MoneyScience News |
- Blog Post: QFINANCE: Japan: A Surge in Optimism
- Blog Post: TheReformedBroker: The Recovery? You're Lookinâ At It.
- RT @boomerangomics: Gangster Banks Keep Winning Public Business. Why? http://t.co/7FqXZtB9 by Matt Taibbi via @rollingstone
- Financial Research Focus - The RSS Feed - http://t.co/m5pcfySB #tcm
- Financial Research Focus - The RSS Feed - http://t.co/kdeSESm9 #tcm
- RT @portfolioprobe: Low (and high) volatility strategy effects http://t.co/pkjjHH3X Is minimum variance like low vol? #quant #finance
- The Ultimate #FollowFriday - 250+ Finance and Economics Tweeters Worth Following - http://t.co/ovMiU99S #ff #tcm
- Published / Preprint: The Darwin Economy: Liberty, Competition, and the Common Good, by Robert H. Frank
- Published / Preprint: Models Behaving Badly: Why Confusing Illusion with Reality Can Lead to Disaster, on Wall Street and in Life, by Emanuel Derman
- Published / Preprint: Calendar
- Published / Preprint: Foreword
- Published / Preprint: Model calibration and automated trading agent for Euro futures
- Published / Preprint: A generalized birthâdeath stochastic model for high-frequency order book dynamics
- Published / Preprint: High-frequency trading model for a complex trading hierarchy
- Published / Preprint: Regularization for stationary multivariate time series
- Published / Preprint: Integer-valued Lévy processes and low latency financial econometrics
- Published / Preprint: Estimation of quarticity with high-frequency data
- Published / Preprint: Detecting market crashes by analysing long-memory effects using high-frequency data
- Published / Preprint: Systemic risk components and deposit insurance premia
- Published / Preprint: Nonlinear problems modeling stochastic volatility and transaction costs
- The Ultimate #FollowFriday - 250+ Finance and Economics Tweeters Worth Following - http://t.co/HWzBM1wG #ff #tcm
- Blog Post: RobertPestonBlog: Three pension tales
- One in 10 polled in the US and UK say they would bank with Apple if the firm decided to move into the money sector http://t.co/yzZk54z1 #tcm
- Published / Preprint: Fractal Markets Hypothesis and the Global Financial Crisis: Scaling, Investment Horizons and Liquidity
- Blog Post: TheAlephBlog: Book Review: How Markets Really Work
- Blog Post: TheFinancialServicesClub: The future of SWIFT
- Blog Post: AllAboutAlpha: McMansions Aren't Bank Accounts: Now What?
- Published / Preprint: Fractal Markets Hypothesis and the Global Financial Crisis: Scaling, Investment Horizons and Liquidity. (arXiv:1203.4979v1 [q-fin.ST])
- Published / Preprint: Large deviations for the extended Heston model: the large-time case. (arXiv:1203.5020v1 [q-fin.PR])
- Blog Post: MoneyManagersLive: Debt Limit - A Guide To American Federal Debt Made Easy
- 250+ Finance / Economics Tweeters Worth Following - http://t.co/HWzBM1wG @PeerIndex #finance #economics
- ICMA Centre News: Cross-Market Timing in Security Issuance http://t.co/OYQEzpPd
- Blog Post: OddheadBlog: Congratulations Pete Wurman and Kiva Systems, a bellwether of the automated economy
- Blog Post: MarketPsych: Book Review of "Behavioral Investment Management" (2012)
- Blog Post: TimingLogic: Chinese Lawyers Chafe At Hitler-esque Oath To The Communist Party
- Blog Post: FINalternatives: Real Estate Hedge Fund To Roll Out Offshore Vehicle
- 250+ Finance Tweeters Worth Following
- Blog Post: FinanceClippings: Google public data sets
- RT @itrsgroup: High Frequency Trading: The Party Might Get a Little Less Wild http://t.co/nPBOjbxf #HFT @drjohnbates
- RT @tablewhite: LIST: Good books for hackers interested in #quant #finance? http://t.co/YU1YGFN6
- Banks Team Up to Cut Technology Spending Burden
- Video - EU finance ministers debate financial transaction tax
- Documentary Trailer: Four Horsemen
- Video: Algos: Whatâs Happening Now
- US Government Agencies Comparing Notes On Algo Feeds
| Blog Post: QFINANCE: Japan: A Surge in Optimism Posted: 23 Mar 2012 04:21 AM PDT      |
| Blog Post: TheReformedBroker: The Recovery? You're Lookinâ At It. Posted: 23 Mar 2012 04:07 AM PDT This will be controversial in many circles but an important read. Visit MoneyScience for the Complete Article.    |
| Posted: 23 Mar 2012 03:38 AM PDT moneyscience: RT @boomerangomics: Gangster Banks Keep Winning Public Business. Why? http://t.co/7FqXZtB9 by Matt Taibbi via @rollingstone Visit MoneyScience for the Complete Article.    |
| Financial Research Focus - The RSS Feed - http://t.co/m5pcfySB #tcm Posted: 23 Mar 2012 03:37 AM PDT BusinessSchools: Financial Research Focus - The RSS Feed - http://t.co/m5pcfySB #tcm Visit MoneyScience for the Complete Article.    |
| Financial Research Focus - The RSS Feed - http://t.co/kdeSESm9 #tcm Posted: 23 Mar 2012 03:17 AM PDT moneyscience: Financial Research Focus - The RSS Feed - http://t.co/kdeSESm9 #tcm Visit MoneyScience for the Complete Article.    |
| Posted: 23 Mar 2012 02:43 AM PDT moneyscience: RT @portfolioprobe: Low (and high) volatility strategy effects http://t.co/pkjjHH3X Is minimum variance like low vol? #quant #finance Visit MoneyScience for the Complete Article.    |
| Posted: 23 Mar 2012 02:43 AM PDT moneyscience: The Ultimate #FollowFriday - 250+ Finance and Economics Tweeters Worth Following - http://t.co/ovMiU99S #ff #tcm Visit MoneyScience for the Complete Article.    |
| Posted: 23 Mar 2012 02:40 AM PDT Quantitative Finance, Volume 0, Issue 0, Page 1-3, Ahead of Print. Visit MoneyScience for the Complete Article.    |
| Posted: 23 Mar 2012 02:40 AM PDT Quantitative Finance, Volume 12, Issue 4, Page 509-511, April 2012. Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Calendar Posted: 23 Mar 2012 02:40 AM PDT Quantitative Finance, Volume 12, Issue 4, Page 513, April 2012. Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Foreword Posted: 23 Mar 2012 02:40 AM PDT Quantitative Finance, Volume 12, Issue 4, Page 515, April 2012. Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Model calibration and automated trading agent for Euro futures Posted: 23 Mar 2012 02:40 AM PDT Quantitative Finance, Volume 12, Issue 4, Page 531-545, April 2012. Visit MoneyScience for the Complete Article.    |
| Posted: 23 Mar 2012 02:40 AM PDT Quantitative Finance, Volume 12, Issue 4, Page 547-557, April 2012. Visit MoneyScience for the Complete Article.    |
| Published / Preprint: High-frequency trading model for a complex trading hierarchy Posted: 23 Mar 2012 02:40 AM PDT Quantitative Finance, Volume 12, Issue 4, Page 559-566, April 2012. Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Regularization for stationary multivariate time series Posted: 23 Mar 2012 02:40 AM PDT Quantitative Finance, Volume 12, Issue 4, Page 573-586, April 2012. Visit MoneyScience for the Complete Article.    |
| Posted: 23 Mar 2012 02:40 AM PDT Quantitative Finance, Volume 12, Issue 4, Page 587-605, April 2012. Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Estimation of quarticity with high-frequency data Posted: 23 Mar 2012 02:40 AM PDT Quantitative Finance, Volume 12, Issue 4, Page 607-622, April 2012. Visit MoneyScience for the Complete Article.    |
| Posted: 23 Mar 2012 02:40 AM PDT Quantitative Finance, Volume 12, Issue 4, Page 623-634, April 2012. Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Systemic risk components and deposit insurance premia Posted: 23 Mar 2012 02:40 AM PDT Quantitative Finance, Volume 12, Issue 4, Page 651-662, April 2012. Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Nonlinear problems modeling stochastic volatility and transaction costs Posted: 23 Mar 2012 02:40 AM PDT Quantitative Finance, Volume 12, Issue 4, Page 663-670, April 2012. Visit MoneyScience for the Complete Article.    |
| Posted: 23 Mar 2012 02:31 AM PDT BusinessSchools: The Ultimate #FollowFriday - 250+ Finance and Economics Tweeters Worth Following - http://t.co/HWzBM1wG #ff #tcm Visit MoneyScience for the Complete Article.    |
| Blog Post: RobertPestonBlog: Three pension tales Posted: 23 Mar 2012 02:12 AM PDT BT's vast pension fund, with liabilities greater than £40bn, has been a great millstone for the company.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 23 Mar 2012 12:00 AM PDT moneyscience: One in 10 polled in the US and UK say they would bank with Apple if the firm decided to move into the money sector http://t.co/yzZk54z1 #tcm Visit MoneyScience for the Complete Article.    |
| Posted: 22 Mar 2012 11:32 PM PDT We investigate whether fractal markets hypothesis and its focus on liquidity and invest- ment horizons give reasonable predictions about dynamics of the financial markets during the turbulences such as the Global Financial Crisis of late 2000s. Compared to the mainstream efficient markets hypothesis, fractal markets hypothesis considers financial markets as com- plex systems consisting of many... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: Book Review: How Markets Really Work Posted: 22 Mar 2012 10:24 PM PDT read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: The future of SWIFT Posted: 22 Mar 2012 08:33 PM PDT We had a great meeting at the Financial Services Club this week with Lazaro Campos, CEO of SWIFT.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: AllAboutAlpha: McMansions Aren't Bank Accounts: Now What? Posted: 22 Mar 2012 05:59 PM PDT The authors of a new book from the Milken Institute contend that one factor working against the recovery of the housing market in the U.S. is that the residential finance system is almost entirely a ward of the federal government, "a situation that cannot be indefinitely sustained without seriously damaging monetary stability and the prospects for a return to long-term growth," they write. It is... Visit MoneyScience for the Complete Article.    |
| Posted: 22 Mar 2012 05:35 PM PDT We investigate whether fractal markets hypothesis and its focus on liquidity and invest- ment horizons give reasonable predictions about dynamics of the financial markets during the turbulences such as the Global Financial Crisis of late 2000s. Compared to the mainstream efficient markets hypothesis, fractal markets hypothesis considers financial markets as com- plex systems consisting of many... Visit MoneyScience for the Complete Article.    |
| Posted: 22 Mar 2012 05:35 PM PDT We study here the large-time behaviour of all continuous affine stochastic volatility models (in the sense of Keller-Ressel) and deduce a closed-form formula for the large-maturity implied volatility smile. Based on refinements of the Gartner-Ellis theorem on the real line, our proof reveals pathological behaviours of the asymptotic smile. In particular, we show that the condition assumed in... Visit MoneyScience for the Complete Article.    |
| Blog Post: MoneyManagersLive: Debt Limit - A Guide To American Federal Debt Made Easy Posted: 22 Mar 2012 03:11 PM PDT Our national debt is a very serious matter but because it is such a large number it takes it out of the realm of reality and makes it difficult to understand. This short video helps put it into perspective. Visit MoneyScience for the Complete Article.    |
| Posted: 22 Mar 2012 01:31 PM PDT BusinessSchools: 250+ Finance / Economics Tweeters Worth Following - http://t.co/HWzBM1wG @PeerIndex #finance #economics Visit MoneyScience for the Complete Article.    |
| ICMA Centre News: Cross-Market Timing in Security Issuance http://t.co/OYQEzpPd Posted: 22 Mar 2012 12:11 PM PDT BusinessSchools: ICMA Centre News: Cross-Market Timing in Security Issuance http://t.co/OYQEzpPd Visit MoneyScience for the Complete Article.    |
| Posted: 22 Mar 2012 11:57 AM PDT Congratulations to my academic sibling, friend, and Detroit Red Wings fan Pete Wurman, whose company Kiva Systems just became Amazon’s second largest acquisition ever.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: MarketPsych: Book Review of "Behavioral Investment Management" (2012) Posted: 22 Mar 2012 10:25 AM PDT Behavioral Investment Management: An Efficient Alternative to Modern Portfolio Theory by Greg B. Davies and Arnaud De Servigny (McGraw-Hill, 2012)“People in standard finance are rational. People in behavioral finance are normal.†Meir Statman, PhD, Santa Clara UniversityThe above quote by Meir Statman captures concisely the thrust of the concepts explored extensively in this new book by Greg... Visit MoneyScience for the Complete Article.    |
| Blog Post: TimingLogic: Chinese Lawyers Chafe At Hitler-esque Oath To The Communist Party Posted: 22 Mar 2012 10:17 AM PDT The manifested self or ego is so predictable. Remember, the human mind has only two intents in everything it does: the intent to control, driven the the manifested self or ego, or the intent to discover truth as driven by our higher power of reasoning or human consciousness. In other words, that which separates us from dogs and cats and dirt and stone. Although I... Visit MoneyScience for the Complete Article.    |
| Blog Post: FINalternatives: Real Estate Hedge Fund To Roll Out Offshore Vehicle Posted: 22 Mar 2012 09:32 AM PDT Dallas real-estate hedge fund KeyPoint Capital Management is readying an offshore version of its flagship for launch this summer.read more... Visit MoneyScience for the Complete Article.    |
| 250+ Finance Tweeters Worth Following Posted: 22 Mar 2012 08:47 AM PDT I've been looking for a way to conveniently display a list of my favourite tweeters for quite some time now and fortunately PeerIndex seem to have cracked the problem with their Groups functionality. Now you can import a group directly from Twitter, edit it and then embed the results on your own page. Not only this, but they organise the list according to their magic algorithm, PeerIndex Scores... Visit MoneyScience for the Complete Article.    |
| Blog Post: FinanceClippings: Google public data sets Posted: 22 Mar 2012 08:38 AM PDT New to me at least - and really cool. Tons of data on google. For example - lending interest rates for US vs Iceland. Visit MoneyScience for the Complete Article.    |
| Posted: 22 Mar 2012 07:37 AM PDT fin_tech: RT @itrsgroup: High Frequency Trading: The Party Might Get a Little Less Wild http://t.co/nPBOjbxf #HFT @drjohnbates Visit MoneyScience for the Complete Article.    |
| RT @tablewhite: LIST: Good books for hackers interested in #quant #finance? http://t.co/YU1YGFN6 Posted: 22 Mar 2012 06:12 AM PDT fin_tech: RT @tablewhite: LIST: Good books for hackers interested in #quant #finance? http://t.co/YU1YGFN6 Visit MoneyScience for the Complete Article.    |
| Banks Team Up to Cut Technology Spending Burden Posted: 13 Mar 2012 09:54 AM PDT Investment banks are beginning to share development costs for back office and regulatory compliance systems.read more... Visit MoneyScience for the Complete Article.    |
| Video - EU finance ministers debate financial transaction tax Posted: 13 Mar 2012 09:37 AM PDT EU finance ministers are meeting in Brussels to discuss a proposed European financial transaction tax.read more... Visit MoneyScience for the Complete Article.    |
| Documentary Trailer: Four Horsemen Posted: 13 Mar 2012 08:10 AM PDT 'Can we turn a free market into a fair market?' asks this New Scientist review of the documentary Four Horsemen which has been made by film-maker Ross Ashcroft, the man behind radical economy website Renegade Economist, and features interviews with a broad swathe of economists from Joseph Stiglitz to Noam Chomsky to Gillian Tett.read more... Visit MoneyScience for the Complete Article.    |
| Video: Algos: Whatâs Happening Now Posted: 12 Mar 2012 04:45 AM PDT A short interview with Owain Self, UBS’s Gobal Head of Algorithmic Trading.read more... Visit MoneyScience for the Complete Article.    |
| US Government Agencies Comparing Notes On Algo Feeds Posted: 11 Mar 2012 01:14 PM PDT Bloomberg Reports:read more... Visit MoneyScience for the Complete Article.    |
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