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by Sleepy Ted
February 4th, 2023, 3:02 pm
Forum: General Forum
Topic: Fund group internal transfers at unfair prices
Replies: 15
Views: 7107

Re: Fund group internal transfers at unfair prices

No, but if the manager is SEC-regulated this  guide  may be of interest.  (This guide is apparently the product of a law firm probably looking to earn whistleblower fees, so keep that in mind). What is your evidence besides the disparate performance of various funds?  Thanks for that guide I have a...
by Sleepy Ted
February 4th, 2023, 10:17 am
Forum: General Forum
Topic: Fund group internal transfers at unfair prices
Replies: 15
Views: 7107

Fund group internal transfers at unfair prices

I'm looking at data from an investment manager, he had a number of funds. I suspect that he transferred assets between his funds to boost the performance of star funds (obviously causing a loss for the other funds). Does anyone know of any previous academic studies that have looked at this type of a...
by Sleepy Ted
February 2nd, 2023, 11:57 am
Forum: General Forum
Topic: Valuation fwd volatility agreement (FVA)
Replies: 1
Views: 3970

Re: Valuation fwd volatility agreement (FVA)

ask for a quote from a couple of banks and brokers
by Sleepy Ted
February 2nd, 2023, 11:54 am
Forum: General Forum
Topic: Fund Data with Offsetting Transactions
Replies: 0
Views: 9215

Fund Data with Offsetting Transactions

I’m looking at transactions from a fund manager, I see many purchases and sales, however occasionally I see exactly offsetting purchases and sales on the same day at the same price. [table][tr][td] B/S [/td] [td] Trade Date [/td] [td] Quantity [/td] [td] Price [/td] [/tr] [tr][td]Buy[/td] [td]14/07/...
by Sleepy Ted
November 26th, 2022, 12:12 pm
Forum: General Forum
Topic: any link between covid and Russian invasion of Ukraine?
Replies: 6
Views: 4071

Re: any link between covid and Russian invasion of Ukraine?

Perhaps Putin thought that the West was distracted by Covid, and with the high costs of Covid the West wouldn't support Ukraine?
by Sleepy Ted
November 26th, 2022, 10:22 am
Forum: General Forum
Topic: any link between covid and Russian invasion of Ukraine?
Replies: 6
Views: 4071

any link between covid and Russian invasion of Ukraine?

Was there any link between Covid-19 and Russian invasion of Ukraine?

Did Covid-19 somehow cause the invasion?
by Sleepy Ted
December 10th, 2021, 9:39 am
Forum: Trading Forum
Topic: Trying to identify strategy
Replies: 3
Views: 9583

Re: Trying to identify strategy

This question is posted with rather incomplete context on multiple levels. You seem to assume every trade a bank makes is for their own account, and therefore representative of their own strategy (?) If so, what is your basis for making such an assumption? Separately, do you understand how so-calle...
by Sleepy Ted
December 10th, 2021, 9:11 am
Forum: Technical Forum
Topic: Volume in Yahoo Finance Historical Prices Data
Replies: 3
Views: 5688

Re: Volume in Yahoo Finance Historical Prices Data

Knowing how to ask a category of question is often more important than knowing the answer to one iteration of a question. Yahoo is not the originating source of any equity trade/quote data, as far as I know. That means Yahoo has zero say in defining any of the fields in equities trade history data ...
by Sleepy Ted
December 10th, 2021, 9:10 am
Forum: Technical Forum
Topic: Volume in Yahoo Finance Historical Prices Data
Replies: 3
Views: 5688

Re: Volume in Yahoo Finance Historical Prices Data

thank you for your helpful answer, I see the exchange is Xetra, I'll look into their definitions
by Sleepy Ted
September 29th, 2021, 9:48 am
Forum: Trading Forum
Topic: Trying to identify strategy
Replies: 3
Views: 9583

Trying to identify strategy

I'm looking at a long list of trades executed by a bank I can identify some strategies These puzzle me, these trades appear to be related but I can't figure out what is going on Date Trade Quantity Price 16/04/2013 SELL           -33,678 58.67 16/04/2013 SELL           -33,678 58.67 16/04/2013 BUY ...
by Sleepy Ted
August 7th, 2021, 4:36 pm
Forum: Technical Forum
Topic: Volume in Yahoo Finance Historical Prices Data
Replies: 3
Views: 5688

Volume in Yahoo Finance Historical Prices Data

Does anyone know exactly what this Volume field shows? Does it include block trades? I understand that it excludes share transfers associated with repos, stock borrowing and lending? If two banks privately negotiate a deal between themselves, does that deal size affect the Yahoo Finance volume? It s...