scholarly journals Impact of time zones on forecasting of exchange market based on distribution of expected values

2016 ◽  
Author(s):  
Nijolė Maknickienė ◽  
Algirdas Maknickas
Keyword(s):  
New York ◽  
Exchange Rates ◽  
Historical Data ◽  
Trading Strategies ◽  
Exchange Market ◽  
Time Intervals ◽  
Additional Information ◽  
Forecasting Method ◽  
Time Zones ◽  
Expected Values

Forecasting of chaotic changes of exchange rates usually is based on historical data and depends on the choice of time intervals. This study seeks to develop new forecasting method based on data of different time zones. This paper demonstrates how the using of London and New York divisions of the trading day allows getting additional information from predicting exchange rates. This was modelled with the help of ensemble of EVOLINO for obtaining of predictions of the distribution of expected values. The obtained results show that double forecasts evaluation reveals a possible trend in the exchange market and enriches the choice of real-time trading strategies.

An Open Source Finance System for Stocks Backtesting Trade Strategies

2021 ◽  
Vol 12 (2) ◽  
pp. 52-65
Author(s):  
Eviatar Rosenberg ◽  
Dima Alberg
Keyword(s):  
User Interface ◽  
Open Source ◽  
Programming Language ◽  
Capital Market ◽  
Historical Data ◽  
Trading Strategies ◽  
Market Volatility ◽  
Finance System ◽  
Python Programming Language ◽  
Python Programming

A significant part of pension savings is in the capital market and exposed to market volatility. The COVID-19 pandemic crisis, like the previous crises, damaged the gains achieved in those funds. This paper presents a development of open-source finance system for stocks backtesting trade strategies. The development will be operated by the Python programming language and will implement application user interface. The system will import historical data of stocks from financial web and will produce charts for analysis of the trends in stocks price. Based on technical analysis, it will run trading strategies which will be defined by the user. The system will output the trade orders that should have been executed in retrospect and concluding charts to present the profit and loss that would occur to evaluate the performance of the strategy.

MEASURING SHOCK IN FINANCIAL MARKETS

2000 ◽  
Vol 03 (03) ◽  
pp. 347-355 ◽  
Author(s):  
GILLES O. ZUMBACH ◽  
MICHEL M. DACOROGNA ◽  
JØRGEN L. OLSEN ◽  
RICHARD B. OLSEN
Keyword(s):  
Financial Markets ◽  
High Frequency ◽  
Foreign Exchange Market ◽  
Exchange Market ◽  
Time Intervals ◽  
Event Scale ◽  
Time Horizons ◽  
Richter Scale ◽  
Market Shocks ◽  
Short Time

Analogous to the Richter scale for earthquakes, we introduce the Scale of Market Shocks (SMS), an "event" scale to quantify the size of shocks in financial markets. It is based on price volatilities and computed by integrating volatilities over time horizons ranging from 1 hour to 42 days. The SMS is computed using quality high frequency market data and can be constructed for any market. We compute the SMS for the foreign exchange market. For two major FX rates, we study the relation between SMS peaks and major "world events". We measure also the correlation between the Scale of Market Shocks index and the size of the subsequent price movements and show a high correlation for short time intervals.

Historical Data on a Specimen of Sooty Tern from Oswego, New York

The Auk ◽  
1941 ◽  
Vol 58 (2) ◽  
pp. 258-259
Author(s):  
Dayton Stoner
Keyword(s):  
New York ◽  
Historical Data ◽  
Sooty Tern

Guitar Forum: The Flute, Viola, Guitar Trio: Its History, Literature and Performance

1986 ◽  
Vol 36 (4) ◽  
pp. 73-76
Author(s):  
Douglas Hensley
Keyword(s):  
New York ◽  
Chamber Music ◽  
San Francisco ◽  
Classical Guitar ◽  
The West ◽  
Master's Degrees ◽  
Private Lessons ◽  
Additional Information ◽  
The Past ◽  
And Performance

Douglas Hensley has been an active chamber musician ever since he took up serious study of the classical guitar. He received bachelor and master's degrees under the direction of David Tanenbaum from the San Francisco Conservatory of Music and he has studied with many other musicians in private lessons and master classes. Over the past ten years he has premiered close to fifty new compositions, performed numerous U.S. premieres and the West Coast premiere of Elliott Carter's “Changes” for solo guitar. For Opus One Records in New York he has recorded Larry Polansky's “Hensley Variations” and David Loeb's “Trois Cansos” with flautist Kenneth Kramer and violist John Casten. He has also recorded a collection of duets with Japanese shakuhachi master Masayuka Koga, “Autumn Mist,” for Fortuna Records of Novato, California. His principal activities are as cofounder (with violist/violinist John Casten) and guitarist of the San Francisco-based contemporary performance ensemble ISKRA, which is made up of flute, clarinet, guitar, violin/viola, doublebass and soprano voice. Anyone with additional information about flute, viola, guitar trios (or other chamber music with guitar), or queries, is urged to contact him at 607-A Frederick St., San Francisco, CA 94117.

Most Speculative Attacks Do Not Succeed: Currency Crises and Currency Crashes

2018 ◽  
Vol 09 (01n02) ◽  
pp. 1850001 ◽  
Author(s):  
Hassan Almahmood ◽  
Munif Al Munyif ◽  
Thomas D. Willett
Keyword(s):  
Exchange Rates ◽  
Interest Rates ◽  
Currency Crises ◽  
Emerging Market ◽  
Exchange Market ◽  
Speculative Attacks ◽  
Considerable Research ◽  
Different Types ◽  
Almost All ◽  
Market Pressure

While there has been considerable research on currency crises, relatively little attention has been given to whether they are successful or not. We investigate this question for a set of 32 emerging market economies for the period 1980–2014. In the literature, many different measures of currency crises have been used, but almost all use some variants of exchange market pressure indices that look at changes in exchange rates, international reserves, and often also interest rates. These vary mainly in their specific specifications such as how to weigh the different variables. Therefore, to check the robustness of our results we use six different specifications. A second type of measure is also sometimes used. These focus only on large depreciations of exchange rates. While often called measures of currency crises they are really only measures of currency crashes. We thus take this approach as a measure of successful attacks. Using a wider range of thresholds than studies such as Lavean and Valencia’s, a well-known dataset of different types of financial crises, we still find that the vast majority of speculative attacks are not successful.

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