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I am very excited to get the summer research opportunity to use the game-theory approach to study how the order-book volume will influence the trading strategy for each investor to influence the market price. Most of the investors have some common trading behaviours. Individual investors tend to trade small quantities with a high frequency.

Institutional investors tend to trade large quantities with a relatively low frequency. In some way, we can assume the investors in the same group are identical.


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The first part is both relaxing and exciting, the text book is understandable and I can learn new things every day. The second part focuses on using the mean-field game approach to model the order book in the market, which is challenging yet interesting as well. The gain of my summer research is not only the new knowledge, more importantly, I have a much clearer idea about how academic research is undertaken, consequently strengthening my belief that I will pursue further academic study.

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Game Theory

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Is Stock Market a Zero Sum Game?

Please report this behaviour to events amsi. Even as his fortune swelled, the something kept a low profile. Hwang is a trustee of the Fuller Theology Seminary, and co-founder of the Grace and Mercy Foundation, whose mission is to serve the poor and oppressed. For more articles like this, please visit us at bloomberg. Wall Street is looking over their backs following the portfolio blowup of whale Bill Hwang.


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The Dow ended higher, with shares of planemaker Boeing Co rising 2. Nomura and Credit Suisse are facing billions of dollars in losses after a U. While some of the stocks targeted in the block trades initiated by Goldman Sachs Group Inc. They posted their biggest daily losses ever. Morgan Stanley was shopping a large block of ViacomCBS shares on Sunday, according to a person familiar with the matter.

About 45 million shares were offered on behalf of an undisclosed holder, the person said. Baidu Inc. Analysts at Citigroup Inc. In Japan, Nomura Holdings Inc. Futures on the Nasdaq dropped 0. ViacomCBS and Discovery have rallied this year. The stock fell 9. On Friday, a downgrade by Wells Fargo and the large block trades compounded the selling pressure.

How ‘game Theory’ Can Make You a Smarter Investor - RelianceSmartMoney

Japan's Nomura and Credit Suisse of Switzerland warned of major losses from lending to Archegos for equity derivatives trades, triggering a worldwide sell-off in banking stocks. Bloomberg -- Cathie Wood has spent months defending Ark Investment Management from critics who say the money manager has too much cash tied up in too few stocks. In a filing late last week, Ark altered the prospectuses for its exchange-traded funds to remove clauses limiting its exposure and concentration risks.

These are eye-catching changes for Ark, founded by Wood in Ark invests in companies involved with disruptive trends, which mean it has a limited pool of targets in which to deploy that money. In addition to deleting the general limits, the March 26 filing removed caps on ownership of depositary receipts, rights, warrants, preferred securities and convertibles. Updates with ARKX fund information in final paragraphs, analyst comment For more articles like this, please visit us at bloomberg. Job losses have been concentrated among people who rent, while higher-paid professionals able to work from home have taken advantage of record-low mortgage rates to scoop up bigger living spaces.

Those high earners are favoring detached homes. Last week, the Canada Mortgage and Housing Corp. The agency also warned of overheating at the national level as buyers look farther afield for homes. Home purchases surged even as immigration ground to a halt during the pandemic. Losses at Archegos Capital Management, run by former Tiger Asia manager Bill Hwang, had triggered a fire sale of stocks on Friday, a source familiar with the matter said.

A phone message left for Archegos at its New York offices on Monday morning was not immediately returned. Ceramics, make-up and furniture could be hit amid a row over a new UK tax on tech firms. Bloomberg -- Gold extended its biggest fall in more than three weeks as President Joe Biden prepared to unveil big spending plans after announcing major progress on rolling out vaccines. The president will also this week unveil major plans to reboot the U. A stronger-than-expected dollar and rising bond rates have also dragged bullion down from its record high in August last year.

Gaming the Market: Applying Game Theory to Create Winning Trading Strategies

Spot bullion was 0. Shanghai time, putting it on course for the lowest close since March 8. Palladium extended its biggest one-day fall since November. Platinum and silver declined. The Bloomberg Dollar Spot Index was flat. In a speech on Wednesday, Biden is expected to focus on infrastructure as his administration aims to reshape the post-pandemic U. Investors are also on alert for any more fall-out from the implosion of hedge fund Archegos Capital Management. After getting furloughed by American Airlines, and watching her side gig leading trips outside of the US evaporate overnight at the start of the pandemic, Brittany Floyd felt unsettled.

Having lived across every aspect of the income scale—she grew up in a low-income household, where her mother worked as a custodian and her father as a construction worker—she had no intention of going back to a life of financial struggle. The pandemic had Floyd thinking about wanting to be financially independent and not having all her money tied up in one sector of the economy. The trades were linked to sales of holdings by Archegos Capital Management, a person with knowledge of the matter told Reuters.

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The race to shield coal country from an energy transition that Biden contends will generate jobs and wealth in everything from solar-panel manufacturing to wind power generation highlights the political complexity of the shift to renewables. Even though he recognizes climate change is a serious issue and that his stance makes him an outlier in his party, he says he worries about the devastating impact of a shutdown to the community. If it shuts, "it's a ghost town," he said. Another proposal would set aside half a million dollars for legal challenges against other states that pass laws restricting the use of coal.

One of the goals is to protect mining jobs that underpin the local economy, said Eric Barlow, a Republican state representative who co-sponsored some of the legislation. His district in the northeast part of the state is in the heart of coal country, where output has plummeted in the past decade as utilities started using more renewables and natural gas.

Game Theory

The effort is supported by the governor and at least some of the legislation is likely to become law, said Travis Deti, executive director of the Wyoming Mining Association. The company converted part of one of them to gas last year.


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Power providers in other states concur. West Virginia, the second-biggest coal producer, is considering a bill that would give state agencies additional oversight and approval authority over utilities that are seeking to close a power plant. The result could be higher power prices, or even making the state less attractive for outside investors, according to Jeri Matheney, a spokeswoman for Appalachian Power. The American Electric Power Co. North Dakota is considering a bill that would reduce taxes on coal power plants, while another would consider whether the state should offer insurance to the industry after premiums from third-party insurers climbed.

Arkansas introduced legislation aimed at making it harder for utilities to close power plants. In addition to the proposals to protect the Colstrip plant in Montana, another bill would require the state to evaluate the economic impact on local communities when a utility sought to shutter a power plant, another move designed to make the process of shutting down a site harder.