MoneyScience News |
- Blog Post: TheFinancialServicesClub: Things worth reading: 29th March 2012
- Blog Post: RobertPestonBlog: Is the UK's nuclear future in jeopardy?
- Blog Post: HighFrequencyTradingReview: Quantitative Trading, Adversity To Alpha
- Published / Preprint: Derivatives pricing with marked point processes using tick-by-tick data
- Published / Preprint: The payoff distribution model: an application to dynamic portfolio insurance
- Published / Preprint: On the role of risk in the Morningstar rating for mutual funds
- Published / Preprint: Risk premiums in a simple market model for implied volatility
- Published / Preprint: Predicting abnormal returns from news using text classification
- Published / Preprint: Skewed exchange-rate forecasts
- Blog Post: PatrickBurns: Maximum weight of the low vol cohorts
- Blog Post: TheAlephBlog: Why Auditors Should be Rotated
- The Financial Education Daily is out! http://t.co/TYlzia3F ⸠Top stories today via @wsbeunh @kpmgcampusus
- Here's an unexpected narrative: "Women executives in banks prone to more risk taking, says study" http://t.co/0kH2IWev #tcm
- UK Financial institutions received more than 12,000 complaints a day in the second half of 2011 http://t.co/XGUydU3q #tcm
- There is a strong case for keeping RBS in public hands and directing it to regenerate the UK economy http://t.co/kpvHcVX1 #tcm
- "There is disaster risk almost everywhere." - http://t.co/wTrw72cF The Intergovernmental Panel on Climate Change issues a new report #tcm
- Research Library: How to Prevent Other Financial Crises
- Blog Post: TheMonetaryFuture: Bitcoin Doesn't Need a Dongle
- Blog Post: TalesfromaTradingDesk: EC2 Trading Platforms: Quantopian
- Published / Preprint: Eigenvector dynamics: general theory and some applications. (arXiv:1203.6228v1 [cond-mat.stat-mech])
- Blog Post: AllAboutAlpha: U.S. Rejoins the Globe, Say Consultants
- Blog Post: TheReformedBroker: Pics from the Book Party
- Blog Post: FINalternatives: Gupta Loses Wiretap Bid, Will Get SEC Notes
- RT @graeme_burnett: Bittware's Anemone104 64 core coprocessor for #fpga #hft http://t.co/hRDAgIgV it's like #nsfw for hardware fetishists
- Blog Post: iMFdirect: Disappearing Deficits
- Financial Technology News Report is out! http://t.co/Jdseecpa : Top stories today via @dorothyfriedman @wallstreettech @informaticacorp
| Blog Post: TheFinancialServicesClub: Things worth reading: 29th March 2012 Posted: 29 Mar 2012 04:11 AM PDT Things we're reading today include ...read more... Visit MoneyScience for the Complete Article.      |
| Blog Post: RobertPestonBlog: Is the UK's nuclear future in jeopardy? Posted: 29 Mar 2012 03:46 AM PDT The energy minister Charles Hendry admits that the withdrawal of the German energy giants E.ON and RWE from a big nuclear power project in Anglesey is "clearly very disappointing".read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: HighFrequencyTradingReview: Quantitative Trading, Adversity To Alpha Posted: 29 Mar 2012 03:36 AM PDT read more... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Derivatives pricing with marked point processes using tick-by-tick data Posted: 29 Mar 2012 02:39 AM PDT Quantitative Finance, Volume 0, Issue 0, Page 1-13, Ahead of Print. Visit MoneyScience for the Complete Article.    |
| Published / Preprint: The payoff distribution model: an application to dynamic portfolio insurance Posted: 29 Mar 2012 02:39 AM PDT Quantitative Finance, Volume 0, Issue 0, Page 1-14, Ahead of Print. Visit MoneyScience for the Complete Article.    |
| Published / Preprint: On the role of risk in the Morningstar rating for mutual funds Posted: 29 Mar 2012 02:39 AM PDT Quantitative Finance, Volume 0, Issue 0, Page 1-10, Ahead of Print. Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Risk premiums in a simple market model for implied volatility Posted: 29 Mar 2012 02:39 AM PDT Quantitative Finance, Volume 0, Issue 0, Page 1-10, Ahead of Print. Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Predicting abnormal returns from news using text classification Posted: 29 Mar 2012 02:39 AM PDT Quantitative Finance, Volume 0, Issue 0, Page 1-14, Ahead of Print. Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Skewed exchange-rate forecasts Posted: 29 Mar 2012 02:34 AM PDT The European Journal of Finance, Volume 0, Issue 0, Page 1-15, Ahead of Print. Visit MoneyScience for the Complete Article.    |
| Blog Post: PatrickBurns: Maximum weight of the low vol cohorts Posted: 29 Mar 2012 01:34 AM PDT Maximum weight was constrained to 4% at the start of 2007, how does that grow when unhindered?read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: Why Auditors Should be Rotated Posted: 29 Mar 2012 01:16 AM PDT There is a proposal afoot to mandate auditor rotation every fiver years or so. Some don’t like it. I think it is a great idea, with large benefits relative to the costs.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 29 Mar 2012 12:41 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYlzia3F â–¸ Top stories today via @wsbeunh @kpmgcampusus Visit MoneyScience for the Complete Article.    |
| Posted: 28 Mar 2012 11:02 PM PDT moneyscience: Here's an unexpected narrative: "Women executives in banks prone to more risk taking, says study" http://t.co/0kH2IWev #tcm Visit MoneyScience for the Complete Article.    |
| Posted: 28 Mar 2012 11:02 PM PDT moneyscience: UK Financial institutions received more than 12,000 complaints a day in the second half of 2011 http://t.co/XGUydU3q #tcm Visit MoneyScience for the Complete Article.    |
| Posted: 28 Mar 2012 11:02 PM PDT moneyscience: There is a strong case for keeping RBS in public hands and directing it to regenerate the UK economy http://t.co/kpvHcVX1 #tcm Visit MoneyScience for the Complete Article.    |
| Posted: 28 Mar 2012 11:02 PM PDT moneyscience: "There is disaster risk almost everywhere." - http://t.co/wTrw72cF The Intergovernmental Panel on Climate Change issues a new report #tcm Visit MoneyScience for the Complete Article.    |
| Research Library: How to Prevent Other Financial Crises Posted: 28 Mar 2012 10:37 PM PDT Nassim Nicholas Taleb NYU-Poly George A. Martin affiliation not provided to SSRN School of Advanced International Studies Review, Forthcoming Abstract Policy recommendations to avoid additional crises, focused on "less is more" simple rule of "captain goes down with ship." These aim at eliminating the combination of statistical moral hazard and scientism-misuse of probabilistic methods that... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheMonetaryFuture: Bitcoin Doesn't Need a Dongle Posted: 28 Mar 2012 09:23 PM PDT By Jon Matonis Forbes Saturday, March 24, 2012 http://www.forbes.com/sites/jonmatonis/2012/03/24/bitcoin-doesnt-need-a-dongle/ There's a lot of talk about dongles recently. Square has always relied on a dongle and now PayPal is sporting a fancy triangle-shaped dongle, nicknamed the 'Blue Dorito'. Both of these dongles equip your mobile phone to accept and process credit cards securely by... Visit MoneyScience for the Complete Article.    |
| Blog Post: TalesfromaTradingDesk: EC2 Trading Platforms: Quantopian Posted: 28 Mar 2012 08:13 PM PDT Ernie’s 2011 posting on “Trading platform and EC2 revisited” offers thoughts on Quantopian cloud platform:read more... Visit MoneyScience for the Complete Article.    |
| Posted: 28 Mar 2012 05:33 PM PDT We propose a general framework to study the stability of the subspace spanned by $P$ consecutive eigenvectors of a generic symmetric matrix ${\bf H}_0$, when a small perturbation is added. This problem is relevant in various contexts, including quantum dissipation (${\bf H}_0$ is then the Hamiltonian) and financial risk control (in which case ${\bf H}_0$ is the assets... Visit MoneyScience for the Complete Article.    |
| Blog Post: AllAboutAlpha: U.S. Rejoins the Globe, Say Consultants Posted: 28 Mar 2012 05:08 PM PDT Consultants expect that managers' need to generate steady income in a low interest rate environment will drive a lot of portfolio turnover in 2012, inclusive of the movement of alternatives into core positions within portfolios, and it will drive one-time U.S. focused investors and managers to look abroad. Meanwhile, pensions are retreating toward passive mandates. Visit MoneyScience for the Complete Article.    |
| Blog Post: TheReformedBroker: Pics from the Book Party Posted: 28 Mar 2012 04:19 PM PDT Pics. Visit MoneyScience for the Complete Article.    |
| Blog Post: FINalternatives: Gupta Loses Wiretap Bid, Will Get SEC Notes Posted: 28 Mar 2012 09:59 AM PDT Like every insider-trading defendant before him ensnared in the Justice Department's current crackdown, Rajat Gupta has failed to have wiretap evidence thrown out of his fraud case.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 28 Mar 2012 07:21 AM PDT fin_tech: RT @graeme_burnett: Bittware's Anemone104 64 core coprocessor for #fpga #hft http://t.co/hRDAgIgV it's like #nsfw for hardware fetishists Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: Disappearing Deficits Posted: 28 Mar 2012 07:12 AM PDT By Tim Irwinread more... Visit MoneyScience for the Complete Article.    |
| Posted: 28 Mar 2012 05:58 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jdseecpa â–¸ Top stories today via @dorothyfriedman @wallstreettech @informaticacorp Visit MoneyScience for the Complete Article.    |
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