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The experimental investigation shows that, the bang-bang control which based on this model, results in a large position error.
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An aggressive group of traders in London built a large position that distorted the credit market and has prompted $6.2 billion in losses.
A corporation called Double-D Ranch owned valuable real estate and stock in publicly traded companies including a large position in American Home Products.
It looks like the trader purchased 12,000 puts at the May $11 strike for a premium of $0.37 apiece in combination with the purchase of a large position in the stock.
Berry recently sold a sizable position in cellular phone maker Nokia but still holds a large position in Ericcson.
In addition, at the beginning of the decade, the S&P 500 had a large position in tech stocks, while most mutual funds were not as tech heavy.
In a scheme known as "building ammo", a single trader would amass a large position in a currency and, just before or during the fix, would exit that position.
They still have a large position in a legacy of the Price era: Chase Manhattan, now J.P. Morgan Chase & Company.
The fund also has a large position in Limited Brands, owner of Victoria's Secret.
Short-sellers — investors who bet that a stock's price will fall — have a large position in the stock.
It has also taken a large position in Toll Brothers, one of the country's biggest home builders.
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Justyna Jupowicz-Kozak
CEO of Professional Science Editing for Scientists @ prosciediting.com