Tools for every trader's toolbox

JIM WYCKOFf

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Tools for every trader's toolbox

机译：每个交易者工具箱的工具

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摘要

While it is best for a trader to have a set methodology and the discipline to follow it, there are some common sense tools that can augment a successful trading strategy.

机译：虽然最好让交易者有一套固定的方法和遵循的纪律，但是有一些常识性工具可以增强成功的交易策略。

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《Futures 》 |2006年第1期| p.42-45| 共4页
作者
JIM WYCKOFf;
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正文语种 eng
中图分类财政、金融 ;
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1. Tools of the Trade: Inspection professionals differed widely on what tools they found indispensable to carry to their work sites. Surprisingly, some toolbox must-haves aren't tools at all [J] . HOWARD M. WOODWARD Inspection Trends: The Magazine for Materials Inspection and Testing Personnel . 2009 ,第3期

机译：贸易工具：检验专业人员在他们发现携带到工作现场必不可少的工具方面差异很大。令人惊讶的是，某些工具箱必备工具根本不是工具
2. Use of Information and Communication Tools and Services by Rural Grain Traders: The Case of Kenyan Maize Traders [J] . Julius J. Okello International Journal of ICT Research and Development in Africa . 2011 ,第2期

机译：农村粮食贸易商对信息和通信工具及服务的使用：肯尼亚玉米贸易商的案例
3. Hand me the franchise agreement: municipalities add another policy tool to their clean energy toolbox [J] . Cook Jeffrey J., Aznar Alexandra, Grunwald Bryn, Solar Energy . 2021 ,第Jana期

机译：手给我特许经营协议：市政当局将另一个策略工具添加到他们的清洁能源工具箱中
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. Development and validation of the Lesion Synthesis Toolbox and the Perception Study Tool for quantifying observer limits of detection of lesions in positron emission tomography [O] . Hanif Gabrani-Juma, Zamzam Al Bimani, Lionel S. Zuckier, 2020

机译：Lesion综合工具箱的开发和验证以及用于量化损伤检测观测器限值的观察综合性研究工具
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％。

Tools for every trader's toolbox

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