MoneyScience News |
- Financial Technology News Report is out! http://t.co/Jdseecpa : Top stories today via @hftreview @equinix @tradeweb @jeffreypeel
- MoneyScience Daily is out! http://t.co/yz3zw0GO : Top stories today via @alea_ @carla_zilka @ablemarkets @compscifact @refereefinance
- Blog Post: TheFinancialServicesClub: Sustainable values-based banks outperform traditional mainstream banks
- Blog Post: HighFrequencyTradingReview: US bourses to fine HFT data-cloggers [Financial Times]
- Published / Preprint: Pricing Equity Swaps in an Economy with Jumps
- Blog Post: TheAlephBlog: The Anti-Consultancy Consultancy
- Blog Post: RobertPestonBlog: J Murdoch's BSkyB fate in MPs' hands
- The Financial Education Daily is out! http://t.co/TYlzia3F
- Blog Post: PsyFiBlog: Manifesto For a Low-Growth World
- Blog Post: AllAboutAlpha: Yes, the Bubble Burst: That's What Bubbles Do
- Published / Preprint: Portfolios and risk premia for the long run. (arXiv:1203.1399v1 [math.PR])
- Published / Preprint: Differentiability of quadratic BSDEs generated by continuous martingales. (arXiv:0907.0941v3 [math.PR] UPDATED)
- Blog Post: MarketPsych: Middle Eastern Paranoia, Oil, and the Psychology of Playing Chicken
- Blog Post: TheReformedBroker: Media: Appearing on Bloomberg Rewind Tonight at 8pm
- RT @TandF_Economics Read it! Migrants & International Economic Linkages: A Meta-Overview by Peter #Nijkamp, Maso... http://t.co/7pu65mDu
- Blog Post: FINalternatives: Sprint To Junk LightSquared Deal
- Blog Post: EconometricsBeat: Forecasting Flowers
- Blog Post: FinanceClippings: Why finance isn't amoral as you think...
- RT @QFINANCEnews: Breeding The Culture of Greed: Behind Big Banking Bonuses In The UK http://t.co/ZnnFWi8a
- ICMA Centre News: Technical Aspects of Ships and Cargoes (Workshop) http://t.co/0vI3131Z
- Blog Post: TimingLogic: Is Bruce Willis Available? Asteroid Could Possibly Hit Earth In Early 2013
- High rolling MBAs head to Las Vegas
- Blog Post: TalesfromaTradingDesk: FPGA's, Donât Forget Cell Processors â Redline Trading and FX
- An Introduction to QuantLib Development - London, 21-23rd May, 2012 'Early Bird' and 'Group' Discounts Available http://t.co/TMAxJ66N #tcm
- An Introduction to QuantLib Development - London, 21-23rd May, 2012 'Early Bird' and 'Group' Discounts Available http://t.co/4EhoDT89 #tcm
- Blog Post: QFINANCE: Breeding The Culture of Greed: Behind Big Banking Bonuses In The UK
- Research Library: Environmental Accounting for Pollution in the United States Economy
- Research Library: The Effect of TARP on Bank Risk-Taking
- Financial Technology News Report is out! http://t.co/Jdseecpa : Top stories today via @informaticacorp @claradan @fstechnology @kamakuraco
- Research Library: High Frequency Trading Acceleration Using FPGAs (pdf)
- Research Library: High-Frequency Technical Trading: The Importance of Speed
| Posted: 08 Mar 2012 04:58 AM PST fin_tech: Financial Technology News Report is out! http://t.co/Jdseecpa â–¸ Top stories today via @hftreview @equinix @tradeweb @jeffreypeel Visit MoneyScience for the Complete Article.      |
| Posted: 08 Mar 2012 04:43 AM PST moneyscience: MoneyScience Daily is out! http://t.co/yz3zw0GO â–¸ Top stories today via @alea_ @carla_zilka @ablemarkets @compscifact @refereefinance Visit MoneyScience for the Complete Article.    |
| Posted: 08 Mar 2012 04:36 AM PST I'm putting this on the blog, because we have a meeting planned for March 26th that will talk all about sustainable banking:read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: HighFrequencyTradingReview: US bourses to fine HFT data-cloggers [Financial Times] Posted: 08 Mar 2012 04:30 AM PST By Telis Demos read more... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Pricing Equity Swaps in an Economy with Jumps Posted: 08 Mar 2012 02:42 AM PST Applied Mathematical Finance, Volume 0, Issue 0, Page 1-24, Ahead of Print. Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: The Anti-Consultancy Consultancy Posted: 08 Mar 2012 01:53 AM PST I’ve had this idea for 15 years or so, but forgot about it until I sat down and talked with a friend who worked for a dysfunctional company that recently let him go. My experience working in corporate America is that the best and most effective firms listen to their employees, and set up some means of obtaining their opinions on how the business could be improved. Bad firms have... Visit MoneyScience for the Complete Article.    |
| Blog Post: RobertPestonBlog: J Murdoch's BSkyB fate in MPs' hands Posted: 08 Mar 2012 01:53 AM PST Has a report by a select committee of MPs ever before decided whether a business person kept his or her senior job?read more... Visit MoneyScience for the Complete Article.    |
| The Financial Education Daily is out! http://t.co/TYlzia3F Posted: 07 Mar 2012 11:42 PM PST BusinessSchools: The Financial Education Daily is out! http://t.co/TYlzia3F Visit MoneyScience for the Complete Article.    |
| Blog Post: PsyFiBlog: Manifesto For a Low-Growth World Posted: 07 Mar 2012 10:22 PM PST Escher Economics Trying to find a way out of the economic trap that we currently find ourselves in is like attempting to escape from one of those Escher drawings in which stairs spiral round on themselves forever and you find yourself walking up a staircase, upside down. Multiple generations of people have experienced nothing but economic growth, fuelling a consumption frenzy that our rulers are... Visit MoneyScience for the Complete Article.    |
| Blog Post: AllAboutAlpha: Yes, the Bubble Burst: That's What Bubbles Do Posted: 07 Mar 2012 05:34 PM PST The lending encouraged by the monetary policies of a Greenspan or a Bernanke “was bound to put money into the hands of people who didn’t know what to do with it,†writes the author of a new book. The consequences of such lax policies are what we have witnessed since 2007. Bubbles eventually burst, simply because that is what bubbles do. It is better to stop blowing them than to look about... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Portfolios and risk premia for the long run. (arXiv:1203.1399v1 [math.PR]) Posted: 07 Mar 2012 05:34 PM PST This paper develops a method to derive optimal portfolios and risk premia explicitly in a general diffusion model for an investor with power utility and a long horizon. The market has several risky assets and is potentially incomplete. Investment opportunities are driven by, and partially correlated with, state variables which follow an autonomous diffusion. The framework nests models of... Visit MoneyScience for the Complete Article.    |
| Posted: 07 Mar 2012 05:34 PM PST In this paper we consider a class of BSDEs with drivers of quadratic growth, on a stochastic basis generated by continuous local martingales. We first derive the Markov property of a forward--backward system (FBSDE) if the generating martingale is a strong Markov process. Then we establish the differentiability of a FBSDE with respect to the initial value of its forward component. This enables us... Visit MoneyScience for the Complete Article.    |
| Blog Post: MarketPsych: Middle Eastern Paranoia, Oil, and the Psychology of Playing Chicken Posted: 07 Mar 2012 04:00 PM PST When I was a boy in west Texas the neighborhood children enjoyed playing chicken, usually with speeding shopping carts. Two children were pilots and two children were bombs. The pilots dutifully ran their bombs up to full speed, released them, and … CRASH. Ideally your shopping cart remained standing after the collision, in which case you won. Fortunately, two... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheReformedBroker: Media: Appearing on Bloomberg Rewind Tonight at 8pm Posted: 07 Mar 2012 02:15 PM PST Appearing tonight on Bloomberg TV. Visit MoneyScience for the Complete Article.    |
| Posted: 07 Mar 2012 01:38 PM PST moneyscience: RT @TandF_Economics Read it! Migrants & International Economic Linkages: A Meta-Overview by Peter #Nijkamp, Maso... http://t.co/7pu65mDu Visit MoneyScience for the Complete Article.    |
| Blog Post: FINalternatives: Sprint To Junk LightSquared Deal Posted: 07 Mar 2012 01:01 PM PST Sprint Nextel Corp. will pull the plug on its $13.5 billion agreement with LightSquared as soon as next week. The move comes after the Federal Communications Commission last month said it would withdraw LightSquared's preliminary approval and would not give it any further approvals due to interference with global positioning systems.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: EconometricsBeat: Forecasting Flowers Posted: 07 Mar 2012 12:07 PM PST Last March I had a post that I titled "Modelling Flowers on the Wall". It was to do with the Great Victoria Flower Count that the people of this town engage early in each Spring in the hope of annoying friends and family living in less temperate parts of our continent. In that post I developed an extremely sophisticated forecasting model that can be used to predict the flower count each... Visit MoneyScience for the Complete Article.    |
| Blog Post: FinanceClippings: Why finance isn't amoral as you think... Posted: 07 Mar 2012 12:01 PM PST Article by Robert Shiller - quite interesting Visit MoneyScience for the Complete Article.    |
| Posted: 07 Mar 2012 11:30 AM PST moneyscience: RT @QFINANCEnews: Breeding The Culture of Greed: Behind Big Banking Bonuses In The UK http://t.co/ZnnFWi8a Visit MoneyScience for the Complete Article.    |
| ICMA Centre News: Technical Aspects of Ships and Cargoes (Workshop) http://t.co/0vI3131Z Posted: 07 Mar 2012 10:47 AM PST BusinessSchools: ICMA Centre News: Technical Aspects of Ships and Cargoes (Workshop) http://t.co/0vI3131Z Visit MoneyScience for the Complete Article.    |
| Blog Post: TimingLogic: Is Bruce Willis Available? Asteroid Could Possibly Hit Earth In Early 2013 Posted: 07 Mar 2012 10:22 AM PST I suspect the consequences of a 60 meter asteroid hitting earth, were it to survive our atmosphere in one piece, would suck. The energy released would be substantial. Hundreds of nuclear bombs equivalently I would suppose from what I know. Were that to hit a major population center….. If it hit my house, you wouldn’t have the endless... Visit MoneyScience for the Complete Article.    |
| High rolling MBAs head to Las Vegas Posted: 07 Mar 2012 10:05 AM PST Inaugural strategic marketing elective given thumbs up by students Visit MoneyScience for the Complete Article.    |
| Posted: 07 Mar 2012 09:16 AM PST There’s been a degree of press coverage over the last year around FPGA’s. Today I see Redline Trading are again leveraged Cell Processors with the announcement of a solution that provides ultra-low latency performance in the global FX markets.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 07 Mar 2012 08:33 AM PST moneyscience: An Introduction to QuantLib Development - London, 21-23rd May, 2012 'Early Bird' and 'Group' Discounts Available http://t.co/TMAxJ66N #tcm Visit MoneyScience for the Complete Article.    |
| Posted: 07 Mar 2012 08:16 AM PST fin_tech: An Introduction to QuantLib Development - London, 21-23rd May, 2012 'Early Bird' and 'Group' Discounts Available http://t.co/4EhoDT89 #tcm Visit MoneyScience for the Complete Article.    |
| Blog Post: QFINANCE: Breeding The Culture of Greed: Behind Big Banking Bonuses In The UK Posted: 07 Mar 2012 07:41 AM PST    |
| Research Library: Environmental Accounting for Pollution in the United States Economy Posted: 07 Mar 2012 07:22 AM PST Nicholas Z. Muller, Robert Mendelsohn and William Nordhaus Abstract This study presents a framework to include environmental externalities into a system of national accounts. The paper estimates the air pollution damages for each industry in the United States. An integrated-assessment model quantifies the marginal damages of air pollution emissions for the US which are multiplied... Visit MoneyScience for the Complete Article.    |
| Research Library: The Effect of TARP on Bank Risk-Taking Posted: 07 Mar 2012 05:14 AM PST Lamont Black and Lieu Hazelwood Abstract One of the largest responses of the U.S. government to the recent financial crisis was the Troubled Asset Relief Program (TARP). TARP was originally intended to stabilize the financial sector through the increased capitalization of banks. However, recipients of TARP funds were then encouraged to make additional loans despite increased borrower risk. In... Visit MoneyScience for the Complete Article.    |
| Posted: 07 Mar 2012 04:55 AM PST fin_tech: Financial Technology News Report is out! http://t.co/Jdseecpa â–¸ Top stories today via @informaticacorp @claradan @fstechnology @kamakuraco Visit MoneyScience for the Complete Article.    |
| Research Library: High Frequency Trading Acceleration Using FPGAs (pdf) Posted: 06 Mar 2012 04:02 AM PST Christian Leber, Benjamin Geib, Heiner Litz Abstract This paper presents the design of an application specific hardware for accelerating High Frequency Trading applications. It is optimized to achieve the lowest possible latency for interpreting market data feeds and hence enable minimal round-trip times for executing electronic stock trades. The implementation described in this work... Visit MoneyScience for the Complete Article.    |
| Research Library: High-Frequency Technical Trading: The Importance of Speed Posted: 06 Mar 2012 03:57 AM PST Martin L. Scholtus Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute; Tinbergen Institute Dick J. C. Van Dijk Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute; ERIM Tinbergen Institute Discussion Paper 12-018/4 Abstract This paper investigates the importance of speed for technical trading rule performance for three highly... Visit MoneyScience for the Complete Article.    |
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