MoneyScience News |
- Financial Technology News Report is out! http://t.co/Jdseecpa : Top stories today via @statprogroup @lowlatency @matlab @operasolutions
- Via @umairh : 18.6% of Americans tell pollsters they couldn't always afford to feed their family in 2011 http://t.co/YtrkbJ42 #tcm
- MoneyScience Daily is out! http://t.co/yz3zw0GO : Top stories today via @domlambrinos @a_biao @qfinance_ @ian_fraser @hedgefundfocus
- MasterCard's Chris McWilton: Embracing 'Thoughtful' Risk-taking http://t.co/TD0tDe5q @jimmahar he was at your school #tcm @knowledgwharton
- Vacancies Now Open for 1,000 Barclays Apprentices - http://t.co/hx4wArP8 #tcm
- Blog Post: TalesfromaTradingDesk: Virtual Stubs?
- Blog Post: PatrickBurns: Popular posts 2012 February
- Fourier Transform Methods in Finance - http://t.co/jhyrOBXI #tcm #quant
- Blog Post: mathfinance: 2011 Risk Manager of the Year Week in Review 010312
- Blog Post: TheFinancialServicesClub: Banks should follow Google's approach to privacy
- Blog Post: TheMonetaryFuture: Voucher-Safe: Open Source Digital Bearer Certificates
- Fourier Transform Methods in Finance - http://t.co/EAN4nUkn #tcm #quant
- Newcits: Investing in #UCITS Compliant Hedge Funds - http://t.co/6IqayV6e #tcm
- Published / Preprint: Assessing the Costs of Protection in a Context of Switching Stochastic Regimes
- Market Risk Analysis - Carol Alexander - Four Volume Boxset: http://t.co/5Jsenoai #tcm
- Blog Post: MagicMathsandMoney: Markets, Morality and Mathematics
- Blog Post: TheAlephBlog: Notes on the 2011 Berkshire Hathaway Annual Report, Part 4 (10K Issues)
- Blog Post: FINalternatives: UBP To Acquire Nexar Capital
- GARP, 2011 Risk Manager of the Year Awarded to Aaron Brown, AQR Capital Management
- Blog Post: PsyFiBlog: How to be a Bad Manager: The Pygmalion Effect
- The Financial Education Daily is out! http://t.co/TYlzia3F ⸠Top stories today via @bob_bruner @grenoble_em
- Blog Post: Falkenblog: MIT Conference to Discuss Low Vol Investing
- Blog Post: AllAboutAlpha: Alix Capital: Market Neutral Up, Fixed Income Down
- Published / Preprint: Order book dynamics in liquid markets: limit theorems and diffusion approximations. (arXiv:1202.6412v1 [q-fin.TR])
- Published / Preprint: Confidence sets in nonparametric calibration of exponential L\'evy models. (arXiv:1202.6611v1 [q-fin.ST])
- Published / Preprint: Coherent Price Systems and Uncertainty-Neutral Valuation. (arXiv:1202.6632v1 [q-fin.GN])
- Published / Preprint: Chaos and Nonlinear Dynamics in a Quantum Artificial Economy. (arXiv:1202.6647v1 [nlin.CD])
- Blog Post: FinanceClippings: How much does JP Morgan make on a trade?
- Blog Post: EnhanceConsuting: Hedge Fund Risk Management is 'A Work in Progressâ
- Vendor News: ITG CEO Bob Gasser to Present at Wedbush Securities Conference
- Blog Post: TheReformedBroker: Don't Clowngrade My Stocks, Bro.
- Blog Post: InstituteforNewEconomicThinking: READING ROOM: An Online Seminar on David Graeber's "Debt: The First 5000 Years"
- Cass jumps 142 places in the 2012 Superbrand charts
- Blog Post: FinanceProfessor: Wall Street Bonus Drop Means Trading Aspen for Discount Cereal - Bloomberg
- Blog Post: EconometricsBeat: Leap Year Econometrics
- Blog Post: iMFdirect: The Case for a Managed Float under Inflation Targeting
- Blog Post: QFINANCE: Attempts to make swaps market safer may backfire
- WIley Finance 2012 Risk and Quantitative Finance Catalogue
- Blog Post: RobertPestonBlog: Murdochs: Exit James, enter Rupert
- TradeKing Automates Social Media Surveillance for Regulatory Compliance
| Posted: 01 Mar 2012 04:59 AM PST fin_tech: Financial Technology News Report is out! http://t.co/Jdseecpa â–¸ Top stories today via @statprogroup @lowlatency @matlab @operasolutions Visit MoneyScience for the Complete Article.      |
| Posted: 01 Mar 2012 04:45 AM PST moneyscience: Via @umairh : 18.6% of Americans tell pollsters they couldn't always afford to feed their family in 2011 http://t.co/YtrkbJ42 #tcm Visit MoneyScience for the Complete Article.    |
| Posted: 01 Mar 2012 04:44 AM PST moneyscience: MoneyScience Daily is out! http://t.co/yz3zw0GO â–¸ Top stories today via @domlambrinos @a_biao @qfinance_ @ian_fraser @hedgefundfocus Visit MoneyScience for the Complete Article.    |
| Posted: 01 Mar 2012 04:44 AM PST moneyscience: MasterCard's Chris McWilton: Embracing 'Thoughtful' Risk-taking http://t.co/TD0tDe5q @jimmahar he was at your school #tcm @knowledgwharton Visit MoneyScience for the Complete Article.    |
| Vacancies Now Open for 1,000 Barclays Apprentices - http://t.co/hx4wArP8 #tcm Posted: 01 Mar 2012 04:44 AM PST moneyscience: Vacancies Now Open for 1,000 Barclays Apprentices - http://t.co/hx4wArP8 #tcm Visit MoneyScience for the Complete Article.    |
| Blog Post: TalesfromaTradingDesk: Virtual Stubs? Posted: 01 Mar 2012 04:20 AM PST Anyone used ITKO LISA service virtualization? This video spiked my interest.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: PatrickBurns: Popular posts 2012 February Posted: 01 Mar 2012 04:19 AM PST Most popular posts in 2012 February What does ‘passive investing’ really mean The BurStFin R package The distribution of financial returns made simple The top 7 portfolio optimization problems A tale of two returns (posted in 2010) The US market will absolutely positively definitely go up in 2012 A slice of S&P 500 kurtosis history A slice of S&P 500 skewness history The... Visit MoneyScience for the Complete Article.    |
| Fourier Transform Methods in Finance - http://t.co/jhyrOBXI #tcm #quant Posted: 01 Mar 2012 04:02 AM PST moneyscience: Fourier Transform Methods in Finance - http://t.co/jhyrOBXI #tcm #quant Visit MoneyScience for the Complete Article.    |
| Blog Post: mathfinance: 2011 Risk Manager of the Year Week in Review 010312 Posted: 01 Mar 2012 04:01 AM PST LABORSTA Internet: View and download data for over 200 countries or territories from LABORSTA, an International Labour Office database on labour statistics operated by the ILO Department of Statistics, excellent!Estimating the Value-at-Risk: A Comparative Study of the Extreme Value Theory and Transformed Kernel Density Approach: peak-over-threshold (POT) method outperforms the transformed kernel... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Banks should follow Google's approach to privacy Posted: 01 Mar 2012 03:31 AM PST We talk about Big Data and information leverage a lot. Banks are underutilising the data they have about customers and should be far more holistic in approach.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheMonetaryFuture: Voucher-Safe: Open Source Digital Bearer Certificates Posted: 01 Mar 2012 03:03 AM PST Voucher-Safe is an open source project from the founders of Pecunix. This overview of the decentralised P2P digital currency was published originally in the December 2010 issue of DGC Magazine. Siddley Voucher Safe Project Voucher Safe Open Source Voucher Payment Project For further reading: "Voucher-Safe Goes Live!- Global Anonymous Digital Cash", Voucher-Safe Forum, November 18, 2010 "P2P... Visit MoneyScience for the Complete Article.    |
| Fourier Transform Methods in Finance - http://t.co/EAN4nUkn #tcm #quant Posted: 01 Mar 2012 02:59 AM PST fin_tech: Fourier Transform Methods in Finance - http://t.co/EAN4nUkn #tcm #quant Visit MoneyScience for the Complete Article.    |
| Newcits: Investing in #UCITS Compliant Hedge Funds - http://t.co/6IqayV6e #tcm Posted: 01 Mar 2012 02:42 AM PST moneyscience: Newcits: Investing in #UCITS Compliant Hedge Funds - http://t.co/6IqayV6e #tcm Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Assessing the Costs of Protection in a Context of Switching Stochastic Regimes Posted: 01 Mar 2012 02:30 AM PST Applied Mathematical Finance, Volume 0, Issue 0, Page 1-17, Ahead of Print. Visit MoneyScience for the Complete Article.    |
| Market Risk Analysis - Carol Alexander - Four Volume Boxset: http://t.co/5Jsenoai #tcm Posted: 01 Mar 2012 02:26 AM PST moneyscience: Market Risk Analysis - Carol Alexander - Four Volume Boxset: http://t.co/5Jsenoai #tcm Visit MoneyScience for the Complete Article.    |
| Blog Post: MagicMathsandMoney: Markets, Morality and Mathematics Posted: 01 Mar 2012 01:53 AM PST [[ This is a content summary only. Visit my website for full links, other content, and more! ]]read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: Notes on the 2011 Berkshire Hathaway Annual Report, Part 4 (10K Issues) Posted: 01 Mar 2012 01:27 AM PST From the 10K:read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: FINalternatives: UBP To Acquire Nexar Capital Posted: 01 Mar 2012 01:12 AM PST Union Bancaire Privée has boosted its hedge fund business with a deal for French hedge fund Nexar Capital Group.read more... Visit MoneyScience for the Complete Article.    |
| GARP, 2011 Risk Manager of the Year Awarded to Aaron Brown, AQR Capital Management Posted: 01 Mar 2012 12:11 AM PST The Global Association of Risk Professionals, (GARP, www.garp.org ) presented its 2011 Risk Manager of the Year Award today to Aaron Brown, Head of Risk Management for AQR Capital Management at the Association's 13th Annual Risk Management Convention & Exhibition at the New York Marriott Marquis in New York City. read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: PsyFiBlog: How to be a Bad Manager: The Pygmalion Effect Posted: 29 Feb 2012 11:45 PM PST “A unique characteristic of superior managers is the ability to create high performance expectations that subordinates fulfil ... Subordinates, more often than not, appear to do what they believe they are expected to do.â€(Daido and Itoh)Bad Vibes One of the most powerful â€" and frightening â€" research programs in social psychology was that conducted by Robert Rosenthal into the... Visit MoneyScience for the Complete Article.    |
| Posted: 29 Feb 2012 11:33 PM PST BusinessSchools: The Financial Education Daily is out! http://t.co/TYlzia3F â–¸ Top stories today via @bob_bruner @grenoble_em Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: MIT Conference to Discuss Low Vol Investing Posted: 29 Feb 2012 07:31 PM PST Next Friday, March 9, there's going to be an MIT Sloan Investment Management Conference, over in Cambridge MA. It's pretty cheap (~$100), and you can register here. Makes me a little jealous of people who live near Megacities like Boston, New York City, or Chicago, where all the Bloomberg terminals exist, because such things are so much more frequent. I'll be a discussant there on Low... Visit MoneyScience for the Complete Article.    |
| Blog Post: AllAboutAlpha: Alix Capital: Market Neutral Up, Fixed Income Down Posted: 29 Feb 2012 05:37 PM PST After a survey of recipients of the UCITS Alternative Index, the UAI Industry Survey Q1 2012, Alix Capital reports that majorities expressed satisfaction with the current level of allocation for certain strategies: commodities, emerging markets, forex, and macro global strategies. But there was a lot of interest in increasing allocations to CTAs, equity market neutral, and volatility-based... Visit MoneyScience for the Complete Article.    |
| Posted: 29 Feb 2012 05:30 PM PST We propose a model for the dynamics of a limit order book in a liquid market where buy and sell orders are submitted at high frequency. We derive a functional central limit theorem for the joint dynamics of the bid and ask queues and show that, when the frequency of order arrivals is large, the intraday dynamics of the limit order book may be approximated by a Markovian jump-diffusion process in... Visit MoneyScience for the Complete Article.    |
| Posted: 29 Feb 2012 05:30 PM PST Confidence intervals and joint confidence sets are constructed for the nonparametric calibration of exponential L\'evy models based on prices of European options. This is done by showing joint asymptotic normality for the estimation of the volatility, the drift, the intensity and the L\'evy density at finitely many points in the spectral calibration method. Furthermore, the asymptotic... Visit MoneyScience for the Complete Article.    |
| Posted: 29 Feb 2012 05:30 PM PST We consider fundamental questions of arbitrage pricing arising when the uncertainty model is given by a set of possible mutually singular probability measures. With a single probability model, essential equivalence between the absence of arbitrage and the existence of an equivalent martingale measure is a folk theorem, see Harrison and Kreps (1979). We establish a microeconomic foundation of... Visit MoneyScience for the Complete Article.    |
| Posted: 29 Feb 2012 05:30 PM PST Chaos and nonlinear economic dynamics are addressed for a quantum coupled map lattice model of an artificial economy, with quantized supply and demand equilibrium conditions. The measure theoretic properties and the patterns that emerge in both the economic business volume dynamics' diagrams as well as in the quantum mean field averages are addressed and conclusions are drawn in regards to the... Visit MoneyScience for the Complete Article.    |
| Blog Post: FinanceClippings: How much does JP Morgan make on a trade? Posted: 29 Feb 2012 03:05 PM PST An interesting table showing how much JP Morgan makes per trade on average, broken out by different trades. A few interesting points: 1. There isn't much money in equity trading. It's a high volume low margin business. 2. Swaps and loan deals are much more profitable but probably require more effort to put the trade together. 3. Most of JPM's revenue comes from fixed income. ... Visit MoneyScience for the Complete Article.    |
| Blog Post: EnhanceConsuting: Hedge Fund Risk Management is 'A Work in Progressâ Posted: 29 Feb 2012 01:36 PM PST By Simon Kerr For a long period I was unable to carry on reading SEI’s fifth annual global survey of institutional hedge fund investors beyond this summary point: “RISK MANAGEMENT IS A WORK IN PROGRESS. Only one in five of those we polled agreed that “most hedge funds do a good job of risk management.††The view embedded is a strong challenge to the proposition offered by those who run... Visit MoneyScience for the Complete Article.    |
| Vendor News: ITG CEO Bob Gasser to Present at Wedbush Securities Conference Posted: 29 Feb 2012 01:25 PM PST TABLE.hugin { BORDER-BOTTOM-COLOR: black; BORDER-TOP-COLOR: black; BORDER-RIGHT-COLOR: black; BORDER-LEFT-COLOR: black } TD.hugin { BORDER-BOTTOM-COLOR: black; PADDING-BOTTOM: 3px; BORDER-TOP-COLOR: black; PADDING-LEFT: 3px; PADDING-RIGHT: 3px; BORDER-RIGHT-COLOR: black; BORDER-LEFT-COLOR: black; PADDING-TOP: 3px } NEW YORK, February 29, 2012 - ITG (NYSE: ITG), a leading agency research broker... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheReformedBroker: Don't Clowngrade My Stocks, Bro. Posted: 29 Feb 2012 12:57 PM PST My post yesterday about buying growth stocks on "Bullsh*t Downgrades" generated a lot of emails in response Visit MoneyScience for the Complete Article.    |
| Posted: 29 Feb 2012 11:39 AM PST What is Debt? David Graeber’s book Debt: The First 5000 Years explores this question by tracing the historical development of the idea of debt from ancient Mesopotamia to present, in the process challenging the idea that a barter economy preceded the development of money.read more... Visit MoneyScience for the Complete Article.    |
| Cass jumps 142 places in the 2012 Superbrand charts Posted: 29 Feb 2012 09:47 AM PST Results of annual survey reveal Cass Business School is 'highest climber' of all UK business schools Visit MoneyScience for the Complete Article.    |
| Posted: 29 Feb 2012 09:42 AM PST    |
| Blog Post: EconometricsBeat: Leap Year Econometrics Posted: 29 Feb 2012 09:25 AM PST I guess there must be a few econometricians who were "leap year babies" - that is, both on 29 February. I'm not one of them, but a former co-author of mine was. This is the first February 29th since he passed away, and it's a good day to remember how much fun we had working together. Peter Hampton was my very first co-author (in 1976), and we published seven paper together. Peter's primary... Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: The Case for a Managed Float under Inflation Targeting Posted: 29 Feb 2012 09:12 AM PST By Jonathan D. Ostryread more... Visit MoneyScience for the Complete Article.    |
| Blog Post: QFINANCE: Attempts to make swaps market safer may backfire Posted: 29 Feb 2012 09:09 AM PST    |
| WIley Finance 2012 Risk and Quantitative Finance Catalogue Posted: 29 Feb 2012 08:31 AM PST Save 20% on Risk and Quant finance books on financial modelling, quantitative finance, financial engineering, market credit and operational risk management.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: RobertPestonBlog: Murdochs: Exit James, enter Rupert Posted: 29 Feb 2012 07:52 AM PST "You don't need more than one Murdoch in charge".read more... Visit MoneyScience for the Complete Article.    |
| TradeKing Automates Social Media Surveillance for Regulatory Compliance Posted: 29 Feb 2012 05:13 AM PST TradeKing, a North Carolina- and Florida-based online broker dealer, has gone live with SunGard’s Protegent Social Media Surveillance for regulatory compliance and to monitor its advisors’ activity on social media sites. TradeKing is using the solution to help ensure that activity on its corporate Twitter account and Facebook page is captured and moderated when pre-approval is... Visit MoneyScience for the Complete Article.    |
| You are subscribed to email updates from The Complete MoneyScience Reloaded To stop receiving these emails, you may unsubscribe now. | Email delivery powered by Google |
| Google Inc., 20 West Kinzie, Chicago IL USA 60610 | |