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Week 45 saw just over 38000 bales offered for sale to
Week 45 saw just over 38000 bales offered for sale to

... Week 45 saw just over 38,000 bales offered for sale to the trade. On the first day of selling the market opened very solidly in the Eastern States with most types and descriptions selling at levels at or above those achieved at the previous sale, buyer confidence remained high through to the final l ...
IB Group Comment Letter to SEC Urging Market Data Distribution
IB Group Comment Letter to SEC Urging Market Data Distribution

... orders rather than routinely yielding the spread to the professionals by placing market orders. Market data fees play a large role in this because the delayed or quote-by-quote market data provided by most online brokers to most of their customers (i.e., those not willing to pay $50.00 or $75.00 or ...
A KEY TO CAPITAL MARKETS IN EMERGING COUNTRIES
A KEY TO CAPITAL MARKETS IN EMERGING COUNTRIES

... provide domestic capital, at longer maturities and denominated local currency make EMs less vulnerable to external financial shocks ...
USE Insider Trading Rules-2009
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... d) has access to unpublished price sensitive information from any of the persons mentioned in (a) or (b) above; e) all corporations, partnerships, trusts or other entities owned or controlled by any of the above persons. 3) Definition of price sensitive information Information is deemed to be price ...
Trade Like a Market Maker
Trade Like a Market Maker

... IMPORTANT NOTICE! No representation is being made that the use of this strategy or any system or trading methodology will generate profits. Past performance is not necessarily indicative of future results. There is substantial risk of loss associated with trading securities and options on equities. ...
BY SIGNING, I CONFIRM THAT: Order Execution Only
BY SIGNING, I CONFIRM THAT: Order Execution Only

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Limit Orders - Fight Finance

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PPT - Sabrient Systems

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Third Quarter 2014 Market Commentary

... If the September 18th high in the Chart 1 S&P 500 turns out to be a significant, intermediate-term (or longer-term) stock market top, it will be an unusual case because of the lack of forewarning from internal stock market action. The “granddaddy of all technical indicators,” the NYSE Daily (All Iss ...
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Ethan Frome - Eurex Exchange

... period (the ”Pre-Opening Period”). Quotes may be individually canceled or amended during the Pre-Opening Period, but all quotes for an individual product may not collectively be changed, canceled or withdrawn from trading during this period. During the subsequent netting process, the greatest possib ...
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ING Commercial Banking Consent Form

... ING Commercial Banking consent form to the ­execution of our orders outside a regulated market or multilateral trading facility (MTF) and to the exercise of discretion concerning the publication of our ­unexecuted limit orders Execution of orders outside a regulated market or multilateral trading fa ...
Presentation - Federal Reserve Bank of Atlanta
Presentation - Federal Reserve Bank of Atlanta

... Brokers screen traders and guarantee the performance of trades they are allowed to book on the exchange; 2. The exchange monitors and disciplines brokers and sets trading rules; clearing members jointly and severally guarantee performance to back ...
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High-frequency trading

High-frequency trading (HFT) is a type of algorithmic trading characterized by high speeds, high turnover rates, and high order-to-trade ratios that leverages high-frequency financial data[1] and electronic trading tools. While there is no single definition of HFT, among its key attributes are highly sophisticated algorithms, specialized order types, co-location, very short-term investment horizons, and high cancellation rates of orders. HFT can be viewed as a primary form of algorithmic trading in finance. Specifically, it is the use of sophisticated technological tools and computer algorithms to rapidly trade securities. HFT uses proprietary trading strategies carried out by computers to move in and out of positions in seconds or fractions of a second. It is estimated that as of 2009, HFT accounted for 60-73% of all US equity trading volume, with that number falling to approximately 50% in 2012.High-frequency traders move in and out of short-term positions at high volumes and high speeds aiming to capture sometimes a fraction of a cent in profit on every trade. HFT firms do not consume significant amounts of capital, accumulate positions or hold their portfolios overnight. As a result, HFT has a potential Sharpe ratio (a measure of reward to risk) tens of times higher than traditional buy-and-hold strategies. High-frequency traders typically compete against other HFTs, rather than long-term investors. HFT firms make up the low margins with incredibly high volumes of trades, frequently numbering in the millions.It has been argued that a core incentive in much of the technological development behind high-frequency trading is essentially front running, in which the varying delays in the propagation of orders is taken advantage of by those who have earlier access to information.A substantial body of research argues that HFT and electronic trading pose new types of challenges to the financial system. Algorithmic and high-frequency traders were both found to have contributed to volatility in the Flash Crash of May 6, 2010, when high-frequency liquidity providers rapidly withdrew from the market. Several European countries have proposed curtailing or banning HFT due to concerns about volatility. Other complaints against HFT include the argument that some HFT firms scrape profits from investors when index funds rebalance their portfolios.
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