Algorithmic Trading Regulation: The Frameworks for Human Supervision and Direct Market Interventions

2021 ◽  
Author(s):  
Joseph Lee ◽  
Lukas Schu
Keyword(s):  
Algorithmic Trading ◽  
Direct Market

The profitability of algorithmic trading systems based on football sentiment

2020 ◽  
Vol 42 (1) ◽  
pp. 33-46
Author(s):  
Raúl Gómez-Martínez ◽  
Camila Marqués-Bogliani ◽  
Jessica Paule-Vianez
Keyword(s):  
Financial Markets ◽  
Investment Decisions ◽  
Futures Market ◽  
Algorithmic Trading ◽  
Investment Strategies ◽  
Measurable Effect ◽  
Behavioural Finance ◽  
Trading Systems ◽  
European Football

Behavioural finance has shown that investment decisions are the result of not just rational but also emotional brain processes. On the assumption that emotions affect financial markets, it would seem likely that football results might have a measurable effect on financial markets. To test this, this study describes three algorithmic trading systems based exclusively on the results of three top European football teams (Juventus, Bayern München and Paris St Germain) opening long or short positions in the next market season of the futures market of the index of each country (MIB (Milano Italia Borsa), DAX (Deutscher Aktien Index) and CAC (Cotation Assistée en Continu). Depending on the outcome of the last game played a long position was taken after a victory and a short position after a draw or defeat. The results showed that the algorithmic systems were profitable in the case of Juventus and Bayern whereas in the case of PSG, the system was profitable, but in an inverse way. This study shows that investment strategies that take account of sports sentiment could have a profitable outcome.

Long-term Performance of Asian Pear Trees in Maryland

HortScience ◽  
1998 ◽  
Vol 33 (3) ◽  
pp. 548b-548
Author(s):  
C.S. Walsh ◽  
A.J. Barton ◽  
M. Newell ◽  
G.R. Welsh
Keyword(s):  
Ground Cover ◽  
Organic Production ◽  
Alternative Crop ◽  
Asian Pear ◽  
Marketable Fruit ◽  
Long Term Performance ◽  
Organic Fruit ◽  
Term Performance ◽  
Direct Market

Three Asian pear plantings were set during the past decade. Plantings included an initial cultivar planting on OH × F rootstock, the SE Zonal planting, and a rootstock by cultivar factorial. Fireblight susceptibility and survival were assessed in the first two plantings following a summer hailstorm. Trees were compared to Magness, a blight-tolerant buttery pear. Shin Li, Daisu Li, Shinsui, and Olympic were more resistant than Magness, while Chojuro and Niitaka were nearly as tolerant. Eleven other cultivars showed greater field-susceptibility. The most-susceptible cultivars were Ya Li and Ts'e Li. The third planting, which was managed “organically,” was set at a different University farm. Trees there were precocious and productive. A high percentage of marketable fruit was picked from that planting over a 4-year period. Fireblight damage in this planting was low, despite its “organic” production. Limited damage was attributed to early bloom date, ground cover management, and a lack of insect vectors to transmit the bacteria. Hosui, Seuri and Ts'e Li produced large-sized fruit. Shinko, 20th Century, Ya Li and Shinseiki fruit were too small to be marketable without heavy hand-thinning. Asian pears are an interesting alternative crop which are suited to direct-market enterprises or to specialty growers interested in producing organic fruit in the mid-Atlantic region.

Does Algorithmic Trading Affect Analyst Research Production?

2020 ◽  
Author(s):  
Pawel Bilinski ◽  
Irene Karamanou ◽  
Anastasia Kopita ◽  
Marios A. Panayides
Keyword(s):  
Algorithmic Trading ◽  
Research Production

Future of Commodity Markets and Investments

2018 ◽  
Author(s):  
Hunter M. Holzhauer
Keyword(s):  
Supply And Demand ◽  
Commodity Markets ◽  
Investment Banks ◽  
Algorithmic Trading ◽  
Excess Supply ◽  
The Future ◽  
Change Concerns ◽  
Global Population ◽  
Regulatory Trends

This chapter begins with a breakdown of recent growth trends for the overall commodities market. However, the long-term future of the market will heavily depend on three pressing issues: excess supply, increased regulations, and algorithmic trading. The section on excess supply explores how traders are changing strategies to adjust to the current imbalance between supply and demand, especially in the steel industry, and how that imbalance might change in the future based on global population trends and climate change concerns. The next section examines several regulatory trends, including the dramatic exodus of some investment banks from certain segments of the commodities market followed by a section focusing on how algorithmic trading is influencing how commodities are traded. A discussion of potential scenarios for the commodities market follows. The chapter concludes by examining a few ways in which the market and commodity traders may both survive and even thrive in the future.

Consumer interactions and influences on farmers' market vendors

2007 ◽  
Vol 22 (1) ◽  
pp. 54-66 ◽  
Author(s):  
Alan R. Hunt
Keyword(s):  
Social Interactions ◽  
Environmental Sustainability ◽  
Farmers Markets ◽  
Local Identity ◽  
Farmers Market ◽  
Local Agriculture ◽  
Customer Interaction ◽  
Chemical Inputs ◽  
Consumer Interactions ◽  
Direct Market

AbstractConsumers interact with each other and vendors on a social level at farmers' markets. Some consumer social interactions, such as enjoying the market, talking with farmers about seasonal products and making a trip to the market a family event, are significant and positive influences on spending at farmers' markets as identified through a survey of 216 shoppers at eight farmers' markets in Maine. Vendors at these markets were also surveyed, with 65 of the 81 vendors being farmers. Through direct farmer/consumer relations, farmers indicated a willingness to reduce chemical inputs to meet customer demands, suggesting that customer interaction has the potential to affect environmental quality. By examining the linkages between producers and consumers at a direct market—often embedded with a sense of local identity—there is the potential to better understand social interactions that can support the economic and environmental sustainability of local agriculture.

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