MoneyScience News |
- Millionaire leaves his company to benefit the community http://t.co/urEWG9G8 #tcm
- Fiscal austerity and policy credibility - http://t.co/HSzcsEuL #tcm
- Rethinking the Business Major - http://t.co/k1XsV9LR
- RT @carlcarrie: Paper on limit order book dynamics (e.g. price formation, duration) #LOM #LOB #HFT http://t.co/ij7SNxDW
- Research Library: Towards Real-Time Summarization of Scheduled Events from Twitter Streams
- Blog Post: mathfinance: Top Hedge Fund in London Week in Review
- Video - Andrew Haldane: Creating a Socially Useful Financial System
- Blog Post: TheFinancialServicesClub: Of all the world's banks, UK banks must be the most anti-social
- Blog Post: RobertPestonBlog: Barclays 'fails to win over pay critics'
- Blog Post: HighFrequencyTradingReview: Into the cloud - the new evolution in trading [FTSE Global Markets]
- The Financial Education Daily is out! http://t.co/TYlzia3F ⸠Top stories today via @desb_uofu @euromedmgmt @iukelleymba
- Blog Post: FINalternatives: RenTech Rolls Out $3.5 Billion Fund, First In Five Years
- Blog Post: Debtwatch: Demand Side Economics
- Hacker Posts Details of 3 Million Iranian Bank Accounts - http://t.co/W9Gia5xR #tcm
- Published / Preprint: Scaling and multiscaling in financial series: a simple model. (arXiv:1006.0155v2 [q-fin.ST] UPDATED)
- Blog Post: AllAboutAlpha: Finding Alpha in Israel's Emerging Market
- Blog Post: MoneyManagersLive: Market In Rally Mode
- Blog Post: EconometricsBeat: Extremes, the Generalized Pareto Distribution, and MLE
- Blog Post: FinanceClippings: Correlation is not causation
- Blog Post: TheReformedBroker: Secret to Life Venn Diagram
- Vendor News: Portfolio Probe version 1.04 released
- Blog Post: QFINANCE: QFINANCE: News Briefing (April 13' 19, 2012)
- Blog Post: TimingLogic: Supreme Court Rules Corporations Are Not People In Terms Of Torture Liabilities, Only In Terms Of Torture Rights
- Value for money in public-private partnerships yet to be proven
- Blog Post: BCMstrategy: Validation
- Financial Technology News Report is out! http://t.co/Jdseecpa : Top stories today via @matlab @cebtowergroup @streambase @alyssa4ar
- Published / Preprint: 16Apr/New standards for financial market infrastructures issued by CPSS-IOSCO
- Published / Preprint: Rollover Risk and Credit Risk
- Published / Preprint: Are Stocks Really Less Volatile in the Long Run?
- Published / Preprint: The Secondary Market for Hedge Funds and the Closed Hedge Fund Premium
| Millionaire leaves his company to benefit the community http://t.co/urEWG9G8 #tcm Posted: 20 Apr 2012 03:38 AM PDT moneyscience: Millionaire leaves his company to benefit the community http://t.co/urEWG9G8 #tcm Visit MoneyScience for the Complete Article.      |
| Fiscal austerity and policy credibility - http://t.co/HSzcsEuL #tcm Posted: 20 Apr 2012 03:38 AM PDT moneyscience: Fiscal austerity and policy credibility - http://t.co/HSzcsEuL #tcm Visit MoneyScience for the Complete Article.    |
| Rethinking the Business Major - http://t.co/k1XsV9LR Posted: 20 Apr 2012 03:26 AM PDT BusinessSchools: Rethinking the Business Major - http://t.co/k1XsV9LR Visit MoneyScience for the Complete Article.    |
| Posted: 20 Apr 2012 02:55 AM PDT moneyscience: RT @carlcarrie: Paper on limit order book dynamics (e.g. price formation, duration) #LOM #LOB #HFT http://t.co/ij7SNxDW Visit MoneyScience for the Complete Article.    |
| Research Library: Towards Real-Time Summarization of Scheduled Events from Twitter Streams Posted: 20 Apr 2012 02:53 AM PDT Arkaitz Zubiaga, Damiano Spina, Enrique Amigó, Julio Gonzalo Abstract This paper explores the real-time summarization of scheduled events such as soccer games from torrential flows of Twitter streams. We propose and evaluate an approach that substantially shrinks the stream of tweets in real-time, and consists of two steps: (i) sub-event detection, which determines if... Visit MoneyScience for the Complete Article.    |
| Blog Post: mathfinance: Top Hedge Fund in London Week in Review Posted: 20 Apr 2012 02:28 AM PDT A Generalized Measure of Riskiness: a generalized options’ implied measure of riskiness based on the risk neutral return distribution of ï¬nancial securities is able to provide asset allocation implications and successfully predict the cross section of 1-, 3-, 6-, and 12-month ahead risk-adjusted returns of individual stocks. Identifying financial crises in real time: we develop a new measure... Visit MoneyScience for the Complete Article.    |
| Video - Andrew Haldane: Creating a Socially Useful Financial System Posted: 20 Apr 2012 02:27 AM PDT Andrew Haldane, Executive Director for Financial Stability, Bank of England, speaking at the breakout panel entitled "How Can We Create a Financial System That Is Socially Useful?" at the Institute for New Economic Thinking's (INET) Paradigm Lost Conference in Berlin. April 14, 2012.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Of all the world's banks, UK banks must be the most anti-social Posted: 20 Apr 2012 02:07 AM PDT I was asked to talk about the role of social media in banking this week, and was a little irritated by the question.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: RobertPestonBlog: Barclays 'fails to win over pay critics' Posted: 20 Apr 2012 01:42 AM PDT Big British pension funds and insurance companies are still planning to vote against Barclays' remuneration policy and the re-election of the chair of the remuneration committee, in spite of pay reforms offered yesterday by the bank.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 20 Apr 2012 01:32 AM PDT By Ruth Hughes Liley and Neil O’Hararead more... Visit MoneyScience for the Complete Article.    |
| Posted: 20 Apr 2012 12:43 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYlzia3F â–¸ Top stories today via @desb_uofu @euromedmgmt @iukelleymba Visit MoneyScience for the Complete Article.    |
| Blog Post: FINalternatives: RenTech Rolls Out $3.5 Billion Fund, First In Five Years Posted: 19 Apr 2012 11:43 PM PDT Renaissance Technologies' first new hedge fund in five years is up and running, with $3.5 billion in initial assets.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: Debtwatch: Demand Side Economics Posted: 19 Apr 2012 11:34 PM PDT A new book called Demand Side Economics, by Alan Harvey, has been released. It dealing with some of the visionary thinkers behind changing conventional economic theory for the better. Alan introduces the book saying: ‘The purpose of this book is to lay out an economics that makes sense of history, including the revolutionary history of […] ↓ Read the rest of this entry... Visit MoneyScience for the Complete Article.    |
| Hacker Posts Details of 3 Million Iranian Bank Accounts - http://t.co/W9Gia5xR #tcm Posted: 19 Apr 2012 11:19 PM PDT fin_tech: Hacker Posts Details of 3 Million Iranian Bank Accounts - http://t.co/W9Gia5xR #tcm Visit MoneyScience for the Complete Article.    |
| Posted: 19 Apr 2012 05:33 PM PDT We propose a simple stochastic volatility model which is analytically tractable, very easy to simulate and which captures some relevant stylized facts of financial assets, including scaling properties. In particular, the model displays a crossover in the log-return distribution from power-law tails (small time) to a Gaussian behavior (large time), slow decay in the volatility autocorrelation and... Visit MoneyScience for the Complete Article.    |
| Blog Post: AllAboutAlpha: Finding Alpha in Israel's Emerging Market Posted: 19 Apr 2012 05:16 PM PDT Israel is now second only to the United States in terms of venture capital funds, with the highest rate of start-up businesses per capita and also the highest ratio of university degrees to population anywhere in the world. Visit MoneyScience for the Complete Article.    |
| Blog Post: MoneyManagersLive: Market In Rally Mode Posted: 19 Apr 2012 03:58 PM PDT Stock markets around the world rallied strongly during the first quarter of 2012. After the extreme volatility last year, many investors abandoned ship and headed for the hills...just in time to miss this entire rally. The irony is that selling to "protect" actually cost them dearly. This rally has confounded many. Market experts have called for a selloff ever since last November. In the face... Visit MoneyScience for the Complete Article.    |
| Blog Post: EconometricsBeat: Extremes, the Generalized Pareto Distribution, and MLE Posted: 19 Apr 2012 03:27 PM PDT In a recent post I discussed some of my work relating to modelling extreme values in various economic data-sets. The work that my colleagues and I have been undertaking focuses on the use of the Generalized Pareto distribution (GPD). The estimation of the parameters of this model facilitates estimates of Value at Risk (VaR) and Expected Shortfall (ES). There are various ways of estimating... Visit MoneyScience for the Complete Article.    |
| Blog Post: FinanceClippings: Correlation is not causation Posted: 19 Apr 2012 03:00 PM PDT Here's a listing of the 15 strong and spurious market correlations. For example GM stock has a 0.97 correlation coefficient with stocks that purify water. The point - even a virtual 1:1 correlation doesn't imply causation. Visit MoneyScience for the Complete Article.    |
| Blog Post: TheReformedBroker: Secret to Life Venn Diagram Posted: 19 Apr 2012 12:24 PM PDT Chart. Visit MoneyScience for the Complete Article.    |
| Vendor News: Portfolio Probe version 1.04 released Posted: 19 Apr 2012 12:21 PM PDT Portfolio Probe version 1.04 released body,.backgroundTable{ background- } #contentTable{ border:0px none #000000; margin-top:10px; } .headerTop{ background- border-top:0px none #000000; border-bottom:0px none #FFFFFF; text-align:center; padding:0px; } .adminText{ font-size:10px; line-height:200%; font-family:Verdana; text-decoration:none;... Visit MoneyScience for the Complete Article.    |
| Blog Post: QFINANCE: QFINANCE: News Briefing (April 13' 19, 2012) Posted: 19 Apr 2012 09:48 AM PDT    |
| Posted: 19 Apr 2012 07:45 AM PDT The Supreme Court is clearly as nonsensical as is the legislative and executive branch in its interpretation of its rights & laws and its abuse of power. I’m very curious about how this health care debacle will play out. “Governments are instituted among Men, deriving their JUST powers from the consent of the governed, â€" That whenever any Form of Government becomes destructive... Visit MoneyScience for the Complete Article.    |
| Value for money in public-private partnerships yet to be proven Posted: 19 Apr 2012 07:43 AM PDT    |
| Blog Post: BCMstrategy: Validation Posted: 19 Apr 2012 06:04 AM PDT Six months ago, clients and subscribers to The Risk Telescope were alerted to building centrifugal forces placing pressure on global and euro area economic integration that took generations to build. Six months ago as well, clients and subscribers to The Risk Telescope were alerted to looming supply and demand pressures in the high-rated sovereign bond sector. At the end of the year, The Risk... Visit MoneyScience for the Complete Article.    |
| Posted: 19 Apr 2012 05:54 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jdseecpa â–¸ Top stories today via @matlab @cebtowergroup @streambase @alyssa4ar Visit MoneyScience for the Complete Article.    |
| Published / Preprint: 16Apr/New standards for financial market infrastructures issued by CPSS-IOSCO Posted: 16 Apr 2012 01:06 AM PDT Press release about CPSS and IOSCO publishing new standards for financial market infrastructures (BIS Press Release 16 April 2012) Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Rollover Risk and Credit Risk Posted: 14 Apr 2012 03:33 AM PDT ABSTRACTOur model shows that deterioration in debt market liquidity leads to an increase in not only the liquidity premium of corporate bonds but also credit risk. The latter effect originates from firms’ debt rollover. When liquidity deterioration causes a firm to suffer losses in rolling over its maturing debt, equity holders bear the losses while maturing debt holders are paid in full. This... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Are Stocks Really Less Volatile in the Long Run? Posted: 14 Apr 2012 03:33 AM PDT ABSTRACTAccording to conventional wisdom, annualized volatility of stock returns is lower over long horizons than over short horizons, due to mean reversion induced by return predictability. In contrast, we find that stocks are substantially more volatile over long horizons from an investor’s perspective. This perspective recognizes that parameters are uncertain, even with two centuries of... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: The Secondary Market for Hedge Funds and the Closed Hedge Fund Premium Posted: 14 Apr 2012 03:33 AM PDT ABSTRACTRational theories of the closedâ€end fund premium puzzle highlight fund share and asset illiquidity, managerial ability, and fees as important determinants of the premium. Several of these attributes are difficult to measure for mutual funds, and easier to measure for hedge funds. This paper employs new data from a secondary market for hedge funds, discovers a closedâ€hedge fund premium... Visit MoneyScience for the Complete Article.    |
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