TECNICHE DI TRADING: DAL DAY TRADING ALLO SCALPING

L’Analisi Tecnica non è una scienza esatta e molto spesso ci si lascia attrarre dai suoi successi piuttosto che dai suoi fallimenti. Lo Scalping è una tecnica di speculazione fulminea che a differenza dell’Analisi Tecnica non si basa su studi o previsioni, ma analizza il mercato nel momento in cui si vuole operare. L’operatività dello Scalper è contraddistinta da un numero elevato di operazioni, che prese singolarmente non costituiscono un guadagno di nota, ma che sommate generano un profitto considerevole

Comparison of Control Modes of a Hand-Held Robot for Laparoscopic Surgery

Teleoperated robots for minimally invasive surgery make surgeons loose direct contact with the patient. We are developing a handheld, dexterous surgical robot that can be controlled with one hand only, while standing at the operating table. The instrument is composed of a master part (the handle) and a slave part (the tip). This work compares the performance of different control modes, i.e. different ways to map the degrees of freedom of the handle to those of the tip. We ask users to drive the tip along complex trajectories in a virtual environment, using the real master to drive a simulated slave, and assess their performance. Results show that, concerning time, users with no training in laparoscopy prefer a direct mapping of position and orientation, like in free hand motion. However, users trained in laparoscopy perform equally fast with our hand-held robot and, concerning precision, make a smaller number of errors

A hybrid constraint programming and semidefinite programming approach for the stable set problem

This work presents a hybrid approach to solve the maximum stable set problem, using constraint and semidefinite programming. The approach consists of two steps: subproblem generation and subproblem solution. First we rank the variable domain values, based on the solution of a semidefinite relaxation. Using this ranking, we generate the most promising subproblems first, by exploring a search tree using a limited discrepancy strategy. Then the subproblems are being solved using a constraint programming solver. To strengthen the semidefinite relaxation, we propose to infer additional constraints from the discrepancy structure. Computational results show that the semidefinite relaxation is very informative, since solutions of good quality are found in the first subproblems, or optimality is proven immediately.Comment: 14 page

A Re-Appraisal of the Role of the Monetary Policy: The Quantity Theory of Money Through a Structural Vector Autoregressive Approach

The COVID-19 pandemic, the Russia–-Ukraine and the Israel–-Hamas conflicts, and the resulting global economic shocks will affect the world economy for several years. This paper analyzes and discusses monetary finance (MF) using the Quantity Theory of Money (QTM) to understand economic dynamics. To achieve this goal, we utilize a Structural Vector Autoregressive (SVAR) identification scheme with sign restrictions on datasets from advanced economies. The findings indicate that monetary growth plays a role in short-term inflationary dynamics, while its effects are less significant in the medium to long term. The aim of the paper is to contribute to ongoing debate surrounding the potential strategies for addressing the economic downturn through the reintroduction of monetary finance (MF)

Spillovers between non-commercial traders’ activity and spot prices? Analysis of the financialization mechanism in the crude oil market

PurposeThe purpose of this stud is to analyze the financialization effect on oil prices.Design/methodology/approachThis study applied the technique of multibreak point analysis with Bai and Perron test plus VAR methodology.FindingsFindings revealed that there was no effect on oil prices.Originality/valueTo the best of the author's knowledge, this is the first paper combining the multibreakpoint analysis with VAR for the period analyzed in the present work

The investment rate of return at the end of the period: a future worth approach to capital budgeting

The Net Present Value (NPV) within the Discounted Cash-Flow (DCF) framework is the preferred theoretical method at the academic level for dealing with capital budgeting problems. However, despite an elegant form and an undeniable technical allure in its Capital Asset Pricing Model (CAPM) version, a large number of situations raise serious concerns about the assumptions that must be made in order to successfully address practical cases. With the aim of obtaining a solution to this issue, the paper develops and proposes a new methodology based on a Future Worth (FW) approach labelled as Investment Rate of Return at the End of the Period (IRREP). With a couple of real-world cases, we present its effectiveness to contexts where traditional approaches are lacking due to serious theoretical inconsistencie

An Empirical Investigation into the Investment–Saving Relationship Through Granger Non-Causality Panel Tests

The investment–saving relationship has been the subject of much debate. On the one hand, there is the conventional mainstream neoclassical school of thought that advocates for the idea that saving determines investment. On the other hand, heterodox economists (mainly in the post-Keynesian/structuralist tradition) posit an inverse relationship between these variables. This article empirically investigates the direction of causality in order to contribute to the existing literature on the topic. To this end, two Granger panel tests are applied to a dataset of 106 countries over the period from 1980 to 2023. The econometric techniques used are effective in accounting for both cross-sectional dependence and heterogeneity in the data. In summary, our findings align with the theoretical models that posit bidirectional causality as the most probable explanation of the mechanism driving investment and saving. More specifically, they are consistent with post-Keynesian (demand-led) assumptions describing an open economy operating below its maximum potential growth rate within a current account solvency constraint