Author: Raymond M. Leuthold
Publisher:
ISBN:
Category : Commodity futures
Languages : en
Pages : 148
Book Description
The Frozen Pork Bellies Futures Market
Author: Raymond M. Leuthold
Publisher:
ISBN:
Category : Commodity futures
Languages : en
Pages : 148
Book Description
Publisher:
ISBN:
Category : Commodity futures
Languages : en
Pages : 148
Book Description
Speculative Error in the Frozen Pork Belly Futures Market
The Frozen Pork Belly Futures Market
Author: Mark J. Powers
Publisher:
ISBN:
Category : Pork industry and trade
Languages : en
Pages : 32
Book Description
Publisher:
ISBN:
Category : Pork industry and trade
Languages : en
Pages : 32
Book Description
Trading in Frozen Pork Belly Futures
Author: United States. Commodity Exchange Authority
Publisher:
ISBN:
Category : Swine
Languages : en
Pages : 24
Book Description
Publisher:
ISBN:
Category : Swine
Languages : en
Pages : 24
Book Description
Futures Trading in Frozen Pork Bellies
Author: Chicago Mercantile Exchange
Publisher:
ISBN:
Category : Pork industry and trade
Languages : en
Pages : 15
Book Description
Publisher:
ISBN:
Category : Pork industry and trade
Languages : en
Pages : 15
Book Description
Futures Trading in Frozen Pork Bellies
Author: Chicago Mercantile Exchange
Publisher:
ISBN:
Category : Pork industry and trade
Languages : en
Pages : 16
Book Description
Publisher:
ISBN:
Category : Pork industry and trade
Languages : en
Pages : 16
Book Description
The Returns and Forecasting Ability of Large Traders in the Frozen Pork Bellies Futures Market
Author: Raymond M. Leuthold
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
Using settlement prices and 9 years of daily commitments for large reporting traders in the frozen pork bellies futures market, we find that these traders generate significant profits and the distribution of trader returns over time is not random. Further analysis finds that a subset of large elite traders possesses significant forecasting ability, indicating that they not only are able to consistently anticipate the direction of price changes but are also on the right side of the market when large price changes occur. Hence, certain futures market traders accumulate trading experience and knowledge, permitting them to accrue considerable wealth.
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
Using settlement prices and 9 years of daily commitments for large reporting traders in the frozen pork bellies futures market, we find that these traders generate significant profits and the distribution of trader returns over time is not random. Further analysis finds that a subset of large elite traders possesses significant forecasting ability, indicating that they not only are able to consistently anticipate the direction of price changes but are also on the right side of the market when large price changes occur. Hence, certain futures market traders accumulate trading experience and knowledge, permitting them to accrue considerable wealth.
An Economic Analysis of the Futures Market for Pork Bellies
Author: Mark J. Powers
Publisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 450
Book Description
Publisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 450
Book Description
Commitments of Traders in Commodity Futures
Author: United States. Commodity Exchange Authority
Publisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 304
Book Description
Publisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 304
Book Description
Regulation of the Commodity Futures Markets, what Needs to be Done
Author: United States. General Accounting Office
Publisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 304
Book Description
Publisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 304
Book Description