Traders find little reason for gas futures to escape recent trading rut

Brian Scheid

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Traders find little reason for gas futures to escape recent trading rut

机译：交易者发现天然气期货摆脱近期交易失灵的理由很少

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For weeks, Ed Kennedy, a senior vice president of energyntrading with Hencorp Becstone Futures, has been trying tonfind a reason for the NYMEX gas futures market to break outnof its current trading range. Those efforts have been profoundlynunsuccessful.

机译：数周以来，Hencorp Becstone Futures能源交易高级副总裁埃德·肯尼迪（Ed Kennedy）一直在试图找出NYMEX天然气期货市场突破其当前交易区间的原因。这些努力取得了巨大的成功。

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《Inside FERC's Gas Market Report》 |2011年第0513期|p.1-2|共2页
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Brian Scheid;
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1. Traders find little reason for gas futures to escape recent trading rut [J] . Brian Scheid platts Inside FERC's Gas Market Report . 2011,第May13期

机译：贸易商发现天然气期货摆脱近期交易失灵的理由很少
2. Natural Gas Futures Languish in Rut, But Some Traders See a Possible Bullish Turn [J] . Alan Lammey Oil Daily . 2009,第65期

机译：天然气期货大跌，但一些交易商认为可能出现看涨趋势
3. Natural gas futures made minor gains today amid technical trading as some gas futures traders captured small profits as prices continue to channel in a range between roughly $3.85 and $4.10. [J] . NGWs Gas Market Reconnaissance Group NGW's Gas Market Reconnaissance . 2010,第Apra20期

机译：在技术交易中，天然气期货今天微幅上涨，一些天然气期货交易商获利微薄，原因是价格继续在约3.85美元至4.10美元之间波动。
4. TRADER: an expert system for trading commodities futures [C] . Brown, C.A., Holland, . 1991

机译：交易者：交易商品期货的专家系统
5. A Review of Reasons for Failure in Applying Machine Learning to Financial Trading and an Experiment Investigating Combinatorial Purged Cross Validation’s Merit in Preventing the Most Prominent of These Reasons, Multiple Testing Bias [D] . Fritz, Colin. 2019

机译：综述金融交易应用机器学习失败的原因及调查组合清除交叉验证的实验，防止这些原因最突出的最突出，多次测试偏见
6. Do algorithm traders mitigate insider trading profits?: Evidence from the Thai stock market [O] . Nopparat Wongsinhirun, Pattanaporn Chatjuthamard, Sirimon Treepongkaruna, 2021

机译：算法交易商减轻内幕交易利润吗？：来自泰国股市的证据
7. We develop a sequential trade model of Iceberg order execution in a limit order book. The Iceberg-trader has the freedom to expose his trading intentions or (partially) shield the true order size against other market participants. Order exposure can cause drastic market reactions (“market impact”) in the end leading to higher transaction costs. On the other hand the Iceberg trader faces a loss-in-priority when he hides his intentions, as most electronic limit order books penalize the usage of hidden liquidity. Thus the Iceberg-trader is faced with the problem to find the right trade-off. Our model provides optimal exposure strategies for Iceberg traders in limit order book markets. In particular, we provide a range of analytical statements that are in line with recent empirical findings on the determinants of trader’s exposure strategies. In this framework, we also study the market impact also market impact of limit orders. We provide optimal exposure profiles for a range of hightech stocks from the US SP500 and how they scale with the state-of-the-book. We finally test the Iceberg’s performance against the limit orders and find that Iceberg orders can significantly enhance trade performance by up to 60. [O] . Gökhan Cebiro˜glu, Ulrich Horst 100

机译：我们在限价订单簿中开发了冰山订单执行的顺序交易模型。 Iceberg-trader可以自由地揭露他的交易意图，或者（部分）屏蔽其他市场参与者的真实订单规模。订单暴露最终会导致市场反应激烈（“市场影响”），导致交易成本上升。另一方面，冰山交易员在隐藏他的意图时面临优先权损失，因为大多数电子限价订单都会惩罚隐藏流动性的使用。因此，冰山商人面临着找到正确权衡的问题。我们的模型为限额订单市场中的冰山交易者提供了最佳的风险敞口策略。特别是，我们提供了一系列分析性陈述，这些陈述与最近关于交易者暴露策略决定因素的实证研究结果一致。在此框架下，我们还研究了市场影响以及限价订单的市场影响。我们为来自美国标准普尔500指数的一系列高科技股票提供最佳曝光配置文件，以及它们如何随着本书的规模扩展。我们最终根据极限订单测试了冰山的表现，发现冰山订单可以显着提升贸易业绩高达60％。
8. War in the Pits: Marine-Futures Traders Wargame [R] . West, F. J. 1996

机译：战争中的战争：海洋期货交易员战争游戏

Traders find little reason for gas futures to escape recent trading rut

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