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Foreword ix Preface xi PART ONE High Probability Trading Strategies for Any Market and Any Time Frame 1 CHAPTER 1 High Probability. A further encouragement for the adoption of algorithmic trading in the financial markets came in 2001 when a team of IBM researchers published a paper at the International Joint Conference on Artificial Intelligence where they. Hanging up the phone - electronic trading in fixed income markets and its implications. This article explores drivers and implications of the rising use of electronic and automated trading in fixed income markets - a process we refer to as . We take stock of the current state of electronic trading and how it has changed the market ecosystem, its resilience and its overall functioning. We argue that the impact of electronic and automated trading is visible in a number of dimensions of market liquidity and price efficiency. With market participants adjusting to the new market structure, several new challenges have emerged that warrant attention from policymakers. JEL classification: F3. G1. 2, G1. 5, C4. C8. 2. Electronic and automated trading have become an increasingly important part of fixed income markets in recent years. They have replaced voice trading as the new standard for many fixed income asset classes - market participants are literally . For the most actively traded instruments, the take- up of electronic and automated trading has reached levels similar to those observed in equity and foreign exchange markets, although other fixed income segments (eg high- yield corporate bonds) still lag behind. Forex collection, package. More than 5000 EA (Expert Advisor), Robot, Indicator, Trading System, Book and other Forex software mt4. Also, binary options strategy and bots. You will find everything for the forex market! What is driving the electronification of fixed income markets? Several factors have been supporting the rise of electronic trading in fixed income markets, including: (i) the reduction in trading costs due to. Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies RONALD BALVERS, YANGRU WU, and ERIK GILLILAND* ABSTRACT For U.S. FXCM Inc., a publicly traded company listed on the New York Stock Exchange (NYSE: FXCM), is a holding company and its sole asset is a controlling equity interest in FXCM Holdings, LLC. Forex Capital Markets Limited ('FXCM LTD. It has facilitated automated trading (AT), particularly in the form of high- frequency trading (HFT) strategies in fixed income futures and wholesale markets for major benchmark bonds. New market participants (outside the traditional dealer community) have emerged and actively participate in these markets as liquidity providers and seekers. And, reinforced by changes in the nature of intermediation, innovative trading venues and protocols have proliferated. What many of these initiatives have in common is that they aim to overcome some of the liquidity challenges inherent in asset classes where trading is infrequent, such as corporate bonds. These trends can have broad implications for the functioning of financial markets and the distribution of risks among their participants. What is SteadyOptions? SteadyOptions is an options trading advisory service that uses diversified option trading strategies to produce positive returns under all market conditions. We aim for steady and consistent gains with a. FOREX.com is a registered FCM and RFED with the CFTC and member of the National Futures Association (NFA # 0339826). Forex trading involves significant risk of loss and is not suitable for all investors. Given the importance of fixed income markets for the funding of the real economy and financial stability more broadly, policymakers have a strong interest in assessing how electronification may be affecting market quality. By market quality, we mean the extent to which it is possible to transact at prices that accurately reflect the fundamental value of the asset, with immediacy, and in volume. The concept can be viewed as the amalgamation of price efficiency and market liquidity. Drawing from two recent reports by the Committee on the Global Financial System (CGFS) and the Markets Committee (MC), respectively, this feature takes stock of the current state of electronic trading in fixed income markets and investigates its drivers and the implications for the market ecosystem and its functioning. The remainder of the article is organised as follows. The first section describes how the market structure is evolving. The second looks at its current state based on an MC survey of electronic trading platforms (ETPs). The third explores the possible implications of these changes for market quality, the nature of liquidity and its monitoring. The last section concludes with a discussion of policy challenges. How is the market structure evolving? Traditionally, trading in fixed income securities has been centred on dealers (large banks or securities houses) and their network of trading relationships. Trades have been executed bilaterally - over the counter (OTC) - that is, without a centralised marketplace or exchange. This market structure separated the dealer- to- dealer market, in which dealers trade exclusively with one another, and the dealer- to- customer market, in which they trade with customers, such as asset managers, pension funds, insurance companies and corporations (Graph 1, left- hand panel). Market participants predominantly negotiated terms of a trade via telephone or electronic chatting systems (ie bilaterally). The process of matching buyers and sellers involved significant search costs (Duffie (2. A customer needed to contact one or more dealers, asking for currently available prices and quantities to buy or sell a specific security. Within the dealer- to- dealer market, specialised voice brokers helped facilitate and anonymise the matching process by exchanging information on dealers' buy and sell interest. Fixed income markets experienced a major shift starting in the late 1. Graph 1, right- hand panel). At that time, ETPs started to gain traction in dealer- to- dealer markets for the most actively traded sovereign bonds. One example was the launch of Euro. MTS in 1. 99. 8 as a pan- European platform for sovereign bonds, agency bonds and repos. It has taken two basic forms: single- dealer platforms (SDPs) and multi- dealer platforms (MDPs). SDPs are proprietary trading systems offered by a single dealer to its clients. Trading via SDPs essentially represents an electronic version of the bilateral dealer- client OTC market. MDPs, by contrast, allow end investors to request quotes from a number of dealers simultaneously, effectively putting dealers in competition for the transaction as in a multilateral auction. This mechanism tends to lower the costs of finding a counterparty with offsetting trading interest. MDPs also automate record- keeping, making it easier to audit best execution. The main driver of electronification has probably been the potential to reduce the cost of trading and improve market liquidity. One key advantage of ETPs is automating the processing and settlement of trades, so- called straight through processing. This reduces the need for human processing, lowering both the cost of trading and operational risks. That said, other factors, such as regulation, have also incentivised market participants to trade electronically (see the discussion in Box 1). The shift towards electronic trading changed how market participants interacted in a variety of ways. One aspect is the change from on- the- phone bilateral negotiation to multilateral, often anonymous, interaction on screen. Trading on those ETPs geared towards the most liquid government securities, for example, is often based on a central limit order book (CLOB). A CLOB is a trading protocol where market participants submit limit orders that are stored in a queue based on predefined rules. Limit orders, if not cancelled, are executed against matching incoming market orders. Box 1. What is driving the electronification of fixed income markets? Several factors have been supporting the rise of electronic trading in fixed income markets, including: (i) the reduction in trading costs due to technological advances; (ii) changes in the demand for liquidity services; and (iii) regulatory reforms, which provide both direct and indirect incentives to trade electronically. Technological advances, such as the significant rise in computing speed and capacity, have enabled ETPs to match and process increasingly large numbers of trades. This has contributed to lowering the marginal and average costs of each individual trade as well as to reducing search costs, which in turn raises the incentives for market participants to trade on ETPs. In addition, the entry barriers for new platform providers, such as the fixed cost of building new trading systems, have declined and have benefited from favourable funding conditions. As a result, the number of ETPs offering trading in fixed income instruments has further increased. Even though this may reduce market liquidity by fragmenting trading activity, increasing competition among ETPs can be expected to reduce the price charged to market participants for trading, thereby reinforcing the push towards electronification. Changes in the demand for liquidity services represent another driver of electronic trading. For one, the expansion of primary bond issuance over the past few years and increased bond holdings by market participants that seek to adjust their portfolio allocations at short notice (eg funds that face redemptions) have raised the potential size of secondary bond markets. This suggests greater opportunity for economies of scale to be realised by ETPs, in particular for standardised products that are traded frequently. Another trend, as emphasised by many market participants, is an increasing demand for price transparency. In this regard, ETPs provide an efficient means of monitoring markets, comparing prices (eg of multiple dealers) and documenting that trades have been executed at the best available price. Furthermore, the persistent decline in the level of yields over recent years has induced many fixed income investors to monitor their cost of trading more closely, incentivising greater use of electronic trading and automated execution of their portfolio reallocations. The broader post- crisis response has provided additional impetus to the electronification of fixed income markets. Regulatory reforms to contain systemic risks in the financial system have provided both direct and indirect incentives for electronic trading. Mandatory clearing of standardised OTC derivatives and supplementary trade reporting requirements, for example, have directly induced a shift in trading activity to ETPs. In addition, ensuring compliance with enhanced pre- and post- trade transparency requirements provides another strong incentive to move trading activity. Other regulatory changes, arguably reinforcing market- driven adjustments after the crisis, have raised banks' costs of taking risk. Moving trading activity to ETPs is one way to compensate for the reduced liquidity provision by these traditional market- makers. This is because ETPs enable banks to provide liquidity at lower cost (see above) or offer the opportunity for other market participants to provide liquidity (see the section on market implications). The site is experiencing issues and is unable to fulfill your request at this time. If this problem persists please contact customer support. I decided to start this thread after seeing the recent 'Top 10 Ranking Residency' posts. Top 10 Plastic Surgery. Stanford tends not to be mentioned among the top programs for general or plastic surgery. Doximity Announces 2014 Residency Program Rankings. Top Neurological Surgery Residency Programs 1. Top Plastic Surgery Residency Programs 1. Students who searched for Best Medical Schools for Plastic Surgery. Medical Schools for Plastic Surgery: List of Top Schools. Residency Navigator: Program Rankings 2015-2016. The Plastic Surgery Integrated Residency at Baylor. Plastic Surgery Residency; Plastic and Reconstructive Surgery Residency Training. 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LAUSD unveils early retirement program The Los Angeles Unified School District. ERIP: Early Retirement Incentive Program for LA City Workers. The Early Retirement Incentive Plan that City workers fought for. 1545 Wilshire Blvd Los Angeles, CA. Early Retirement Incentive Program. 2009, to Reflect Early Retirement Incentive Program (ERIP) Elections Copyright . Board of Retirement Los Angeles City Employees' Retirement System. Early Retirement Incentive Program. Home; ERIP Retirement Processing; Informational Booklet. Los Angeles City Employees' Retirement System; Personnel Department. The Retirement Incentive Program is a program provided by employers that. ERIP News. Thursday, November 1. LA City workers have elected to take the ERIP, with an additional 4. Better Way agreement on June 2. November 2 eligible to be grandfathered. The window closes on December 1. Members should continue to submit applicants if they want to take ERIP and are eligible. Some workers who've applied might decide not to take it, or might not be qualified. Also, City Council has reserved the right to expand the numbers of employees allowed to retire under ERIP. Sign Up in Person: City Hall East, Room 1. Sign Up Online: erip. If you have questions call 3. Or contact your Steward or Worksite Organizer, or call the SEIU Member Resource Center at (8. YOU . There were 9. ERIP applicants tell why they signed up and how they plan to spend their retirement: Jose Luis Pallan, Refuse Collection Truck Operator. So I'm happy to help save the younger jobs for the younger guys. You have to think about that- -when you're old but you still have a life ahead of you that you like. I help out with gang prevention, so I'll do more of that. And I have a close family. I have four boys in Afghanistan. I'll spend time with my grandkids. With my 1. 7 year old daughter. Take my '5. 5 Monterey and my '6. Super Sport Impala out to the car shows. Clerk- Typist, Planning Department. I think I'm most happy that people will be able to keep their jobs, families won't be laid off, moms and dads. It will keep LA going. I think it will come back, and come back in the right way. They say grandkids are a bonus. Well great- grands are a double bonus. I'll go to their plays at school. And I'll do some traveling. It's been a good time, and I love the people. But now it's just time. I did not consider filling out an application then. But later that same morning my wife, who has two bad hips, fell and was not able to get up for two hours. It's just about having options, and this was not something I had considered previously- -when members asked me if I would take ERIP and I said no. But I find I must preserve that option in case it's absolutely necessary. Filling out the application only qualifies me. It does not obligate me to leave.! If it changes, I will let you know.. |
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