Questions tagged [trading]

32 questions
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Why is bartering uncommon in modern countries?

Recently, I witnessed two acquaintances of mine engaging in bartering, where one traded his services for the services of the other. Both services had about the same value. By trading them directly, they didn't pay VAT or tax on income, as no money…
Bart
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11
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Are financial markets "unique" for each "currency pair", or are they simply "translated"?

This is something I've been long wondering about. Let's say that I have statistics showing the daily closing Bitcoin price in USD since early 2009. Great. Now, if I wanted to get the daily closing Bitcoin price in SEK or EUR or whatever currency…
Izak
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10
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How is it possible that all currency exchange rates are fixed w.r.t. to each other?

I wondered if it would be beneficial to exchange a currency through one or more "in-between" currencies. For example: instead of trading Russian Ruble (RUB) to Euro's (EUR), one would trade from RUB to US Dollars (USD) and then to EUR. Neglecting…
6
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1 answer

Optimal price function: application of calculus of variations

The problem, I am trying to solve is based on the paper by Rochet and Vila 1994 (see literature below). In fact, it is a variant of the seminal paper of Kyle 1985 in the finance/economics literature. Despite the problem being framed in the finance…
2
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1 answer

Why would using real-time settlements have helped combat some of the chaos that occurred during the January 2021 GameStop saga?

I read on cnbc.com (mirror): Tenev also advocated for real-time settlement instead of two-day settlement in order to help combat some of the chaos that occurred during the GameStop saga. Why would using real-time settlements have helped combat…
Franck Dernoncourt
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2
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How is bartering (goods for goods) conceptually related to trading (goods for money) and monetary (money for money) exchange?

My terminology may be off on this one but I can't get a definitive answer on how the above are related. To me, it seems like bartering is a superset of trading which is itself a superset of monetary exchange. The goal of every individual using…
PaulB
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Information Asymmetry in capital markets: EU ad-hoc announcements/8-K filings in other countries

In many countries, companies whose securities are traded on a stock exchange are subject to an ad-hoc disclosure requirement. This ad-hoc announcement publication duty refers to the obligation to immediately publish insider information that is…
1
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1 answer

Is there any source talking about some stock behave similar to Gamestop from 12/2020 to 2/2021?

From 12/2020 to 2/2021 is the time that the price of Gamestop stocks drastically increases. I am wondering is there any US stock that also behaves the same (incidental increase) during this time period? Or in another word, is there any source to…
Louise
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Uniform price vs. pay-as-bid auctions in energy markets

These two types of auctions are most commonly used in the energy trading markets. What would be advantages and disadvantages of each? And in the end, can we expect them to deliver similar outcome? One, quite obvious disadvantage of PAB auction is…
1
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Does the SEC have the list or definition of indexes that an ETF is allowed to track to be classified as an Index-Based ETF?

The SEC Investor Bulletin on Exchange-Traded Funds (ETFs) (mirror) divides ETFs into two classes: Index-Based ETFs and Actively Managed ETFs. As its name indicates, index-Based ETFs track some indexes. Unlike Index-Based ETFs, Actively managed ETFs…
Franck Dernoncourt
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1
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European Commission getting rid of excess carbon emission permits

According to this Economist article, For a long time after it was launched in 2005, the [European Trading System] barely functioned; a glut of allowances (which give the holder the right to emit an amount of greenhouse gases) kept prices close to…
Mussé Redi
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If you simply "copy" the trades of a professional trader, but with less money, isn't that *guaranteed* profits?

I keep coming back to this thought: I just don't understand the complex "rules" or "patterns" of how the prices of Bitcoin (or any financial instrument) move up and down, so I will not "gamble" with my money to make money that way. But then there…
J. H.
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What is the intuition for the potential loss of market makers on LS-LSMR?

What risk do liquidity providers take on when they provide liquidity to an LS-LSMR automated market maker pool? How much can they lose?
1
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3 answers

What is the correct way of calculating the "average" price based on the "Open,High,Low,Close" daily trade fields?

Open,High,Low,Close I have these fields, representing the "opening" amount, the highest for the day, the lowest for the day, and what it closed at. I'm trying to determine the "average" price for the day. I currently do this: (Open + High + Low +…
Jelani
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Why would oil suppliers choose a lower priced contract?

The West Texas Intermediate (WTI) futures contract has ranged from \$6 to \$20 in the last 48 hours. The May Shanghai International futures contract is 205 Yuan (CNY). At 7 CNY per USD, that comes out to about \$29 per barrel, which is higher than…
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