Some mathematical properties of the futures market platform

This is an introductory work to analytical properties of the futures market platform’s main parameters. The underlying mechanism of this market structure is formulated into a mathematical dynamical model. Some mathematical properties of traders’ positions, their potential and realized wealths, market open interest and average price, are stated and demonstrated.futures market platform, open interest

Optimal Strategies for Automated Traders in a Producer-Consumer Futures Market

The aim of this work is to show how automated traders can operate a futures market. First, we established some hypothesises on the properties of the ’correct’ price pattern which translates accurately the underlying moves in the supply/demand balance and the nominal price, then mathematical measures were derived allowing to estimate the efficiency of a given trading strategy. As a starting step, we applied our approach to a simplified market setup where only two automated traders, a producer and a consumer, can trade. They receive a stream of forecasts on supply and demand levels and they should react instantaneously by adjusting these forecasts, then issuing sale and buy orders. Later, we suggested a parameterized trading strategy for the two automatons. Finally, we obtained by simulation the optimal parameters of this strategy in some particular cases.Automated traders; optimal strategies; agent based

Automatizing Price Negotiation in Commodities Markets

This is an introductory work to trade automatization of the futures market, so far operated by human traders. We are not focusing on maximizing individual profits of any trader as done in many studies, but rather we try to build a stable electronic trading system allowing to obtain a fair price, based on supply and demand dynamics, in order to avoid speculative bubbles and crashes. In our setup, producers and consumers release regularly their forecasts of output and consumption respectively. Automated traders will use this information to negotiate price of the underlying commodity. We suggested a set of analytical criteria allowing to measure the efficiency of the automatic trading strategy in respect to market stability.Automated Traders, Optimal Strategies, Futures Market, Commodities Trading

FRET Studies of the Interaction of Dimeric Cyanine Dyes with DNA

Fluorescence Resonance Energy Transfer (FRET) is a powerful tool to determine distances between chromophores bound to macromolecules, since the efficiency of the energy transfer from an initially excited donor to an acceptor strongly depends on the distance between the two dye molecules. The structure of the noncovalent complex of double-strand DNA (dsDNA) with thiazol orange dimers (TOTO) allows FRET analysis of two intercalated chromophores. By intercalation of two different TOTO dyes we observe an energy transfer from TOTO-1 as donor and TOTO-3 as acceptor. In this manner we are able to determine the mean distance between two proximate TOTO molecules bound to dsDNA. Thus the maximum number of binding positions for this type of intercalation dyes in the dsDNA can be obtained. Furthermore the dependency of the acceptor emission on the donor concentration is analysed. The emission of TOTO-3 reaches a maximum when the acceptor-to-donor ratio is 1:1

Sizing of single fluorescently stained DNA fragments by scanning microscopy

We describe an approach to determine DNA fragment sizes based on the fluorescence detection of single adsorbed fragments on specifically coated glass cover slips. The brightness of single fragments stained with the DNA bisintercalation dye TOTO‐1 is determined by scanning the surface with a confocal microscope. The brightness of adsorbed fragments is found to be proportional to the fragment length. The method needs only minute amount of DNA, beyond inexpensive and easily available surface coatings, like poly‐l‐lysine, 3‐aminoproyltriethoxysilane and polyornithine, are utilizable. We performed DNA‐sizing of fragment lengths between 2 and 14 kb. Further, we resolved the size distribution before and after an enzymatic restriction digest. At this a separation of buffers or enzymes was unnecessary. DNA sizes were determined within an uncertainty of 7-14%. The proposed method is straightforward and can be applied to standardized microtiter plate

Real-Time Detection of Polymerase Activity Using Supercritical Angle Fluorescence

We investigated the incorporation efficiencies of different fluorescently labelled dNTPs with polymerases by complementary strand synthesis. For this reason single stranded DNA was immobilized on a coverslip and the increase of fluorescence due to the synthesis of the corresponding strand with tagged dNTPs was detected with a supercritical angle fluorescence biosensor in real-time. By comparison of the observed signal intensities it was possible to conclude that the system Cy5-dCTP—Klenow (exonuclease free) fragment gives the best incorporation yield of the investigated enzymes and dNTP

UAN telemetry unit. Mooring simulation

Rep 06/09 - SiPLAB July 27th 2009This is a report describing the results of the mooring simula- tions, for the UAN - subsurface telemetry unit (STU)