MoneyScience News |
- MoneyScience Daily is out! http://t.co/yz3zw0GO : Top stories today via @rjocean @thestalwart @crookedtimber @heatherdale @analyticbridge
- Blog Post: TheReformedBroker: Congratulations, We've Turned One Percentism Into a Sport
- Blog Post: TheAlephBlog: Buy-and-Hold Can't Die, Redux
- Published / Preprint: Concentrated Equilibrium and Intraday Patterns in Financial Markets
- Published / Preprint: Joint Modelling of Gas and Electricity Spot Prices
- Published / Preprint: Why are quadratic normal volatility models analytically tractable?
- Published / Preprint: Order book dynamics in liquid markets: limit theorems and diffusion approximations
- Blog Post: TheFinancialServicesClub: Making a mint
- Published / Preprint: Elementary processes governing the evolution of road networks
- Published / Preprint: Statistical Analysis of the Road Network of India
- Published / Preprint: Evolution of Wikipedia's Category Structure
- Blog Post: TalesfromaTradingDesk: Brazil ' The New Single Bank Platform Frontier?
- The Financial Education Daily is out! http://t.co/TYlzia3F ⸠Top stories today via @ucirvine_mba @cornell_univ
- Blog Post: RobertPestonBlog: Will there be a British Business Bank?
- Cass News: âTo practise what we preachâ http://t.co/kWhxBenK
- Blog Post: Falkenblog: Do Low Vol Tactics Matter?
- Blog Post: AllAboutAlpha: Final CFTC Rule Limits Registration Exemptions for Commodity Pools
- Published / Preprint: Asymptotics of robust utility maximization. (arXiv:1203.1191v1 [math.PR])
- Published / Preprint: The evolvability of business and the role of antitrust. (arXiv:1203.1311v1 [q-fin.GN])
- Published / Preprint: UPDATE February 2012 - The Food Crises: Predictive validation of a quantitative model of food prices including speculators and ethanol conversion. (arXiv:1203.1313v1 [physics.soc-ph])
- RT @TandF_Economics Visit the subject news page for all the latest offers, free access and news from Routledge E... http://t.co/YsHtCd7Y
- Vince Cable has called for Royal Bank of Scotland (RBS) to be split up, in a letter leaked to the BBC http://t.co/T2k9aUDw #tcm
- Blog Post: FINalternatives: CTA Pardo Launches 2 Managed Futures Programs
- RT @QFINANCEnews: Mortgage rates are rising whilst the Bank of England's Quantitative Easing is supposed to cut them http://t.co/Qv2MhAGm
- âTo practise what we preachâ
- RT @rszbt: Lonely indeed: RT @CMEGroup: RT @BW: Meet the lone Tweeter of Deutsche Bank | http://t.co/Ms65mP0T $$"
- Blog Post: QFINANCE: Mortgage rates are rising whilst the Bank of England's Quantitative Easing is supposed to cut them
- Blog Post: TimingLogic: The Manipulation Of Home Depot's Stock
- Blog Post: ThreeToedSloth: Multivariate Distributions (Advanced Data Analysis from an Elementary Point of View)
- Blog Post: Pertrac: Bringing Daily Data (and the Cloud) to PerTrac Analytics
- A unique supercomputer at the San Diego Supercomputer Center - http://t.co/mqUoPMqB specs here: http://t.co/g395Qet5 #tcm
- The Need for Automated Clearing In an Increasingly Complex #Derivatives Market - http://t.co/o6hAi3aB #tcm
- Avoid Social Media MBAs, Some Students Say: http://t.co/FaS1vvxY #socialmedia #mba
- By several measures, women are a growing presence at business schools worldwide - http://t.co/7bx5BOJO
- Business Schools Need to Teach Programming - http://t.co/DtkzaGin #tcm
- Thomson Reuters and @INSEAD to Produce Asia Business Sentiment Survey http://t.co/ArxEdgki
- Warwick Business School researchers to get £1.6 million to decide if people are rational - http://t.co/eWhaD1yg @WarwickBSchool #tcm
- Blog Post: HighFrequencyTradingReview: Alternative venues play waiting game in Japan
- Business Schools Need to Teach Programming - http://t.co/Se6jhv0x #tcm
- Retractions and the function of a journal - http://t.co/zY25ZWXA #tcm
- Vendor News: ITG Launches New Dynamic Open Algorithm
- Financial Technology News Report is out! http://t.co/Jdseecpa : Top stories today via @markit @moneyscience @blackhorse @adventsoftware
| Posted: 07 Mar 2012 04:42 AM PST moneyscience: MoneyScience Daily is out! http://t.co/yz3zw0GO â–¸ Top stories today via @rjocean @thestalwart @crookedtimber @heatherdale @analyticbridge Visit MoneyScience for the Complete Article.      |
| Blog Post: TheReformedBroker: Congratulations, We've Turned One Percentism Into a Sport Posted: 07 Mar 2012 03:56 AM PST This is awesome! It's like ESPN for robber barons! Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: Buy-and-Hold Can't Die, Redux Posted: 07 Mar 2012 02:53 AM PST When I wrote my piece last night, I did not write it to say one ought to buy and never sell. In investing, I encourage the concept that one must look to relative valuations and trade assets that are worth less for those that are worth more. In doing so, one maintains exposure to the overall risk of the markets, but shifts to more promising areas.read more... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Concentrated Equilibrium and Intraday Patterns in Financial Markets Posted: 07 Mar 2012 02:37 AM PST Applied Mathematical Finance, Volume 0, Issue 0, Page 1-19, Ahead of Print. Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Joint Modelling of Gas and Electricity Spot Prices Posted: 07 Mar 2012 02:37 AM PST Applied Mathematical Finance, Volume 0, Issue 0, Page 1-25, Ahead of Print. Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Why are quadratic normal volatility models analytically tractable? Posted: 07 Mar 2012 01:08 AM PST We discuss the class of "Quadratic Normal Volatility" models, which have drawn much attention in the financial industry due to their analytic tractability and flexibility. We characterize these models as the ones that can be obtained from stopped Brownian motion by a simple transformation and a change of measure that only depends on the terminal value of the stopped Brownian motion. This explains... Visit MoneyScience for the Complete Article.    |
| Posted: 07 Mar 2012 01:08 AM 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.    |
| Blog Post: TheFinancialServicesClub: Making a mint Posted: 07 Mar 2012 01:07 AM PST We had a debate last night about “the future of cash â€" is there one?†with the Royal Mint and LINK network arguing against two digital futurists.read more... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Elementary processes governing the evolution of road networks Posted: 07 Mar 2012 12:54 AM PST Urbanisation is a fundamental phenomenon whose quantitative characterisation is still inadequate. We report here the empirical analysis of a unique data set regarding almost 200 years of evolution of the road network in a large area located north of Milan (Italy). We find that urbanisation is characterised by the homogenisation of cell shapes, and by the stability throughout time of... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Statistical Analysis of the Road Network of India Posted: 07 Mar 2012 12:54 AM PST In this paper we study the Indian Highway Network as a complex network where the junction points are considered as nodes, and the links are formed by an existing connection. We explore the topological properties and community structure of the network. We observe that the Indian Highway Network displays small world properties and is assortative in nature. We also identify the most important... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Evolution of Wikipedia's Category Structure Posted: 07 Mar 2012 12:54 AM PST Wikipedia, as a social phenomenon of collaborative knowledge creating, has been studied extensively from various points of views. The category system of Wikipedia, introduced in 2004, has attracted relatively little attention. In this study, we focus on the documentation of knowledge, and the transformation of this documentation with time. We take Wikipedia as a proxy for knowledge in general and... Visit MoneyScience for the Complete Article.    |
| Blog Post: TalesfromaTradingDesk: Brazil ' The New Single Bank Platform Frontier? Posted: 07 Mar 2012 12:54 AM PST Wall Street & Technologies article from a few months back on BTG Pactual single platform cross-asset trading initiative, coupled with CityAM’s article on on the growth of Brazil’s economy offer interesting reading and speculation.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 06 Mar 2012 11:25 PM PST BusinessSchools: The Financial Education Daily is out! http://t.co/TYlzia3F â–¸ Top stories today via @ucirvine_mba @cornell_univ Visit MoneyScience for the Complete Article.    |
| Blog Post: RobertPestonBlog: Will there be a British Business Bank? Posted: 06 Mar 2012 11:09 PM PST So what is the state of play on the government's ambition to correct the perceived lack of credit for small and medium-sized businesses?read more... Visit MoneyScience for the Complete Article.    |
| Cass News: âTo practise what we preachâ http://t.co/kWhxBenK Posted: 06 Mar 2012 10:18 PM PST BusinessSchools: Cass News: ‘To practise what we preach’ http://t.co/kWhxBenK Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: Do Low Vol Tactics Matter? Posted: 06 Mar 2012 07:34 PM PST An important question for any strategy is how important tactics are. That is, for some strategies, tactics are unimportant because the algorithm has a 'flat maximum', where lots of parameters generate outputs very nearly as good as the optimal parameters. Debt models have this characteristic, as a handful of inputs generate the optimal metric pretty well with a variety of weightings and... Visit MoneyScience for the Complete Article.    |
| Blog Post: AllAboutAlpha: Final CFTC Rule Limits Registration Exemptions for Commodity Pools Posted: 06 Mar 2012 05:57 PM PST With the enactment of the Dodd-Frank Act (more formally the Wall Street Reform and Consumer Protection Act) in 2010, Congress demanded change. It did not specifically demand changes in the rules relating to CPOs, but it did demand that the SEC change certain rules regarding hedge fund advisors, and the CFTC has decided that a reconsideration of the CPO rules is “consistent with the tenor of the... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Asymptotics of robust utility maximization. (arXiv:1203.1191v1 [math.PR]) Posted: 06 Mar 2012 05:35 PM PST For a stochastic factor model we maximize the long-term growth rate of robust expected power utility with parameter $\lambda\in(0,1)$. Using duality methods the problem is reformulated as an infinite time horizon, risk-sensitive control problem. Our results characterize the optimal growth rate, an optimal long-term trading strategy and an asymptotic worst-case model in terms of an... Visit MoneyScience for the Complete Article.    |
| Posted: 06 Mar 2012 05:35 PM PST In this paper, based on theories of complex adaptive systems, I argue that the main case for antitrust policy should be extended to include the criteria of "evolvability." To date, the main case focuses on economizing, including market power as a key filter for identifying suspect cases. Both production and transaction costs are considered as part of economizing and other factors are use to... Visit MoneyScience for the Complete Article.    |
| Posted: 06 Mar 2012 05:35 PM PST Increases in global food prices have led to widespread hunger and social unrest---and an imperative to understand their causes. In a previous paper published in September 2011, we constructed for the first time a dynamic model that quantitatively agreed with food prices. Specifically, the model fit the FAO Food Price Index time series from January 2004 to March 2011, inclusive. The results showed... Visit MoneyScience for the Complete Article.    |
| Posted: 06 Mar 2012 01:45 PM PST moneyscience: RT @TandF_Economics Visit the subject news page for all the latest offers, free access and news from Routledge E... http://t.co/YsHtCd7Y Visit MoneyScience for the Complete Article.    |
| Posted: 06 Mar 2012 12:22 PM PST moneyscience: Vince Cable has called for Royal Bank of Scotland (RBS) to be split up, in a letter leaked to the BBC http://t.co/T2k9aUDw #tcm Visit MoneyScience for the Complete Article.    |
| Blog Post: FINalternatives: CTA Pardo Launches 2 Managed Futures Programs Posted: 06 Mar 2012 12:07 PM PST Chicago-based commodity trading advisor Pardo Capital has launched two new managed futures programs based on its flagship XT99 Diversified trading program.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 06 Mar 2012 11:20 AM PST moneyscience: RT @QFINANCEnews: Mortgage rates are rising whilst the Bank of England’s Quantitative Easing is supposed to cut them http://t.co/Qv2MhAGm Visit MoneyScience for the Complete Article.    |
| âTo practise what we preachâ Posted: 06 Mar 2012 09:59 AM PST Survey of values within charities show volunteers need greater voice Visit MoneyScience for the Complete Article.    |
| Posted: 06 Mar 2012 08:36 AM PST moneyscience: RT @rszbt: Lonely indeed: RT @CMEGroup: RT @BW: Meet the lone Tweeter of Deutsche Bank | http://t.co/Ms65mP0T $$" Visit MoneyScience for the Complete Article.    |
| Posted: 06 Mar 2012 08:07 AM PST    |
| Blog Post: TimingLogic: The Manipulation Of Home Depot's Stock Posted: 06 Mar 2012 08:05 AM PST Home Depot is one of the most interesting large cap stocks over the last six months or so. This tight regression band of price is clearly a sign of quantitative finance or algorithmic trading. Because there is no single point of information, we really don't know exactly what is going on with the stock. Have a handful of hedge funds teamed up to manipulate the stock as stock pools did going... Visit MoneyScience for the Complete Article.    |
| Posted: 06 Mar 2012 06:54 AM PST Reminders about multivariate distributions. The multivariate Gaussian distribution: definition, relation to the univariate or scalar Gaussian distribution; effect of linear transformations on the parameters; plotting probability density contours in two dimensions; using eigenvalues and eigenvectors to understand the geometry of multivariate Gaussians; conditional distributions in multivariate... Visit MoneyScience for the Complete Article.    |
| Blog Post: Pertrac: Bringing Daily Data (and the Cloud) to PerTrac Analytics Posted: 06 Mar 2012 06:52 AM PST We are excited to announce the latest release of PerTrac Analytics (7.2.2) which includes a greatly enhanced, cloud-based data distribution process for our clients. The initial catalyst for this change was multiple client requests for daily mutual fund performance  data feeds.  As anyone involved in the analytics space knows, the demands placed on analytical systems by daily data are more than... Visit MoneyScience for the Complete Article.    |
| Posted: 06 Mar 2012 06:43 AM PST fin_tech: A unique supercomputer at the San Diego Supercomputer Center - http://t.co/mqUoPMqB specs here: http://t.co/g395Qet5 #tcm Visit MoneyScience for the Complete Article.    |
| Posted: 06 Mar 2012 06:27 AM PST fin_tech: The Need for Automated Clearing In an Increasingly Complex #Derivatives Market - http://t.co/o6hAi3aB #tcm Visit MoneyScience for the Complete Article.    |
| Avoid Social Media MBAs, Some Students Say: http://t.co/FaS1vvxY #socialmedia #mba Posted: 06 Mar 2012 06:26 AM PST BusinessSchools: Avoid Social Media MBAs, Some Students Say: http://t.co/FaS1vvxY #socialmedia #mba Visit MoneyScience for the Complete Article.    |
| Posted: 06 Mar 2012 06:26 AM PST BusinessSchools: By several measures, women are a growing presence at business schools worldwide - http://t.co/7bx5BOJO Visit MoneyScience for the Complete Article.    |
| Business Schools Need to Teach Programming - http://t.co/DtkzaGin #tcm Posted: 06 Mar 2012 06:26 AM PST BusinessSchools: Business Schools Need to Teach Programming - http://t.co/DtkzaGin #tcm Visit MoneyScience for the Complete Article.    |
| Thomson Reuters and @INSEAD to Produce Asia Business Sentiment Survey http://t.co/ArxEdgki Posted: 06 Mar 2012 06:26 AM PST BusinessSchools: Thomson Reuters and @INSEAD to Produce Asia Business Sentiment Survey http://t.co/ArxEdgki Visit MoneyScience for the Complete Article.    |
| Posted: 06 Mar 2012 06:26 AM PST BusinessSchools: Warwick Business School researchers to get £1.6 million to decide if people are rational - http://t.co/eWhaD1yg @WarwickBSchool #tcm Visit MoneyScience for the Complete Article.    |
| Blog Post: HighFrequencyTradingReview: Alternative venues play waiting game in Japan Posted: 06 Mar 2012 06:18 AM PST read more... Visit MoneyScience for the Complete Article.    |
| Business Schools Need to Teach Programming - http://t.co/Se6jhv0x #tcm Posted: 06 Mar 2012 06:10 AM PST fin_tech: Business Schools Need to Teach Programming - http://t.co/Se6jhv0x #tcm Visit MoneyScience for the Complete Article.    |
| Retractions and the function of a journal - http://t.co/zY25ZWXA #tcm Posted: 06 Mar 2012 05:25 AM PST BusinessSchools: Retractions and the function of a journal - http://t.co/zY25ZWXA #tcm Visit MoneyScience for the Complete Article.    |
| Vendor News: ITG Launches New Dynamic Open Algorithm Posted: 06 Mar 2012 05:07 AM PST Accesses Crucial Opening Auction Liquidity While Minimizing Price Impact NEW YORK, March 6, 2012 /PRNewswire/ -- ITG (NYSE: ITG), a leading agency research broker and financial technology firm, today announced the release of the new ITG Dynamic Open Algorithm. ITG Dynamic Open empowers traders to tap the liquidity available in the NYSE and NASDAQ opening auctions while minimizing price impact... Visit MoneyScience for the Complete Article.    |
| Posted: 06 Mar 2012 04:58 AM PST fin_tech: Financial Technology News Report is out! http://t.co/Jdseecpa â–¸ Top stories today via @markit @moneyscience @blackhorse @adventsoftware Visit MoneyScience for the Complete Article.    |
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