANQUIL TRADER and published by TRANQUIL TRADER. This book was released on 2024-03-01 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt: When an investor believes a stock is overvalued and will soon drop in price, he might decide to "short" it. In SHORT SELLING DAY TRADING TECHNIQUE USING DOUBLE SUPERTREND, MACD, AND ADX, I demystify the art of short-selling and reveal how traders can successfully use this approach to profit from busted stocks in both up and down markets by shorting company stocks, along with tools and techniques. Filled with real-world examples and detailed analyses, this reliable resource will show readers how money can be made when taking the short side of a trade. All trending instruments, such as stocks, forex, commodities, futures, cryptocurrencies, etc., work well with this trading strategy.
Author : Tom Leksey
Publisher : Litres
ISBN 13 : 5041146632
Total Pages : 88 pages
Book Rating : 4.0/5 (411 download)
Download or read book Locked-in Range Analysis: Why most traders must lose money in the futures market (Forex) written by Tom Leksey and published by Litres. This book was released on 2022-05-15 with total page 88 pages. Available in PDF, EPUB and Kindle. Book excerpt: The author is convinced that trading should be based on the reasons for price changes, otherwise it's Lucky-trading. The book describes the reasons for price changes of futures (Forex) and the new cause-and-effect method of analysis.
Author : United States. Congress. Senate. Committee on Agriculture, Nutrition, and Forestry
Publisher :
ISBN 13 :
Total Pages : 868 pages
Book Rating : 4.:/5 (319 download)
Download or read book Futures Trading Practices Act of 1991--S. 207 written by United States. Congress. Senate. Committee on Agriculture, Nutrition, and Forestry and published by . This book was released on 1991 with total page 868 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : John J. Murphy
Publisher : Prentice Hall Press
ISBN 13 :
Total Pages : 584 pages
Book Rating : 4.:/5 (319 download)
Download or read book Technical Analysis of the Futures Markets written by John J. Murphy and published by Prentice Hall Press. This book was released on 1986 with total page 584 pages. Available in PDF, EPUB and Kindle. Book excerpt: Covers the philosophy of technical analysis, charting theory, trends, reversal patterns, continuation patterns, commodity indices, averages, oscillators, the Elliott wave theory, time cycles, computers, and trading tactics.
Author : Sugato Chakravarty
Publisher :
ISBN 13 :
Total Pages : 32 pages
Book Rating : 4.:/5 (129 download)
Download or read book A General Analysis of Brokers' Trading, with Applications to Order Flow Internalization and Off-Exchange Block Sales written by Sugato Chakravarty and published by . This book was released on 1998 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt: We study a variety of issues related to brokers' trading. In our model, multiple informed traders and noise traders trade through multiple brokers. Brokers may trade with their customers in the same transaction (simultaneous dual trading) or trade after their customers in a separate transaction (consecutive dual trading). With a fixed number of traders, and relative to consecutive dual trading, informed and noise traders are worse off, brokers are better off, and market depth is lower in the simultaneous dual trading market. When we endogenize the number of brokers, informed and noise traders choose one (all) broker(s) in the simultaneous (consecutive) dual trading market. If the entry cost is low, more informed traders enter the simultaneous dual trading market and market depth may be higher relative to consecutive dual trading. If the entry cost is high, consecutive dual trading is better. We study order flow internalization by broker-dealers, and show that, in the free entry equilibrium, internalization hurts retail customers and market quality; and that it is likely to be more prevalent in thin markets with few informed traders. Finally, we examine off-exchange block sales and find that, compared to exchange transactions, they are more liquid but less informative.
Author : Al Brooks
Publisher : John Wiley & Sons
ISBN 13 : 1118172337
Total Pages : 633 pages
Book Rating : 4.1/5 (181 download)
Download or read book Trading Price Action Trading Ranges written by Al Brooks and published by John Wiley & Sons. This book was released on 2011-11-29 with total page 633 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for Trading Price Action Trading Ranges "Al Brooks has written a book every day trader should read. On all levels, he has kept trading simple, straightforward, and approachable. By teaching traders that there are no rules, just guidelines, he has allowed basic common sense to once again rule how real traders should approach the market. This is a must-read for any trader that wants to learn his own path to success." —Noble DraKoln, founder, SpeculatorAcademy.com, and author of Trade Like a Pro and Winning the Trading Game "A great trader once told me that success was a function of focused energy. This mantra is proven by Al Brooks, who left a thriving ophthalmology practice to become a day trader. Al's intense focus on daily price action has made him a successful trader. A born educator, Al also is generous with his time, providing detailed explanations on how he views daily price action and how other traders can implement his ideas with similar focus and dedication. Al's book is no quick read, but an in-depth road map on how he trades today's volatile markets, complete with detailed strategies, real-life examples, and hard-knocks advice." —Ginger Szala, Publisher and Editorial Director, Futures magazine Over the course of his career, author Al Brooks, a technical analysis contributor to Futures magazine and an independent trader for twenty-five years, has found a way to capture consistent profits regardless of market direction or economic climate. And now, with his new three-book series—which focuses on how to use price action to trade the markets—Brooks takes you step by step through the entire process. In order to put his methodology in perspective, Brooks examined an essential array of price action basics and trends in the first book of this series, Trading Price Action TRENDS. Now, in this second book, Trading Price Action TRADING RANGES, he provides important insights on trading ranges, breakouts, order management, and the mathematics of trading. Page by page, Brooks skillfully addresses how to spot and profit from trading ranges—which most markets are in, most of the time—using the technical analysis of price action. Along the way, he touches on some of the most important aspects of this approach, including trading breakouts, understanding support and resistance, and making the most informed entry and exit decisions possible. Throughout the book, Brooks focuses primarily on 5 minute candle charts—all of which are created with TradeStation—to illustrate basic principles, but also discusses daily and weekly charts. And since he trades more than just E-mini S&P 500 futures, Brooks also details how price action can be used as the basis for trading stocks, forex, Treasury Note futures, and options.
Author : United States. Congress. Senate. Committee on Agriculture, Nutrition, and Forestry
Publisher :
ISBN 13 :
Total Pages : 716 pages
Book Rating : 4.:/5 (319 download)
Download or read book Futures Trading Practices Act of 1989--S. 1729 written by United States. Congress. Senate. Committee on Agriculture, Nutrition, and Forestry and published by . This book was released on 1990 with total page 716 pages. Available in PDF, EPUB and Kindle. Book excerpt:
