Program trading - Investment topic - Forum - LHV financial portal

LHV financial portal

Forum Investment topic

Program trading

Log in or create an account to leave a comment

  • NYSE-l moodustab program trading yle 25% k2ibest ehk siis 10 miljardit USDi kuus. Kas see on tavaline tehniline analyys ehk siis spekkamine v6i on tegemist mingil m22ral ka klienditeenindusega? Teab keegi sellest l2hemalt?
  • Loowi,

    Program trading on arbitraazh(riskivaba tulu lõikamine hinnaerinevustest) indeksifutuuride ja viimase komponentide vahel.
    Nimi tuleneb ilmselt sellest, et inimese silma pea jaoks on see liiga keeruline ning töö on usaldatud arvutiprogrammidele, mis genereerivad ostu/müügiordereid.

    Program trading tagab, et üksikute komponentide(aktsia) ja teiste instrumentide (indeksifuruur vms.) omavahelised suhted on teoreetilisele suhtele lähedased
  • Ma m6tlesin eilseni samamoodi, et index arbitrage. Samas t6mbasin NYSE-lt maha statistika, kus 6eldakse, et index arbitrage on vaid 5,2% kogu program tradingust. See ju ei saa olla mingi spekkamine?
  • Tänases Briefingus lahatakse program tradingu teemat

    Index arbitrage is a minor portion of program trading
    NYSE member firms using their own capital are a significant portion of all program trading (about one-third)
    Clients (such as hedge funds) of major firms are apparently not significant players in program trading

    We suspect that most persons aware of, but not familiar with, program trading might assume that hedge funds and index arbitrage are driving forces behind program trading. The data reported by the NYSE negates this commonly held viewpoint.

    Pean tunnistama, et arvasin ka ise hedge fondide ja arbitraazhi rolli suurema olevat

Threads list

Cookies

LHV website uses cookies to provide you with the best user experience. By clicking "I accept", you consent to the use of all cookies. Read more about the principles of using cookies.

pirukas_icon