Vitol, key trader face $8 million fine over alleged market manipulation in Cal-ISO

Jasmin Melvin

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Vitol, key trader face $8 million fine over alleged market manipulation in Cal-ISO

机译：主要交易员维托尔因涉嫌在加州ISO中操纵市场而面临800万美元的罚款

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The Federal Energy Regulatory Commission gave the energy tradingcompany Vitol and one of its traders 30 days to respond to allegationsthat they engaged in a 2013 cross-product market manipulationscheme and explain why they should not have to collectively pay over$8 million in civil penalties and disgorged profits.

机译：联邦能源管理委员会给了能源交易公司Vitol及其贸易商30天的时间来回应指控 r n他们参与了2013年跨产品市场操纵 r nscheme并解释了为什么他们不应该这样做共同支付超过800万美元的民事罚款和利润分成。

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《Inside FERC》 |2019年第15期|111-12|共3页
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Jasmin Melvin;
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1. Vitol, key trader face $8 million fine over alleged market manipulation in Cal-ISO [J] . Jasmin Melvin Platts Energy Trader . 2019,第JULa12期

机译：主要交易员维托尔因涉嫌在加州ISO中操纵市场而面临800万美元的罚款
2. Vitol, key trader face $8 million fine over alleged market manipulation in Cal-ISO [J] . Jasmin Melvin Platts Megawatt Daily . 2019,第JULa12期

机译：主要交易员维托尔因涉嫌在加州ISO中操纵市场而面临800万美元的罚款
3. Vitol, key trader face $8 million fine over alleged market manipulation in Cal-ISO [J] . Jasmin Melvin Inside FERC . 2019,第Jul15期

机译：Vitol，关键交易员面临800万美元，在Cal-Iso中涉嫌市场操纵
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. Unravelling the Perspectives of Day and Night Traders in Selected Markets within a Sub-Saharan African City with a Malaria Knowledge Attitude and Practice Survey [O] . Patience B. Tetteh-Quarcoo, Nicholas T. K. D. Dayie, Kevin Kofi Adutwum-Ofosu, 2021

机译：在撒哈拉以南非洲城市中的选定市场中的日夜交易者的观点揭开了疟疾知识态度和实践调查
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％。

Vitol, key trader face $8 million fine over alleged market manipulation in Cal-ISO

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