Traders under scrutiny

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Traders under scrutiny

机译：交易员受到审查

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US energy regulators have been provided with new enforcement powers and heightened sanctioning authority to police critical energy markets that Congress believes to be vulnerable to abuse and manipulation. The regulators are responding by vigorously investigating pricing irregularities and aggressively prosecuting alleged wrongdoing. This article by David Yeres, Partner at Clifford Chance, and Gareth Old, an Associate, provides an overview of the types of conduct which have been prosecuted, the agencies involved, the scope of their powers and the types of activity on which they focus.

机译：美国能源监管机构被赋予了新的执法权力，并增强了制裁权力，以监管国会认为很容易受到滥用和操纵的重要能源市场。监管者通过积极调查价格违规行为并积极起诉涉嫌不当行为来做出回应。 Clifford Chance合伙人David Yeres和合伙人Gareth Old的这篇文章概述了被起诉的行为类型，所涉及的机构，职权范围以及他们关注的活动类型。

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《Petroleum Review》 |2009年第749期|共2页
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中图分类化学工业;
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专利

1. Scrutiny Forces Traders to Embrace Transparency [J] . Energy intelligence finance group Energy intelligence finance . 2019,第44期

机译：审查宣传贸易商拥抱透明度
2. Scrutiny needed to prevent potential ARA thermal coal price manipulation: trader [J] . Coal Trader . 2016,第Octa18期

机译：贸易商需要进行仔细审查以防止潜在的ARA动力煤价格操纵
3. Scrutiny needed to prevent potential ARA thermal coal price manipulation: trader [J] . Coal Trader . 2016,第Octa18期

机译：贸易商需要进行仔细审查以防止潜在的ARA动力煤价格操纵
4. Human Traders across Multiple Markets: Attracting Intra-marginal Traders under Economic Experiments [C] . Jung-woo Sohn, Anthony M. Kwasnica, Tracy Mullen International workshop on agent-mdeiated electronic commerce . 2012

机译：跨越多个市场的人类贸易商：在经济实验下吸引边际交易商
5. Applying Supervised Machine Learning Models to Classify Day Traders Using the Traders' Daily Trading Activity Data and the U.S. Stock Market Indices Data [D] . Sharara, Nasser Ateya 2018

机译：应用监督机器学习模型以使用交易者的每日交易活动数据和美国股票市场指数数据对日间交易者进行分类
6. Effect of Planting Density and K2O:N Ratio on the Yield External Quality and Traders Perceived Shelf Life of Pineapple Fruits in Benin [O] . Ulrich Djido, Nicodeme V. Fassinou Hotegni, Willemien J. M. Lommen, 2021

机译：种植密度和K2O：N比率对贝宁菠萝水果的屈服外部质量和交易者的影响
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％。

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