Market Sources Expect Traders, Not Refiners to Pick Up SPR Crude

Xavier Cronin; Matt Piotrowski

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Market Sources Expect Traders, Not Refiners to Pick Up SPR Crude

机译：市场消息人士预期交易员而非精炼商将接获SPR原油

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The oil markets certainly have a shortmemory. On the day the US governmentauctioned crude from the Strategic Petro-leum Reserve (SPR), prices rose for a sec-ond straight session on news of a sharpdrop in US crude inventories and growingconfidence that Greece will overcome itsdebt woes.Traders appear to be looking past therelease of strategic stockpiles from the In-ternational Energy Agency (IEA) that wasannounced last week and initially causedcrude futures in New York and London totumble (OD Jun.27’11).

机译：石油市场肯定有一个短暂的记忆。在美国政府从战略石油精油储备（SPR）拍卖原油的那天，由于美国原油库存大幅下降的消息以及对希腊将克服债务困境的信心增强，价格连续第二个交易日上涨。过去一周，国际能源署（IEA）释放了战略库存，最初导致纽约和伦敦的原油期货暴跌（美国东部时间2011年6月27日）。

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《Oil Daily》 |2011年第127期|共1页
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Xavier Cronin; Matt Piotrowski;
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1. Market Sources Expect Traders, Not Refiners to Pick Up SPR Crude [J] . Xavier Cronin, Matt Piotrowski Oil Daily . 2011,第127期

机译：市场消息人士预期交易员而非精炼商将接获SPR原油
2. Traders Expected to Pick Up SPR Crude [J] . Xavier Cronin, Matt Piotrowski International Oil Daily . 2011,第127期

机译：交易员有望回升SPR原油
3. Traders' activity expected to pick up in Turkish domestic market for HRC after holidays [J] . World Steel News . 2012,第Octa25期

机译：假期后，预计土耳其国内市场贸易商活动将增加
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. Sustained impact of the activities of local crude oil refiners on their host communities in Nigeria [O] . Oyinkepreye Lucky Bebeteidoh, Simon Kometa, Kayvan Pazouki, 2020

机译：当地原油提炼商活动对其尼日利亚东道社区的持续影响
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. Guideline for Asphalt Refiners and Suppliers. Suggestions for the Enhancement ofAsphalt Binder Performance through Crude Oil Selection, Chemical Characterization, and Modification [R] . Youtcheff, J. S., Jones, D. R. 1994

机译：沥青精炼厂和供应商指南。通过原油选择，化学表征和改性提高沥青粘结剂性能的建议

Market Sources Expect Traders, Not Refiners to Pick Up SPR Crude

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