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مجموعه آموزشی جامع فارکس

بایگانی‌ها Shapiro - مرجع آموزش بازار بورس و فارکس

Harris Sofianos And Shapiro Program Trading And Intraday Volatility

Intraday Volatility Program trading and intraday changes in the S&P 500 Index are correlated. Future prices and, to a lesser extent, cash prices lead program trades.Index arbitrage trades are followed by an imme-diate change in the cash index,which ultimately reverses slightly.No reversal follows nonarbitragetrades.The cumulative index changes associated with buy-and-sell trades and with arbitrage andnon […]

تاریخ : مارس 23rd, 0887