逼仓

构建期货市场逼仓风险指标，提出分位数阈值法与固定阈值法相结合的联合预警机制，并对中国天然橡胶期货市场加以实证。

The paper designs squeeze risk index on the futures markets . And the united alarming method with the quartile thresholds and constant thresholds are put forward .

靠卖空银行股为原油期货投资提供资金的对冲基金陷入了恶性的逼仓中，采用此项策略的基金数周内损失了逾40%的资金。

Hedge funds that had funded investments in oil futures by selling short on bank shares were caught in a vicious squeeze , as this strategy lost more than 40 per cent in a matter of weeks .

本研究最为关键的突破创新有以下两点：一是结合KLR信号分析法、SV模型等建立了期货交易中的逼仓风险预警模型。

The most important characteristics of this research are as follows : Firstly , combining the KLR signal approach , SV model and GARCH model to build the prewarning model of corner risk in futures market .

期货逼仓机理及监控研究

The research in future corner events and monitoring and Controlling

期货交易中逼仓行为的民事责任研究

The Civil Ability of Market Corner in Futures Trade

基于非线性映射分析的期货逼仓风险判定模型及其应用

The Discriminate Model for the Corner Risk in Future Based on Nonlinear Mapping Analysis and Its Application

经实证分析，本研究的逼仓风险预警模型精度可达76.67%。

In this research , the risk index is up to 96.6 % and the pre-warn precision of corner risk is 76.67 % .

选用资金、价格、持仓量等三类指标来反映期货交易中的逼仓风险，采用非线性映射分析将交易中存在逼仓风险的交易日分离成独立的点群。

Select seven indexes from three sorts-capital , price and open interest to reflect the risk of the corner . By the method of nonlinear mapping , the corner trading days are successfully separated with others , and form a independent points group .

我国试点时期屡屡出现逼仓的现象，一个重要原因就是没有设置持仓限制制度，使大量头寸集中在少数人手中形成垄断和操作市场行为。

During the experimentation stage , we encountered many times ' forced buy in ' . A major reason is that there is no upper limit set for share holdings , and this caused a small number of investors to monopolize and manipulate the market .