Saturday, March 24, 2012

MoneyScience News

MoneyScience News


Blog Post: TheReformedBroker: Move Out!

Posted: 24 Mar 2012 05:07 AM PDT

How this hasn't led to an uptick in domestic violence/suicide I'll never know...

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RT @TimHarford: Forensic finance under the microscope http://t.co/o10qABJS

Posted: 24 Mar 2012 04:17 AM PDT

moneyscience: RT @TimHarford: Forensic finance under the microscope http://t.co/o10qABJS

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@Cassinthenews: Cass academic takes lessons to Africa http://t.co/kv7OkEaj

Posted: 23 Mar 2012 11:39 PM PDT

BusinessSchools: @Cassinthenews: Cass academic takes lessons to Africa http://t.co/kv7OkEaj

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Blog Post: TheMonetaryFuture: Could Bitcoin Become the Currency of System D?

Posted: 23 Mar 2012 10:08 PM PDT

By Jon Matonis Forbes Monday, March 19, 2012 http://www.forbes.com/sites/jonmatonis/2012/03/19/could-bitcoin-become-the-currency-of-system-d/   If zeros and ones are outlawed, only outlaws will use zeros and ones. Cryptography shall always have a place in securing our digital future and most especially in securing our digital value. Advanced public-key encryption for the masses cannot be...

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Blog Post: EconometricsBeat: An Overview of VAR Modelling

Posted: 23 Mar 2012 04:05 PM PDT

Judging by the posted comments and the emails I've received, there's no doubt that my various posts on different aspects of VAR modelling have been quite popular. Many followers of this blog will therefore be interested in a recent working paper by Helmut Luetkephol. The paper is simply titled, "Vector Autoregressive Models", and it provide an excellent overview by one of the leading figures in...

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Blog Post: TalesfromaTradingDesk: Correlating Financial Time Series with Micro-Blogging Data

Posted: 23 Mar 2012 03:41 PM PDT

Deck available on SlideShare, paper can be downloaded from here.read more...

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RT @felixsalmon: MF Global's Corzine Ordered Funds Moved to JPMorgan, Memo Says http://t.co/w0MyqBjD

Posted: 23 Mar 2012 01:51 PM PDT

moneyscience: RT @felixsalmon: MF Global’s Corzine Ordered Funds Moved to JPMorgan, Memo Says http://t.co/w0MyqBjD

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Blog Post: FINalternatives: Varus Unveils Native Currency Share Class

Posted: 23 Mar 2012 10:10 AM PDT

Varus Capital Management has launched a new share class for Swiss investors.read more...

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Blog Post: TimingLogic: Bill Moyers: How Big Banks Are Rewriting The Rules Of Our Economy

Posted: 23 Mar 2012 09:15 AM PDT

I mentioned not too long ago that Moyers was back on TV.  I love Bill Moyers.  I mean I really love Bill Moyers.  How much differently would our world be if we had public servants and corporate executives who were true leaders.  Who were  driven by the authenticity of kindness, compassion and a concern beyond the needs of the self.  He is far and away my favorite...

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It's a bit of a monster - 2 Weeks in MoneyScience - Digest 23/03/12 http://t.co/TgcGewF0 #quant #risk #fintech #banking #Technology

Posted: 23 Mar 2012 09:14 AM PDT

BusinessSchools: It's a bit of a monster - 2 Weeks in MoneyScience - Digest 23/03/12 http://t.co/TgcGewF0 #quant #risk #fintech #banking #Technology

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The Week in MoneyScience - Digest 23/03/12

Posted: 23 Mar 2012 08:52 AM PDT

Welcome to the MoneyScience Weekly Digest! To get a copy in your email box every week, you can SIGN UP HERE, or to see previous editions go HERE.read more...

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Blog Post: MusingsonMarkets: Equity Risk Premiums: The 2012 Edition

Posted: 23 Mar 2012 07:34 AM PDT

As many of you who have been reading this blog for a while know, one of my obsessions is the equity risk premium. To me, it is the "number" that drives everything we do, while investing, and two events precipitated this post. The first was an article in the Economist on the topic, arguing that investors are expecting misreading the past and expecting higher returns from equities than they...

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Cass academic takes lessons to Africa

Posted: 23 Mar 2012 06:51 AM PDT

Dr Nick Motson supports charity for gifted children

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#MathBabe on Russian Mathematician, Sonia Kovalevsky who died in 1891 - http://t.co/mkinpGUA #tcm

Posted: 23 Mar 2012 06:31 AM PDT

moneyscience: #MathBabe on Russian Mathematician, Sonia Kovalevsky who died in 1891 - http://t.co/mkinpGUA #tcm

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@FelixSalmon on Warren Buffett's âmillion-dollar bet" http://t.co/TvifVedp #tcm

Posted: 23 Mar 2012 06:31 AM PDT

moneyscience: @FelixSalmon on Warren Buffett’s “million-dollar bet" http://t.co/TvifVedp #tcm

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Twitter & Markets: Very little research has focused on the volume of tweets and the way they are linked http://t.co/fCQtCCqp @mrodier #tcm

Posted: 23 Mar 2012 06:31 AM PDT

moneyscience: Twitter & Markets: Very little research has focused on the volume of tweets and the way they are linked http://t.co/fCQtCCqp @mrodier #tcm

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Budget 2012: Dr Stephen Brookes opinion piece

Posted: 23 Mar 2012 06:27 AM PDT

Blog Post: RobertPestonBlog: UK banks "still need strengthening"

Posted: 23 Mar 2012 06:24 AM PDT

The Bank of England's Financial Policy Committee says that the UK's big banks do not have enough capital "to ensure resilience in the face of the prospective risks".read more...

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The debate about scholarly publishing is coming to a head - Michael Eisen, co-founder of PLoS http://t.co/wT18r8pQ #tcm @mbeisen

Posted: 23 Mar 2012 06:00 AM PDT

BusinessSchools: The debate about scholarly publishing is coming to a head - Michael Eisen, co-founder of PLoS http://t.co/wT18r8pQ #tcm @mbeisen

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Blog Post: iMFdirect: 'Macroâ¦, what?!â The New Buzz on Financial Stability

Posted: 23 Mar 2012 05:53 AM PDT

José Viñals (l) and Nicolás Eyzaguirreread more...

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Research Library: The synchronized and long-lasting structural change on commodity markets: evidence from high frequency data

Posted: 23 Mar 2012 05:36 AM PDT

David Bicchetti and Nicolas Maystre Abstract This paper analyses the intraday co-movements between returns on several commodity markets and on the stock market in the United States over the 1997-2011 period. By exploiting a new high frequency database, we compute various rolling correlations at (i) 1-hour, (ii) 5-minute, (iii) 10-second, and (iv) 1-second frequencies. Using this database, we...

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Video - Why Economics Needs Data Mining - http://t.co/qRFneQpl #bigdata #quant @ineteconomics #tcm

Posted: 23 Mar 2012 05:28 AM PDT

fin_tech: Video - Why Economics Needs Data Mining - http://t.co/qRFneQpl #bigdata #quant @ineteconomics #tcm

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Blog Post: mathfinance: 10 Things the Public Need to Know About Quantitative Trading

Posted: 23 Mar 2012 05:22 AM PDT

10 Things the Public Need to Know About Quantitative Trading. Please feel free to leave a comment should you think there are other important things missing.Guest posted by Caxton FX: a foreign exchange company that sets itself apart by offering excellent value for money and great customer service.Tags - trading , quantUnclear about this post? Read the full post at 10 Things the Public Need to...

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Top of the 250 @yvesmith @stanleyepstein @moorehn @tomforemski @tylercowen @chris_skinner @alephblog @victorriccardi http://t.co/HWzBM1wG

Posted: 23 Mar 2012 05:19 AM PDT

BusinessSchools: Top of the 250 @yvesmith @stanleyepstein @moorehn @tomforemski @tylercowen @chris_skinner @alephblog @victorriccardi http://t.co/HWzBM1wG

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Top of the 250 @carney @markthoma @danprimack @AbnormalReturns @infoarbitrage @justinpirie @slsingh @knowledgewharton http://t.co/HWzBM1wG

Posted: 23 Mar 2012 05:19 AM PDT

BusinessSchools: Top of the 250 @carney @markthoma @danprimack @AbnormalReturns @infoarbitrage @justinpirie @slsingh @knowledgewharton http://t.co/HWzBM1wG

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Top of the 250 @davos @umairh @nouriel @peston @ezraklein @bengoldacre @felixsalmon @timharford @ritholtz @arusbridger http://t.co/HWzBM1wG

Posted: 23 Mar 2012 05:19 AM PDT

BusinessSchools: Top of the 250 @davos @umairh @nouriel @peston @ezraklein @bengoldacre @felixsalmon @timharford @ritholtz @arusbridger http://t.co/HWzBM1wG

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