Commodity Trading Advisor Indexes And Alpha Generation Relationships

Intelligent Electronic Trading for Commodity Exchanges

their preferences on those product dimensions. Since a single commodity market is made up of many heterogeneous goods that are close to each other but different in grade, quality and delivery conditions, preference satisfaction plays an important role in improving trade matches. In cotton markets, for instance, a cotton merchant may want to specify his preferences like " I prefer early delivery...

An agent-based commodity trading simulation

In recent years, the study of trading in electronic markets has received significant amount of attention, particularly in the areas of artificial intelligence and electronic commerce. With increasingly sophisticated technologies being applied in analyzing information and making decisions, fully autonomous software agents are expected to take up significant roles in many important fields. This t...

Negotiation Supports in a Commodity Trading Market

Advanced electronic trading systems, such as the third phase of the TELCOT system, provide a negotiation mechanism for traders. The purpose of such a negotiation mechanism is to make the trading procedure more flexible. In principle, an electronic trading system establishes an environment in which traders select their partners based on posted trading terms such as product bid/offer prices, prod...

A Fuzzy Expert System as a Stock Trading Advisor

this paper demonstrates a Fuzzy Expert System that works as a very simple trading system that receives buying or selling orders from a Fuzzy Expert System. Additionally, this paper also answers two other questions posed by assignment number two of class CS657. —————————— ——————————

Hedge Funds, Funds-of-Funds, and Commodity Trading Advisors