Traders in Calif. want intertie bidding reinstated

Ethan Howland

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Traders in Calif. want intertie bidding reinstated

机译：加州商人希望恢复相互竞价

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Power marketers and traders are pressing federal regulators tonreject a request by the California grid operator that it be allowednto delay virtual bidding at interties with neighboring states.

机译：电力营销商和贸易商正在敦促联邦监管机构拒绝加利福尼亚电网运营商的一项要求，即不允许其在与邻国的交往中延迟虚拟招标。

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《Platts Megawatt Daily》 |2015年第0420期|12-12|共1页
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Ethan Howland;
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1. Cal-ISO aims to boost intertie bidding [J] . Ethan Howland Platts Megawatt Daily . 2017,第JANa31期

机译：Cal-ISO旨在提高相互竞价
2. Cal-ISO seeks delay to new administrative pricing policy, aims to boost intertie bidding [J] . Ethan Howland Inside FERC . 2017,第FEBa6期

机译：Cal-ISO寻求推迟新的行政定价政策，旨在促进相互竞价
3. Cal-ISO to delay ‘virtual’ intertie bidding [J] . Ethan Howland Platts Megawatt Daily . 2015,第0501期

机译：Cal-ISO延迟“虚拟”关联竞标
4. Researching on a Model of Generating traders′ Strategically Bidding based on Game Theory [C] . 4th International Conference on Power Transmission amp; Distribution Technology 2003; Oct 11-14, 2003; Changsha, China . 2003

机译：基于博弈论的交易商战略竞价模型研究
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. Prevalence and duration of hepatitis C among injection drug users in San Francisco Calif. [O] . J Lorvick, A H Kral, K Seal, 2001

机译：加利福尼亚州旧金山的注射吸毒者中丙型肝炎的患病率和持续时间。
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％。
8. Intertie Development and Use: Final Environmental Impact Statement: Volume 2, Comments and Responses: Part 1, IDU Draft EIS, Part 2, Hydro Operations Information Paper, Part 3, Revised Intertie Access Policy. [R] . 1988

机译：Intertie开发和使用：最终环境影响声明：第2卷，评论和回应：第1部分，IDU EIs草案，第2部分，Hydro操作信息文件，第3部分，修订的Intertie访问政策。

Traders in Calif. want intertie bidding reinstated

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