MoneyScience News |
- How Many MBA Applications Is Too Many? http://t.co/1lXhzJyM
- Business Schools With The Most Competitive Students - http://t.co/UcmS35gJ
- Social Networking, Personality Ratings, & the Organizational Context: More Than Meets the Eye http://t.co/rrWZlKKp #socialmedia @wb_finance
- RT @diegoramosflor: RT @SSRN: [Q&A] What exactly is "Sustainability Research"? http://t.co/vyLLHMhw John Peters explains @GSEresearch
- RT @FOCproject: How is financial instability similar to, say, an earthquake? Mauro Gallegati explains. http://t.co/6X2RPyLX http://t.co ...
- NYSE holds fire on #HFT charges as volumes dip - http://t.co/nI6xSYrt #tcm
- Via @Matt_Davey - Inside Reference Data - Counterparty Risk Webcast http://t.co/FcTfNqG3 #tcm #risk
- Very interesting via @FelixSalmon- some very good reasons why clients hire conflicted investment banks http://t.co/YX21TRIU #tcm
- @psyfitec offers a Manifesto For a Low-Growth World - http://t.co/iUH1nvQo #tcm
- RT @diegoramosflor: RT @SSRN: [Q&A] What exactly is "Sustainability Research"? http://t.co/doLTlukx John Peters explains @GSEresearch
- Research Library: A Comprehensive Look at Financial Volatility Prediction by Economic Variables (pdf)
- Via @Matt_Davey - Inside Reference Data - Counterparty Risk Webcast http://t.co/aMFRoqhG #tcm #risk
- Blog Post: RobertPestonBlog: Diamond not Barclays' top earner with £6.3m
- Blog Post: TheAlephBlog: Peak Government Debt
- Published / Preprint: Forecasting hedge fund volatility: a Markov regime-switching approach
- Bloomberg views on the ultra fast machine ecology paper: http://t.co/Wrl6FSkr - more comment here: http://t.co/kFUyLQXa #hft #tcm
- Blog Post: HighFrequencyTradingReview: Fundamental Interactions Announces International Expansion of Neutron Trading Appliance
- Research Library: The Role of Risk Aversion in Non-Conscious Decision Making
- Market Manipulation and Algorithmic Trading: The Next Wave of Regulatory Enforcement?
- Blog Post: relmbo: Why I'm Running For North Carolina State Treasurer
- Blog Post: TheFinancialServicesClub: Things worth reading: 9th March 2012
- Cass News: Itâs entrepreneurs who will get the country back on its feet and help it grow http://t.co/mzkifyVO
- Published / Preprint: Income distribution patterns from a complete social security database. (arXiv:1203.1880v1 [physics.soc-ph])
- Published / Preprint: The Bellman equation for power utility maximization with semimartingales. (arXiv:0912.1883v3 [q-fin.PM] UPDATED)
- Published / Preprint: Directional Variance Adjustment: improving covariance estimates for high-dimensional portfolio optimization. (arXiv:1109.3069v3 [q-fin.PM] UPDATED)
- Blog Post: TheReformedBroker: What's not to like?
- Blog Post: FinanceClippings: Fender going public
- Blog Post: InstituteforNewEconomicThinking: How to Tackle the Challenge of Sovereign Debt
- Blog Post: FINalternatives: Citco Vet Miller Joins JPMorgan WSS
- Blog Post: ThreeToedSloth: Density Estimation (Advanced Data Analysis from an Elementary Point of View)
- ICMA Centre News: Indian scholar on exchange at ICMA Centre http://t.co/N04f9v9x
- Blog Post: AllAboutAlpha: Algo Trading: Life in the Cross-Hairs
- Itâs entrepreneurs who will get the country back on its feet and help it grow
- Blog Post: QFINANCE: QFINANCE: News Update (March 02' 08, 2012)
- Blog Post: TimingLogic: Nasdaq Transports Are Telling The Real Story - Is Massively Levered Market Demand Nearing A Tipping Point?
- ARM + GPU - A route to Exascale? http://t.co/R4NuBeUT #tcm
- Blog Post: TheMonetaryFuture: Doug Casey on Cashless Societies
- Vendor News: ITG Releases February 2012 US Trading Volumes
How Many MBA Applications Is Too Many? http://t.co/1lXhzJyM Posted: 09 Mar 2012 04:29 AM PST |
Business Schools With The Most Competitive Students - http://t.co/UcmS35gJ Posted: 09 Mar 2012 04:29 AM PST |
Posted: 09 Mar 2012 04:29 AM PST |
Posted: 09 Mar 2012 04:29 AM PST |
Posted: 09 Mar 2012 04:15 AM PST |
NYSE holds fire on #HFT charges as volumes dip - http://t.co/nI6xSYrt #tcm Posted: 09 Mar 2012 04:15 AM PST |
Via @Matt_Davey - Inside Reference Data - Counterparty Risk Webcast http://t.co/FcTfNqG3 #tcm #risk Posted: 09 Mar 2012 04:15 AM PST |
Posted: 09 Mar 2012 04:15 AM PST |
@psyfitec offers a Manifesto For a Low-Growth World - http://t.co/iUH1nvQo #tcm Posted: 09 Mar 2012 04:15 AM PST |
Posted: 09 Mar 2012 04:15 AM PST |
Posted: 09 Mar 2012 04:03 AM PST Charlotte Christiansen, Maik Schmeling and Andreas Schrimpf Abstract We investigate if asset return volatility is predictable by macroeconomic and financial variables and shed light on the economic drivers of financial volatility. Our approach is distinct due to its comprehensiveness: First, we employ a data-rich forecast methodology to handle a large set of potential predictors in a... Visit MoneyScience for the Complete Article. |
Via @Matt_Davey - Inside Reference Data - Counterparty Risk Webcast http://t.co/aMFRoqhG #tcm #risk Posted: 09 Mar 2012 03:47 AM PST |
Blog Post: RobertPestonBlog: Diamond not Barclays' top earner with £6.3m Posted: 09 Mar 2012 03:27 AM PST |
Blog Post: TheAlephBlog: Peak Government Debt Posted: 09 Mar 2012 02:38 AM PST We’re in an interesting situation where most developed country governments are borrowing at a rapid rate, and their central banks are financing it.ร Public old age retirement and health plans are underfunded.ร Most major developed countries can’t grow rapidly, and there’s really nothing that can be done about it — competition from cheaper labor in developing countries is... Visit MoneyScience for the Complete Article. |
Published / Preprint: Forecasting hedge fund volatility: a Markov regime-switching approach Posted: 09 Mar 2012 02:32 AM PST |
Posted: 09 Mar 2012 02:00 AM PST |
Posted: 09 Mar 2012 01:45 AM PST Fundamental Interactions Inc plans to take clients of the Neutron Trading Appliance live across three continents by the end of 2012. As part of the global expansion, routing and market data integration will be added for new trading venues in Europe, Asia and Latin America. Additionally a complete FX trading module will be integrated into the product. The FIN trading appliance... Visit MoneyScience for the Complete Article. |
Research Library: The Role of Risk Aversion in Non-Conscious Decision Making Posted: 09 Mar 2012 01:26 AM PST Shuo Wang, Ian Krajbich Ralph Adolphs and Naotsugu Tsuchiya Abstract To what extent can people choose advantageously without knowing why they are making those choices? This hotly debated question has capitalized on the Iowa Gambling Task (IGT), in which people often learn to choose advantageously without appearing to know why. However, because the IGT is unconstrained in many respects, this... Visit MoneyScience for the Complete Article. |
Market Manipulation and Algorithmic Trading: The Next Wave of Regulatory Enforcement? Posted: 09 Mar 2012 01:12 AM PST |
Blog Post: relmbo: Why I'm Running For North Carolina State Treasurer Posted: 09 Mar 2012 12:42 AM PST North Carolina's current treasurer is a PROFESSIONAL POLITICIAN and NOT a professional investment manager (see her lack of investment experience on Linkedin by clicking here). I invite you to compare her investment experience with mine (see my investment experience on LinkedIn by clicking here). The current treasurer started in political office 11 years ago - first winning a... Visit MoneyScience for the Complete Article. |
Blog Post: TheFinancialServicesClub: Things worth reading: 9th March 2012 Posted: 08 Mar 2012 11:17 PM PST |
Posted: 08 Mar 2012 10:35 PM PST |
Posted: 08 Mar 2012 05:35 PM PST We analyze the income distribution of employees for 9 consecutive years (2001-2009) using a complete social security database for an economically important district of Romania. The database contains detailed information on more than half million taxpayers, including their monthly salaries from all employers where they worked. Besides studying the characteristic distribution functions in the high... Visit MoneyScience for the Complete Article. |
Posted: 08 Mar 2012 05:35 PM PST We study utility maximization for power utility random fields with and without intermediate consumption in a general semimartingale model with closed portfolio constraints. We show that any optimal strategy leads to a solution of the corresponding Bellman equation. The optimal strategies are described pointwise in terms of the opportunity process, which is characterized as the minimal solution of... Visit MoneyScience for the Complete Article. |
Posted: 08 Mar 2012 05:35 PM PST Robust and reliable covariance estimates play a decisive role in financial and many other applications. An important class of estimators is based on Factor models. Here, we show by extensive Monte Carlo simulations that covariance matrices derived from the statistical Factor Analysis model exhibit a systematic error, which is similar to the well-known systematic error of the spectrum of the... Visit MoneyScience for the Complete Article. |
Blog Post: TheReformedBroker: What's not to like? Posted: 08 Mar 2012 01:18 PM PST |
Blog Post: FinanceClippings: Fender going public Posted: 08 Mar 2012 11:57 AM PST |
Blog Post: InstituteforNewEconomicThinking: How to Tackle the Challenge of Sovereign Debt Posted: 08 Mar 2012 11:44 AM PST In a special editorial for the Globe and Mail, James Haley writes that the G20 must address the problem of sovereign debt. He explores three key issues that emerged from the recent conference titled “Sovereign Debtors in Distress: Are Our Institutions Up to the Challenge?” that INET co-hosted with its partner organization the Centre for International Governance Innovation (CIGI) at... Visit MoneyScience for the Complete Article. |
Blog Post: FINalternatives: Citco Vet Miller Joins JPMorgan WSS Posted: 08 Mar 2012 11:18 AM PST |
Posted: 08 Mar 2012 11:02 AM PST The desirability of estimating not just conditional means, variances, etc., but whole distribution functions. Parametric maximum likelihood is a solution, if the parametric model is right. Histograms and empirical cumulative distribution functions are non-parametric ways of estimating the distribution: do they work? The Glivenko-Cantelli law on the convergence of empirical distribution... Visit MoneyScience for the Complete Article. |
ICMA Centre News: Indian scholar on exchange at ICMA Centre http://t.co/N04f9v9x Posted: 08 Mar 2012 10:51 AM PST |
Blog Post: AllAboutAlpha: Algo Trading: Life in the Cross-Hairs Posted: 08 Mar 2012 10:25 AM PST Three lawyers with Covington & Burlington write about the new intensified scrutiny to which regulators are subjecting algorihtmic and high frequency trading. They place it in the context of an old dispute over what constitutes market manipulation. According to the broadest view, if a trader's 'sole intent' in making even a quite ordinary buy or sell order is to move the price, then the... Visit MoneyScience for the Complete Article. |
Itâs entrepreneurs who will get the country back on its feet and help it grow Posted: 08 Mar 2012 10:11 AM PST |
Blog Post: QFINANCE: QFINANCE: News Update (March 02' 08, 2012) Posted: 08 Mar 2012 09:38 AM PST |
Posted: 08 Mar 2012 08:38 AM PST Actually, the Dow Transports as of Tuesday have a zero percent return for 2012. And, the Nasdaq Transports aren't anywhere close to the 2008 top. In fact, in the mini collapse last fall, the Nasdaq Transports actually hit price levels seen in May of 2009. That would be two months after the collapse of 2008 bottomed. In other words, the Nasdaq Transports as of last fall... Visit MoneyScience for the Complete Article. |
ARM + GPU - A route to Exascale? http://t.co/R4NuBeUT #tcm Posted: 08 Mar 2012 08:34 AM PST |
Blog Post: TheMonetaryFuture: Doug Casey on Cashless Societies Posted: 08 Mar 2012 07:33 AM PST Interviewed by Louis James, Editor International Speculator Wednesday, March 7, 2012 http://www.proactiveinvestors.com/columns/casey-research/928/doug-casey-on-cashless-societies-0928.html L: Doug, we've had a lot of questions from readers about the apparent push governments are making to go to paperless currency รข" all electronic, no cash. Do you think that's likely, and what... Visit MoneyScience for the Complete Article. |
Vendor News: ITG Releases February 2012 US Trading Volumes Posted: 08 Mar 2012 05:11 AM PST NEW YORK, March 8, 2012 /PRNewswire/ -- ITG (NYSE: ITG), a leading agency research broker and financial technology firm, today announced that February 2012 US trading volume was 3.9 billion shares and average daily volume (ADV) was 193 million shares. This compares to 4.2 billion shares and ADV of 208 million shares in January 2012 and 3.6 billion shares and ADV of 187 million shares in February... Visit MoneyScience for the Complete Article. |
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