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T Group LTD - The Trade Representation of the Russian Federation
T Group LTD - The Trade Representation of the Russian Federation

... General strategy of our Company is directed on the further transformation to the industrial company of the international level which on a level of market cost and the basic financial and economic parameters will meet to leading enterprises of the world. Basic elements of strategy of development are: ...
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... Since its debut in 1971 as the world’s first electronic stock market, The NASDAQ Stock Market‚ has been at the forefront of innovation, using technology to bring millions of investors together with the world’s leading companies. Today, NASDAQ‚ (OTCBB: NDAQ) is the world’s largest electronic stock ma ...
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... - Market Surveillance. - Publication of Monthly Review. - Monitoring the activities of listed companies. - Investors grievance Cell (Disposal of complaint by laws) ...
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... TRADING AND THE DEVELOPMENT OF FUTURES MARKETS FOR CRUDE OIL AND REFINED PRODUCTS. BASED ON THE VOLATILITY PRESENT IN THE ENERGY MARKETS AT THAT TIME, IT DID NOT TAKE FINANCIAL INSTITUTIONS LONG TO FIGURE OUT THAT 1) THERE WERE PROFITABLE TRADING OPPORTUNITIES AVAILABLE AND 2) THEIR CUSTOMERS WERE I ...
Trading Issues and Enhanced Regulatory Disclosures
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... Rule: In connection with an offering of equity securities for cash pursuant to a registration statement or notification on certain Securities Act of 1933 forms, it is unlawful for a person to sell short the security that is the subject of the offering and purchase the offered securities from an unde ...
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... In exceptional cases for which sufficient grounds exist, market data fees may be waived for automated trading systems. This is conditional upon the participant using the price data exclusively for trading on SIX Swiss Exchange markets, confirmation of which must be provided by the compliance officer ...
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... CMB decision dated July 23, 2010 (the “Decision”) was classifying the stocks traded on the ISE into 3 groups (A, B or C). Some trading rules were differentiated based on this classification. For example, Group B and Group C stocks cannot be subject to margin trading and short sale. The Decision was ...
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Monitoring trade data reduces the cost of asset

... measured daily, monthly, quarterly, yearly by comparison to situational averages, including trading by stock, country, speed, trade type and less quantifiable categories including service quality and research. The availability of this data has allowed buy-side traders to become sophisticated manager ...
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... • Reliable transaction data not readily available until recent years. • 3 measure of trading activity: • daily volume • trade size • number of trades ...
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... These are two groups of exponential moving averages. The short term group is a 3, 5, 8, 10, 12 and 15 day moving averages. This is a proxy for the behaviour of short term traders and speculators in the market. The long term group is made up of 30, 35, 40, 45, 50 and 60 day moving averages. This is a ...
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... A commodity exchange is designed to minimize the search costs of trading and to ensure a market for all types of actors. An exchange depends on high volumes traded in the given commodities, low margins, and a certain amount of volatility that provides arbitrage possibilities for both dealers and spe ...
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... spread in the Amman Stock Exchange. Daily trading data for 50 selected companies, during a 6 years’ time period from 2001 to 2006, was collected from ASE publications. The suggested explanatory variables (security's specific factors: stock price, price volatility, trading volume, number of trades), ...
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Technical analysis

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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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