US NOLA: Small granular trades in slow market

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US NOLA: Small granular trades in slow market

机译：美国Nola：慢速市场的小颗粒交易

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Trade in granular urea at New Orleans has so far been limited to a few barges for August and September with little liquidity and slightly softer sentiment despite earlier optimism relating to the likely size of the spring corn crop.

机译：新奥尔良的颗粒尿素贸易目前仍然仅限于8月和9月的几个驳船，尽管早期与春季玉米作物的可能规模有关的乐观态度几乎没有流动性和略微更柔和的情绪。

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《Fertilizer Week》 |2019年第8期|共1页
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正文语种 eng
中图分类化学肥料工业;
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1. US NOLA: Small granular trades in slow market [J] . Fertilizer Week group Fertilizer Week . 2019,第Auga8期

机译：美国Nola：慢速市场的小颗粒交易
2. US NOLA: Granular trade yet to re-start in earnest [J] . Fertilizer Week group Fertilizer Week . 2019,第Jana3期

机译：美国Nola：粒度贸易尚未重新开始
3. US NOLA: DAP/MAP prices narrow as trades slow [J] . Fertilizer Week group Fertilizer Week . 2019,第May2期

机译：美国Nola：Dap /地图价格狭窄，贸易慢
4. Effect of the surrounding fluid on the compaction of granular materials by tapping: Slow dynamics made slower? [C] . Shi Han Ng, Hans-Georg Matuttis International Symposium on Slow Dynamics in Complex Systems . 2013

机译：周围流体对沥青颗粒材料压实的影响：慢动力学较慢？
5. The Effect of Slowly Biodegradable Carbon on the Morphology, Integrity and Performance of Aerobic Granular Sludge [D] . Faraj, Rasha Attwan 2014

机译：缓慢可生物降解的碳对好氧颗粒污泥的形态，完整性和性能的影响
6. An Endowment Effect Study in the European Union Emission Trading Market based on Trading Price and Price Fluctuation [O] . Jiqiang Wang, Fu Gu, Yingpeng Liu, 2020

机译：基于交易价格和价格波动的欧盟排放交易市场的Effect赋效应研究
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. Oilseeds: World Markets and Trade, July 2008. World Vegetable Meal Consumption Growth Slows As Feed Quality Wheat Use in the EU Rebounds [R] . 2008

机译：油籽：世界市场与贸易，2008年7月。世界蔬菜粉消费量增长放缓，因为饲料质量小麦在欧盟的使用中反弹

US NOLA: Small granular trades in slow market

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