Corporate Green CSR Trading Management based on a Metadata Analysis

Abstract

The current article is about a new management approach introduced as “corporate green CSR trading management”, and particularly useful in managing the trading of the green CSR firms as benchmark. The subject is important because now-a-days green companies have grown in popularity in US stock markets and many fund managers include them in trading portfolios. The principal target is to introduce a framework for personalized market strategies when trading CSR firms. So, the concept “corporate green CSR trading management” is defined initially as an innovative concept benchmarked a 3-d array and then the dimensions, functionalities, and trading returns of this array are discussed. Article reasons that, in no-way and sidelong markets hedge funds profit from the proposed trading management concept at the expense of long-term investors and swing traders. Similarly in bull/bear markets, short-term traders and institutions profit at the expense of hedge funds. As paper’s contribution could be regarded the empirically-tested conclusion that, after the incorporation of the “corporate green CSR trading management” in trading management tactics: (i) in sidelong markets trading, hedge fund money accumulates  profit entirely with overnight-positions in ethical CSR ETFs; while (ii) in bull/bear markets trading, the profit occurs in day-trading on non-ethical 3x ETF traded mainly by short-term traders and institutions. Finally, the best results in all cases are received by CSR ETFs in no-way and sidelong markets after employing an overnight-position return trading strategy based on the proposed utility.