Monday, February 27, 2012

MoneyScience News

MoneyScience News


Blog Post: RobertPestonBlog: Why Pru is a eurosceptic

Posted: 27 Feb 2012 02:58 AM PST

The Pru's statement that it may be forced to quit the UK and move its HQ to the Far East is not just sabre rattling.read more...

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RT @TimHarford: Google and the World Bank are going to release lots of data. @owenbarder is not happy http://t.co/CZYEjn0V

Posted: 27 Feb 2012 02:54 AM PST

moneyscience: RT @TimHarford: Google and the World Bank are going to release lots of data. @owenbarder is not happy http://t.co/CZYEjn0V

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Blog Post: HighFrequencyTradingReview: NovaSparks Releases Five Market Data Feed Handlers based on a FPGA Market Data Matrix Architecture

Posted: 27 Feb 2012 02:53 AM PST

NovaSparks Releases Five Market Data Feed Handlers Based on a  FPGA Market Data Matrix Architecture read more...

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RT @portfolioprobe: Realized efficient frontiers http://t.co/BwR7ZlUi the distortion from predicted to realized #quant #finance #rstats

Posted: 27 Feb 2012 02:26 AM PST

moneyscience: RT @portfolioprobe: Realized efficient frontiers http://t.co/BwR7ZlUi the distortion from predicted to realized #quant #finance #rstats

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A venerable model for 'non-predatory' capitalism: Berry Bros & Rudd, Mayfair wine merchant, family run since 1698 http://t.co/LajXDaby #tcm

Posted: 27 Feb 2012 02:12 AM PST

moneyscience: A venerable model for 'non-predatory' capitalism: Berry Bros & Rudd, Mayfair wine merchant, family run since 1698 http://t.co/LajXDaby #tcm

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Blog Post: TheFinancialServicesClub: Greece is the word ... and show some support

Posted: 27 Feb 2012 01:58 AM PST

Europe is full of stereotypes.  The Spanish are always manana, the Italians are all corrupt, the Germans will force you to do it their way and the Brits are always drunk.read more...

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Blog Post: PatrickBurns: Realized efficient frontiers

Posted: 27 Feb 2012 01:34 AM PST

A look at the distortion from predicted to realized.read more...

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Blog Post: FINalternatives: Ex-Gartmore Star's Funds To Debut This Week

Posted: 27 Feb 2012 01:19 AM PST

Guillaume Rambourg, the former Gartmore Group star who left that firm after his suspension for allegedly directing trades, will launch his new hedge funds on Friday. The Paris-based firm expects to raise about US$500 million in its first months for its two maiden offerings before soft-closing when it reaches US$1.5 billion in assets.read more...

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"a treasure trove of nasty details": WikiLeaks publishes Stratfor emails exposing the global trade in intelligence http://t.co/pkVszStk #tcm

Posted: 27 Feb 2012 12:39 AM PST

moneyscience: "a treasure trove of nasty details": WikiLeaks publishes Stratfor emails exposing the global trade in intelligence http://t.co/pkVszStk #tcm

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The Financial Education Daily is out! http://t.co/TYlzia3F ⸠Top stories today via @ieseexeced @mbaatunc @rotmanschool @barcelona_gbs

Posted: 26 Feb 2012 11:47 PM PST

BusinessSchools: The Financial Education Daily is out! http://t.co/TYlzia3F â–¸ Top stories today via @ieseexeced @mbaatunc @rotmanschool @barcelona_gbs

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Blog Post: PsyFiBlog: Why There's Never Been A More Dangerous Time To Invest

Posted: 26 Feb 2012 11:08 PM PST

Facing the Big Guns Tadas Viskanta, who writes and curates the excellent Abnormal Returns, recently penned an equally excellent article entitled There Has Never Been A Better Time To Be An Individual Investor. In this he cogently sets out a list of reasons why investing is cheaper and easier than ever before while caveating that our innate biases work against us when investing. While agreeing...

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Blog Post: BCMstrategy: The Risk Telescope ' Mexico City Ministerial Outcomes

Posted: 26 Feb 2012 07:42 PM PST

One day, when the history of the G20 is written, the G20’s first Mexico ministerial will be remembered as the meeting when the emerging markets stood with the United States to ask Europe please to stand behind the eurozone construct with real money, not guarantees or promises or endless talks.  But today and tomorrow the headlines will largely focus on practical reality: no real decisions have...

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Blog Post: Falkenblog: Generating Deep Thoughts

Posted: 26 Feb 2012 05:35 PM PST

I was reading a lot by David Rock, who seems to have some pretty neat insights on the mind. Anyway, I was struck by this insight on generating 'aha!' moments:variables that improve the ability to detect weak associations may improve insight solving. In short, insights tend to involve connections between small numbers of neurons....Just as it is hard to hear a quiet cell phone at a loud party, it...

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Published / Preprint: A multifractal approach towards inference in finance. (arXiv:1202.5376v1 [q-fin.ST])

Posted: 26 Feb 2012 05:35 PM PST

We introduce tools for inference in the multifractal random walk introduced by Bacry et al. (2001). These tools include formulas for smoothing, filtering and volatility forecasting. In addition, we present methods for computing conditional densities for one- and multi-step returns. The inference techniques presented in this paper, including maximum likelihood estimation, are applied to data from...

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Blog Post: AllAboutAlpha: David Rogers, Founding Partner of Caledon Capital Management on the Role of Alternatives

Posted: 26 Feb 2012 04:14 PM PST

From Lynne Feldman, Director of Marketing at the CAIA Association: David Rogers, CA, CBV, Founding Partner, Caledon Capital Management, discusses constructing an institutional portfolio with private equity, what premium above public markets institutional clients are seeking from private equity, and infrastructure investing. Mr. Rogers spoke with Wendy L. Coleman, CAIA, CFA, FRM, Senior Advisor to...

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Blog Post: iMFdirect: Lagarde: 'World Economy Not Out of Danger Zoneâ

Posted: 26 Feb 2012 03:56 PM PST

Although a derailing of the global recovery has been avoided, the world economy is still not out of the danger zone, IMF Managing Director Christine Lagarde said after the conclusion of the Group of 20 Finance Ministers and Central Bank Governors meeting in Mexico City.read more...

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Blog Post: TheReformedBroker: QOTD: Calculated Risk on Home Sales

Posted: 26 Feb 2012 03:05 PM PST

2011 was the worst year for new home sales since the Census Bureau started tracking sales in 1963

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Blog Post: TimingLogic: Diet Sodas Tied To Heart Attack And Stroke Risks

Posted: 26 Feb 2012 12:00 PM PST

Ya think?  Well, that’s quite an epiphany.  Title link here.

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Early Detection of Collapse Waves in the Global Financial Markets - A New Methodology

Posted: 10 Feb 2012 02:11 AM PST

Some fascinating new research out of Tel Aviv University, in collaboration with the Kiel Institute of World Economy, has been published in PLoS ONE.read more...

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"A rumor in real-time": The logic of a Thomson Reuters takeover of the Financial Times

Posted: 09 Feb 2012 08:31 AM PST

Loose lips and all that. Michael Wolff has a curious piece over at the Guardian. This is after Forbes interesting analysis of the Thomson Reuters - Bloomberg axis, discussing the impact of slowing data-sales which featured the timeless quote: “Our direct competitors are two guys in a basement somewhere are already developing tools to be the next generation newsroom. If we’re not...

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"A rumor in real-time": The logic of a Thomson Reuters takeover of the Financial Times

Posted: 09 Feb 2012 08:15 AM PST

Loose lips and all that. Michael Wolff has a curious piece over at the Guardian. This is after Forbes interesting analysis of the Thomson Reuters - Bloomberg axis, discussing the impact of slowing data-sales which featured the timeless quote: “Our direct competitors are two guys in a basement somewhere are already developing tools to be the next generation newsroom. If we’re not...

Visit MoneyScience for the Complete Article.