BROWSE

Bagging the Street

What is 'Bagging the Street'

An investor's failure to avoid trading in the stocks that are part of a block and also within a specified amount of time. Bagging the street refers to a situation where an investor or a trader trades the securities shortly following initiation of the trade. Traders who frequently practice bagging the street will often have their margin requirements revoked by a brokerage.

Explaining 'Bagging the Street'

Block trades are usually for large quantity of stocks; therefore, and thus can have an impact on the price of shares underlying the block, especially if those securities are illiquid. Therefore, traders who practice bagging the street will attempt to gain an unfair disadvantage if the block trade is large enough to impact stock prices. Once the block trade fully goes through and the market quickly absorbs the impacts, investors are free to resume their desired trading strategies.


Further Reading


How useful is bagging in forecasting economic time series? A case study of US consumer price inflation
www.tandfonline.com [PDF]
… where ̂γ ∗ and S ∗ T are the bootstrap analogs of ̂γ and ST … c. The bagged predictor is the expectation of the bootstrap pretest predictor across bootstrap samples, conditional on … An important design parameter in applying bagging is the block size m. If the forecasting model …

Bagging or combining (or both)? An analysis based on forecasting US employment growthBagging or combining (or both)? An analysis based on forecasting US employment growth
www.tandfonline.com [PDF]
… where ̂γ ∗ and S ∗ T are the bootstrap analogs of ̂γ and ST … c. The bagged predictor is the expectation of the bootstrap pretest predictor across bootstrap samples, conditional on … An important design parameter in applying bagging is the block size m. If the forecasting model …

Robustify financial time series forecasting with baggingRobustify financial time series forecasting with bagging
www.tandfonline.com [PDF]
… where ̂γ ∗ and S ∗ T are the bootstrap analogs of ̂γ and ST … c. The bagged predictor is the expectation of the bootstrap pretest predictor across bootstrap samples, conditional on … An important design parameter in applying bagging is the block size m. If the forecasting model …

Dynamic forecasting of financial distress: the hybrid use of incremental bagging and genetic algorithm—empirical study of Chinese listed corporationsDynamic forecasting of financial distress: the hybrid use of incremental bagging and genetic algorithm—empirical study of Chinese listed corporations
link.springer.com [PDF]
… where ̂γ ∗ and S ∗ T are the bootstrap analogs of ̂γ and ST … c. The bagged predictor is the expectation of the bootstrap pretest predictor across bootstrap samples, conditional on … An important design parameter in applying bagging is the block size m. If the forecasting model …

AdaBoost and bagging ensemble approaches with neural network as base learner for financial distress prediction of Chinese construction and real estate companiesAdaBoost and bagging ensemble approaches with neural network as base learner for financial distress prediction of Chinese construction and real estate companies
www.ingentaconnect.com [PDF]
… where ̂γ ∗ and S ∗ T are the bootstrap analogs of ̂γ and ST … c. The bagged predictor is the expectation of the bootstrap pretest predictor across bootstrap samples, conditional on … An important design parameter in applying bagging is the block size m. If the forecasting model …

Bagging constrained equity premium predictorsBagging constrained equity premium predictors
books.google.com [PDF]
… where ̂γ ∗ and S ∗ T are the bootstrap analogs of ̂γ and ST … c. The bagged predictor is the expectation of the bootstrap pretest predictor across bootstrap samples, conditional on … An important design parameter in applying bagging is the block size m. If the forecasting model …

Optimizing the monthly crude oil price forecasting accuracy via bagging ensemble modelsOptimizing the monthly crude oil price forecasting accuracy via bagging ensemble models
academicjournals.org [PDF]
… where ̂γ ∗ and S ∗ T are the bootstrap analogs of ̂γ and ST … c. The bagged predictor is the expectation of the bootstrap pretest predictor across bootstrap samples, conditional on … An important design parameter in applying bagging is the block size m. If the forecasting model …

Identifying the Credit Level of a Company with Bagging-CART Integrated AlgorithmIdentifying the Credit Level of a Company with Bagging-CART Integrated Algorithm
ieeexplore.ieee.org [PDF]
… where ̂γ ∗ and S ∗ T are the bootstrap analogs of ̂γ and ST … c. The bagged predictor is the expectation of the bootstrap pretest predictor across bootstrap samples, conditional on … An important design parameter in applying bagging is the block size m. If the forecasting model …

Smooth Regimes, Macroeconomic Variables, and Bagging for the Short-Term Interest Rate ProcessSmooth Regimes, Macroeconomic Variables, and Bagging for the Short-Term Interest Rate Process
papers.ssrn.com [PDF]
… where ̂γ ∗ and S ∗ T are the bootstrap analogs of ̂γ and ST … c. The bagged predictor is the expectation of the bootstrap pretest predictor across bootstrap samples, conditional on … An important design parameter in applying bagging is the block size m. If the forecasting model …



Q&A About Bagging the Street


What does "Bagging the Street" refer to?

Bagging the street refers to a situation where an investor or a trader trades stocks shortly following initiation of the trade.

What is a block trade?

A block trade is when large quantities of stock are traded at once. This can impact stock prices if those securities are illiquid.

Why would an investor's margin requirements be revoked?

If a trader frequently practices bagging the street, they may have their margin requirements revoked.

What does Internet begging entail?

Internet begging entails asking people to give money to others via the internet rather than in person.

Who are beggars?

Beggars are people who ask for money from others in public places.

What is begging?

Begging is the practice of imploring others to grant a favor, often money.

How do investors resume trading after bagging the street has occurred?

Once the block trade fully goes through and market quickly absorbs impacts, investors are free to resume desired trading strategies.

Who may attempt to gain an unfair advantage with bagging the street?

Investors who practice bagging the street will attempt to gain an unfair advantage if the block trade is large enough to impact stock prices.

How do beggars differ from mendicants?

Mendicants do not ask for money and provide society with various forms of religious service, moral education, and preservation of culture.