Entry Of Traders Research Articles

Prediction of US 30‐years‐treasury‐bonds movement and trading entry point using the robust 1DCNN‐BiLSTM‐XGBoost algorithm

AbstractThis article presents a novel algorithm that accurately predicts market trends and identifies trading entry points for US 30‐year Treasury bonds. The proposed method employs a hybrid approach, integrating a 1‐dimensional convolutional neural network (1DCNN), long‐short term memory (LSTM), and XGBoost algorithms. The 1DCNN is used to learn local and short‐term patterns, while LSTM is employed to capture both short and long‐term dependencies. Furthermore, we have implemented an algorithm that utilizes hull moving average (HMA) and simple moving average (SMA) crossover data to detect trading entry points and major trends in the market. The combination of the SMA–HMA crossover algorithm and predictions provided by the 1DCNN‐BiLSTM‐XGBoost algorithm yields exceptional results in terms of prediction accuracy and profitability. Additionally, these integrated techniques effectively filter out noise and mitigate false breakouts, which are often observed with US 30‐year Treasury bonds. In the field of financial time series prediction, the effectiveness of 1DCNN and LSTM in identifying trading entry points and market perturbations has not been comprehensively studied. Therefore, our work fills this gap by demonstrating through experiments that the proposed 1DCNN‐BiLSTM‐XGBoost algorithm, in combination with moving average crossovers, effectively reduces noise and market perturbations. This leads to the precise identification of trading entry points and accurate recognition of trend signals for US 30‐year Treasury bonds. We demonstrate through experiments that our proposed approach achieves an average root mean squared error of 0.0001 and an R‐square value of 0.9999, highlighting its promise as a method for predicting market trends and trading entry points for US 30‐year Treasury bonds.

Informed trading or liquidity trading: a theoretical formulation

This paper provides theoretical formulations of informed trading contrasted with liquidity trading. Informed trading occurs when traders flock to purchase or sell securities, based upon private information. In contrast, liquidity traders purchase or sell securities for their own inventory. Informed traders purchase in large volume over very short periods of time, with a definite direction of price movement. Liquidity trading consists of unlimited market entry of traders, reducing profit per trader, along with a long time period of investment in which the direction of price movement is uncertain, diminishing gains. This paper presents optimal trade prices for informed traders prior to stock mergers, whereupon traders have been observed short selling the acquirer stock, using the proceeds to purchase target stock, or to purchase put options. A capital structure arbitrage strategy is used for liquidity traders, with the trader purchasing or selling bonds at trade prices influenced by the market maker's prices. Proceeds from this strategy may be used to purchase equities.

Being Right Is Not Enough: Buying Options to Bet on Higher Realized Volatility

Speculators who wish to bet on higher future volatility often purchase options to “go long volatility.” Should investors who buy options expect to profit when realized volatility increases? If so, under what conditions? To answer these questions, we conducted an analysis of the relationship between long volatility performance (buying options) and contemporaneous changes in volatility. We found that buying one-month S&amp;P 500 options was only consistently profitable in the highest decile of changes in one-month volatility. Buying options consistently lost money in the lowest seven deciles of changes in volatility. We then studied the trade entry and exit timing required to retain the profits from long option positions during significant volatility increases. We found similar results between the S&amp;P 500 options market and global equity option markets. <b>TOPICS:</b>Options, performance measurement <b>Key Findings</b> • We explore the relationship between buying options and contemporaneous changes in volatility, and find that buying one-month, delta-hedged S&amp;P 500 options is only consistently profitable in the highest decile of changes in one-month volatility. • We also find that monetizing gains from long option positions during volatility spikes requires very precise trade entry and exit timing. • We find similar results between the S&amp;P 500 option market and global equity option markets.

HIV Infection and Risk Heightened Among Female Sex Workers Who Entered the Sex Trade as Adolescents in Guatemala.

A dearth of empirical research exists on female sex workers in Central America who begin selling sex under age 18. Data were collected from adult female sex workers (N = 1216) sampled using census and modified time-location sampling in three urban centers of Guatemala. In adjusted analyses, female sex workers who entered the sex trade under age 16years were more likely to be HIV positive (AOR = 4.6, 95% CI 1.6, 13.2), have not received HIV education in their first year of sex trade (AOR = 2.8, 95% CI 1.5, 5.5), have experienced violence to force commercial sex (AOR = 4.6, 95% CI 2.2, 9.8) and have not used condoms in their first month (AOR = 2.8, 95% CI 1.3, 6.1) , relative to those who entered as adults. An interaction between age at entry and foreign migration at entry was found for HIV risk. Efforts to prevent adolescent sex trade entry are needed and may also help to reduce HIV rates in Guatemala.

Differential Evolution Optimization of the Broken Wing Butterfly Option Strategy

The Broken Wing Butterfly (BWB) has become a popular options strategy for traders. Profit is generated primarily by exploiting option value time decay. In this paper the selection of the option strikes to be used along with trade entry and exit parameters, such as time to expiration and profit and loss targets, are optimized using over a decade of historical option data of the S & P 500 exchange traded fund (symbol: SPY). The importance of selecting an optimal strike mapping method, by which strikes are assigned in any time period, is highlighted. Of the three methods considered, the normalized strike mapping method was found to be optimal. Optimization was performed using a differential evolution (DE) evolutionary algorithm. The objective function used for optimization considered final cumulative profit, volatility, and maximum equity drawdown while achieving a high trade win rate. A trade example is given to illustrate the use of the obtained results.

ASIMILASI ARSITEKTUR DI LASEM JAWA TENGAH

The process of cultural acculturation and archipelago architecture began since the entry of traders who bring valueand cultural elements which then synergize with local culture. From history, we can see, many forms of archipelagoarchitecture has since opened up to the influence of the outer culture that comes in. The cities of Lasem, Tuban and Gresikin the North Coast in the Eastern part of Java Island are the cities that became the starting point of entry of foreigntraders. So do not be surprised if the shape of the architecture of the North Coast area in the eastern part of Java isheavily influenced by Chinese, Arabic, and Colonial cultural values. This is reinforced by historical data about the entryof 13th century Chinese culture, Arabic in the fifteenth century and the Dutch (VOC) in the 17th century. The entry ofChinese, Arab, and Dutch Culture to Indonesia in the glorious period of the Majapahit Kingdom gave a touch of changeand continuity in various cultural activities. Traces of relations between these cultures that eventually create a form ofacculturation of architecture that appears from the shape and meaning of existing buildings in the area of the North Coastin the Eastern part of Java Island. From the exploration process conducted by phenomenological approach that focuseson the process of acculturation of architecture, will be able to prove that Lasem Region is an expression of acculturationbetween Chinese culture, Middle East, Colonial, and Java through its concepts.&#x0D;

Being Right is Not Enough: Buying Options to Bet on Higher Realized Volatility

Speculators who wish to bet on higher future volatility often purchase options to “go long volatility.” Should investors who buy options expect to profit when realized volatility increases? If so, under what conditions? To answer these questions, we conduct an analysis of the relationship between long volatility performance (buying options) and contemporaneous changes in volatility. We find that buying one-month S&P 500 options is only consistently profitable in the highest decile of changes in one-month volatility. Buying options consistently loses money in the lowest seven deciles of changes in volatility. We then study the trade entry and exit timing required to retain the profits from long option positions during significant volatility increases. We find similar results between the S&P 500 options market and global equity option markets.

A Study on Mutual Trade Promotion and Entry to Ecuador: Trade, Politics, and Industrial Environments

A Study on Mutual Trade Promotion and Entry to Ecuador: Trade, Politics, and Industrial Environments

How Competitive Are Crop Markets in Sub-Saharan Africa?

During the structural adjustment era of the 1980s and 1990s, governments across sub-Saharan Africa generally withdrew from crop markets to encourage entry by private traders and foster competition. Since that time, the degree of competition in crop markets has been a central concern of policymakers, donors, and researchers. We review the evidence on that topic by first developing a conceptual framework to guide our analysis, then discussing the findings from four categories of literature. We have two main findings. First, there is a paucity of empirical evidence on this question, which hinders our ability to draw strong conclusions. Second, that point notwithstanding, the evidence that does exist is broadly supportive of the notion that crop markets are competitive. The dominant themes in the literature are that trading profits are highly variable, trader entry and exit rates are high, and price co-movements between markets suggest relatively efficient levels of competitive arbitrage. It is possible that the high costs of entry foster non-competitive conditions at the level of large-scale, long-distance subnational trade, but we find no positive evidence to that effect, only the satisfaction of certain necessary conditions.

Pair trading based on quantile forecasting of smooth transition GARCH models

Pair trading is a statistical arbitrage strategy used on similar assets with dissimilar valuations. We utilize smooth transition heteroskedastic models with a second-order logistic function to generate trading entry and exit signals and suggest two pair trading strategies: the first uses the upper and lower threshold values in the proposed model as trading entry and exit signals, while the second strategy instead takes one-step-ahead quantile forecasts obtained from the same model. We employ Bayesian Markov chain Monte Carlo sampling methods for updating the estimates and quantile forecasts. As an illustration, we conduct a simulation study and empirical analysis of the daily stock returns of 36 stocks from U.S. stock markets. We use the minimum square distance method to select ten stock pairs, choose additional five pairs consisting of two companies in the same industrial sector, and then finally consider pair trading profits for two out-of-sample periods in 2014 within a six-month time frame as well as for the entire year. The proposed strategies yield average annualized returns of at least 35.5% without a transaction cost and at least 18.4% with a transaction cost.

Nonparametric tolerance limits for pair trading

Tolerance interval is an important statistical tool for determining the threshold of a certain reference. We propose to utilize nonparametric one-sided tolerance limits with three look-back window sizes for return spreads in order to find trading entry and exit signals. We illustrate how the proposed method help uncover arbitrage opportunities via the daily return spreads of 12 stock pairs in the U.S. markets and then report the performance of pair trading for two out-of-sample periods. The empirical results suggest that combining the minimum squared distance method and nonparametric one-sided tolerance limits generates positive excess returns, relative to the underlying stocks.

Trade policy dynamics, entry costs, and exchange rate uncertainty

This article analyzes trade policy dynamics when there are sunk costs of entry and demand uncertainty. A natural generalization of the classic export tax prescription for a domestic industry facing downward-sloping foreign demand is defined and implemented as a dynamic competitive equilibrium with fully rational firms. The optimal tax rate adjustment policy is a trigger strategy. This provides a rationale for infrequent revisions of trade policy in response to exogenous shocks.

Price Transmission and Trader Entry in Domestic Commodity Markets

Abstract Using detailed data from three simultaneous surveys of producers, traders, and exporters, this paper examines the transmission of international coffee prices through the domestic value chain in Uganda. We find that producer price fluctuations are inconsistent with constant transaction costs. We investigate three possible explanations for this finding: storage and contango, marketing costs that increase with price, and trader entry that raises search time. We test and reject the storage and marketing costs explanation, but we find some evidence of trader entry in response to a rise in export price. Our findings suggest that small itinerant traders enter in response to an export price increase, probably taking advantage of farmers’ ignorance of the rise in wholesale price.

Can channel pattern trading be profitably automated?

Financial markets, such as the global foreign exchange (FX) market, often exhibit trending behaviour. Within such trends, the market level oscillates with changes in market consensus. Continued oscillations of this type result in the formation of wave patterns within the underlying trend known as channels, which are used by technical analysts as trade entry signals. A sample space of such channels has been constructed from a set of US dollar/British pound Spot FX tick data from 1989–1997 using pattern recognition algorithms and the profitability of trading using such patterns has been estimated. A number of attributes of the resulting collection of channels has been subjected to statistical analysis with the aim of classifying patterns that can be traded profitably using a number of simple trading rules. Results of this analysis show that there exist statistically significant links between the channels' attributes and profitability.

Hamka (1908-1981) and the Integration of the Islamic Ummah of Indonesia

Islam is a unifying factor at the same time breaking in Indonesian history. Based on historical records, the conversion of Islam in Indonesia starts from kingdoms located in coastal areas. This conversion greatly benefit the kingdom, with which they can access a wider trade network which already controlled by Muslims. This conversion process can then unify the Malay traders origin, Java, and their other competitors. But with the entry of traders into the new religion beaches, hinterland connections with the merchant becomes tenuous. The situation may ultimately culminated into a dispute. In the Sumatra area, which is pretty much known example is the Padri war and the Islamization of the southern part of the Batak.DOI: 10.15408/sdi.v1i3.851