In High Leverage Retail FX Market, the Margin Call Rate is 35% and It is Difficult for Individual Traders to Survive.

2017 ◽  
Author(s):  
Xinbin Zhang
Keyword(s):  
Call Rate ◽  
Individual Traders ◽  
Fx Market

Modeling the FX Market Traders’ Behavior

2013 ◽  
pp. 303-338 ◽  
Author(s):  
Monira Aloud ◽  
Edward Tsang ◽  
Richard Olsen
Keyword(s):  
Collective Behavior ◽  
Agent Based Modeling ◽  
Statistical Properties ◽  
Trading Behavior ◽  
Stylized Facts ◽  
Collective Behaviors ◽  
Agent Based ◽  
Trading Agents ◽  
Individual Traders ◽  
Fx Market

In this chapter, the authors use an Agent-Based Modeling (ABM) approach to model trading behavior in the Foreign Exchange (FX) market. They establish statistical properties (stylized facts) of the traders’ trading behavior in the FX market using a high-frequency dataset of anonymised OANDA individual traders’ historical transactions on an account level spanning 2.25 years. Using the identified stylized facts of real FX market traders’ behavior, the authors evaluate the collective behavior of the trading agents in resembling the collective behavior of the FX market traders. The study identifies the conditions under which the stylized facts of trading agents’ collective behaviors resemble those for the real FX market traders’ collective behavior. The authors perform an exploration of the market’s features in order to identify the conditions under which the stylized facts emerge.

Modeling the FX Market Traders' Behavior

2014 ◽  
pp. 350-384
Author(s):  
Monira Aloud ◽  
Edward Tsang ◽  
Richard Olsen
Keyword(s):  
Collective Behavior ◽  
Agent Based Modeling ◽  
Statistical Properties ◽  
Trading Behavior ◽  
Stylized Facts ◽  
Collective Behaviors ◽  
Agent Based ◽  
Trading Agents ◽  
Individual Traders ◽  
Fx Market

In this chapter, the authors use an Agent-Based Modeling (ABM) approach to model trading behavior in the Foreign Exchange (FX) market. They establish statistical properties (stylized facts) of the traders' trading behavior in the FX market using a high-frequency dataset of anonymised OANDA individual traders' historical transactions on an account level spanning 2.25 years. Using the identified stylized facts of real FX market traders' behavior, the authors evaluate the collective behavior of the trading agents in resembling the collective behavior of the FX market traders. The study identifies the conditions under which the stylized facts of trading agents' collective behaviors resemble those for the real FX market traders' collective behavior. The authors perform an exploration of the market's features in order to identify the conditions under which the stylized facts emerge.

Audience effects on food call rate and structure in brown capuchins

2003 ◽  
Author(s):  
Amy S. Pollick ◽  
Frans B. M. de Waal ◽  
Harold Gouzoules
Keyword(s):  
Call Rate ◽  
Food Call ◽  
Audience Effects

The Cost of Liquidity in the FX Market

CFA Digest ◽  
2015 ◽  
Vol 45 (6) ◽  
Author(s):  
Marc L. Ross
Keyword(s):  
The Cost ◽  
Fx Market

Network Structure and Pricing in the FX Market

2020 ◽  
Author(s):  
Joel Hasbrouck ◽  
Richard M. Levich
Keyword(s):  
Network Structure ◽  
Fx Market

scholarly journals Boat Noise and Black Drum Vocalizations in Mar Chiquita Coastal Lagoon (Argentina)

2021 ◽  
Vol 9 (1) ◽  
pp. 44
Author(s):  
Maria Ceraulo ◽  
María Paz Sal Moyano ◽  
Fernando Jose Hidalgo ◽  
María Cielo Bazterrica ◽  
Salvatore Mazzola ◽  
...  
Keyword(s):  
Fish Species ◽  
Coastal Lagoon ◽  
Acoustic Method ◽  
Potential Effect ◽  
Reproductive Period ◽  
Anthropogenic Noise ◽  
Marine Biota ◽  
Call Rate ◽  
Noise Frequency ◽  
Passive Acoustic

Human-generated underwater noise and its effect on marine biota is recognized as an important issue. Boat noise can affect the communication success of fish species that use sounds for spawning purposes. During the reproductive period, males of the black drum Pogonias spp. produce calls ranging from 90 Hz to 300 Hz. In the Mar Chiquita coastal lagoon (Buenos Aires, Argentina), Pogonias courbina is one of the primary fishing species. Although no regulation is directly applied to protect it, a ban protects the reproductive period of other fish species during weekdays. Here, we investigated the potential effect of boat noise on P. courbina vocalizations through a passive acoustic method. Acoustic data were collected, and P. courbina calls were identified and counted. The files with boat noise passages were categorized into classes according to their noise frequency range (A = below 700 Hz, B = over 700 Hz, and C = below and above 700 Hz). The fish call rate was lower in files where boat noise overlapped the fish call frequency (Classes A and C). Only boat noise from Class C was significantly reduced during days with the active fishing ban. These results suggest that anthropogenic noise may affect the P. courbina call rate and underline the importance of including the evaluation of anthropogenic noise in the current management of the area.

scholarly journals scSNV: accurate dscRNA-seq SNV co-expression analysis using duplicate tag collapsing

2021 ◽  
Vol 22 (1) ◽  
Author(s):  
Gavin W. Wilson ◽  
Mathieu Derouet ◽  
Gail E. Darling ◽  
Jonathan C. Yeung
Keyword(s):  
Genetic Variants ◽  
False Positive ◽  
Variant Calling ◽  
Call Rate ◽  
Rna Seq ◽  
Single Nucleotide Variants ◽  
Single Nucleotide ◽  
Variant Call ◽  
Two Samples ◽  
Co Detection

AbstractIdentifying single nucleotide variants has become common practice for droplet-based single-cell RNA-seq experiments; however, presently, a pipeline does not exist to maximize variant calling accuracy. Furthermore, molecular duplicates generated in these experiments have not been utilized to optimally detect variant co-expression. Herein, we introduce scSNV designed from the ground up to “collapse” molecular duplicates and accurately identify variants and their co-expression. We demonstrate that scSNV is fast, with a reduced false-positive variant call rate, and enables the co-detection of genetic variants and A>G RNA edits across twenty-two samples.

scholarly journals The Regime-Switching Behaviour of Exchange Rates and Frontier Stock Market Prices in Sub-Saharan Africa

2021 ◽  
Vol 14 (3) ◽  
pp. 122
Author(s):  
Maud Korley ◽  
Evangelos Giouvris
Keyword(s):  
Stock Market ◽  
Stock Markets ◽  
Regime Switching ◽  
Markov Switching ◽  
Sub Saharan Africa ◽  
Var Model ◽  
High Volatility ◽  
Sub Saharan ◽  
The Relationship ◽  
Fx Market

Frontier markets have become increasingly investible, providing diversification opportunities; however, there is very little research (with conflicting results) on the relationship between Foreign Exchange (FX) and frontier stock markets. Understanding this relationship is important for both international investor and policymakers. The Markov-switching Vector Auto Regressive (VAR) model is used to examine the relationship between FX and frontier stock markets. There are two distinct regimes in both the frontier stock market and the FX market: a low-volatility and a high-volatility regime. In contrast with emerging markets characterised by “high volatility/low return”, frontier stock markets provide high (positive) returns in the high-volatility regime. The high-volatility regime is less persistent than the low-volatility regime, contrary to conventional wisdom. The Markov Switching VAR model indicates that the relationship between the FX market and the stock market is regime-dependent. Changes in the stock market have a significant impact on the FX market during both normal (calm) and crisis (turbulent) periods. However, the reverse effect is weak or nonexistent. The stock-oriented model is the prevalent model for Sub-Saharan African (SSA) countries. Irrespective of the regime, there is no relationship between the stock market and the FX market in Cote d’Ivoire. Our results are robust in model selection and degree of comovement.

Courtship displays and mounting calls are honest, condition-dependent signals that influence mounting success in Hermann's tortoises

2005 ◽  
Vol 83 (10) ◽  
pp. 1306-1313 ◽  
Author(s):  
P Galeotti ◽  
R Sacchi ◽  
M Fasola ◽  
D Pellitteri Rosa ◽  
M Marchesi ◽  
...  
Keyword(s):  
Frequency Modulation ◽  
Call Rate ◽  
Multiple Traits ◽  
Sexual Interaction ◽  
Courtship Intensity ◽  
Male Condition ◽  
Testudo Hermanni ◽  
Courtship Signals ◽  
Male Morphology ◽  
Rate Frequency

Like other terrestrial tortoises, the courtship behaviour of Hermann's tortoises (Testudo hermanni Gmelin, 1789) is based on a multiple signalling system that involves visual, olfactory, tactile, and acoustic signals. In this study, we analysed relationships between male morphology, hematological profile, courtship intensity, vocalizations, and mounting success in Hermann's tortoises breeding in semi-natural enclosures to investigate the effects of male condition on signals exhibited during courtship and on their mounting success. Results showed that mounting success of Hermann's tortoise males was positively affected by the number of sexual interactions/h, number of bites given to the female during interactions, and by call rate and frequency-modulation range. Call rate, frequency-modulation range, and number of sexual interaction/h increased with hematocrit value, while number of bites given to females decreased with leukocyte concentration. In conclusion, courtship signals exhibited by Hermann's tortoise males, including vocalizations, reliably reveal different components of male condition, and females may use these multiple traits to choose high-quality partners. This is the first study documenting the condition-dependent nature of tortoise courting signals and their effect on male mounting success.

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