Indicators of stock market information and analytical provision of the economic security traders

Iryna Mihus; Sergii Kavun

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Indicators of stock market information and analytical provision of the economic security traders

机译：股票市场信息指标和经济证券交易员的分析规定

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Stock market is an integral and important part of the financial system of any country. The recent security transaction development entered into wide use, which in turn determines the number of problems faced by securities market participants. However, given the trend in the stock market and changes in the financial system of Ukraine in its security trading practice, there is an urgent need to identify the threats of data subjects and assess their economic security. The paper considers a specific impact on the decision to purchase securities on part of the stock market indexes, which in turn affect the economic security traders. Currently, no systematic approach to the formation of economic security traders and mechanism of indicator assessing its condition exists in Ukraine, which determines the relevance of the study.

机译：股票市场是任何国家金融体系不可或缺的重要组成部分。最近的证券交易发展得到了广泛的应用，这反过来又决定了证券市场参与者面临的问题数量。但是，鉴于乌克兰证券交易实践中的股票市场趋势和金融体系的变化，迫切需要确定数据主体的威胁并评估其经济安全性。本文考虑了部分股票市场指数对股票购买决策的特定影响，进而影响了经济安全交易员。目前，乌克兰尚无系统的方法来建立经济安全交易员和评估其状况的指标机制，这确定了研究的相关性。

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来源
《International journal of knowledge engineering and soft data paradigms》 |2014年第4期|339-350|共12页
作者
Iryna Mihus; Sergii Kavun;
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作者单位

B. Khmelnytsky National University of Cherkassy, Cherkassy, Ukraine;

Department of Information Technologies, Kharkiv Institute of Banking, University of Banking of the National Bank of Ukraine, Kharkiv, Ukraine;

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原文格式 PDF
正文语种 eng
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关键词
stock market; traders; economic security; financial system; stock indexes;

机译：股市;贸易商;经济安全;金融系统;股票指数;

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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％。

Indicators of stock market information and analytical provision of the economic security traders

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