Does anybody have an example of a product (physical or financial) that changed its structure of trading periods from a fixed time trading window to a continuous trading model? (ie: moving from a daily or hourly trading structure to a continuous one like global FX)
The reason I am asking this is that I am interested in studying the effect of spot power markets moving from an hourly trading granularity towards smaller trading intervals (half-hourly, quarters & even 5 mins intervals).
Any inputs or leads would be greatly appreciated.
@"lone wolf" ?
I don't know if this is what you are looking for but this paper demonstrates a shift based on the use of algorithmic activity vs human or event based vs time based.
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2034858
With the use of algorithm strategies across all markets, this may provide some insight for further exploration.
Neque qui ea a qui ad illum laudantium. Dolorem praesentium nulla et labore. Corporis eum eius quae quaerat numquam a dolorum. Consequatur enim aut corrupti. Dolores id debitis aperiam quas. Exercitationem ab minima deleniti consequatur consectetur aperiam et.
Explicabo eos cumque laboriosam dolore. Asperiores eum eum repudiandae. Cupiditate aperiam nisi non. Sit et reprehenderit vitae rem voluptatem odit soluta.
Ut in occaecati et. Quisquam aut fugiat in aliquid quia voluptatem consequuntur. Unde labore non nemo reiciendis qui voluptas voluptatem.
See All Comments - 100% Free
WSO depends on everyone being able to pitch in when they know something. Unlock with your email and get bonus: 6 financial modeling lessons free ($199 value)
or Unlock with your social account...