MoneyScience News |
- Blog Post: TheReformedBroker: The European Vice
- The Future of Computer Trading in Financial Markets - Supplementary Materials, Research and Reviews http://t.co/9BCXQyON #quant #tcm
- Sample Chapter: 'Street Freak: Money and Madness at Lehman Brothers' by Jared Dillion - http://t.co/bbWSNS7e #tcm
- The Future of Computer Trading in Financial Markets - Supplementary Materials, Research and Reviews http://t.co/7331ciXQ #quant #tcm
- RT @BusinessSchools: @Cassinthenews: Cass Actuarial students to receive prizes from GAAPS http://t.co/9h8joN5Z
- Blog Post: FINalternatives: Harbinger Pays Early, And More Than The Minimum
- Wiley-Blackwell Finance Newsletter - April
- @Cassinthenews: Cass Actuarial students to receive prizes from GAAPS http://t.co/9h8joN5Z
- Blog Post: QFINANCE: Why You Should Care About Warren Buffett's Prostate
- Blog Post: TheAlephBlog: Book Review: The Facebook IPO Primer
- Blog Post: TheFinancialServicesClub: If Zappos were a bank, it would be the happiest bank in the world
- Blog Post: HighFrequencyTradingReview: SIX Financial Information Turns to OneTick for Market Data Platform Re-Architecture
- Blog Post: FinanceProfessor: Why U.S. Companies Continue to Pay Dividends - Bloomberg
- Published / Preprint: Optimal simulation schemes for L\'evy driven stochastic differential equations. (arXiv:1204.4877v1 [math.PR])
- Published / Preprint: Record Statistics for Multiple Random Walks. (arXiv:1204.5039v1 [cond-mat.stat-mech])
- Published / Preprint: Value matters: Predictability of Stock Index Returns. (arXiv:1204.5055v1 [q-fin.GN])
- Published / Preprint: Study of statistical correlations in intraday and daily financial return time series. (arXiv:1204.5103v1 [q-fin.ST])
- Blog Post: Falkenblog: Who Gets the Equity Risk Premium?
- Blog Post: AllAboutAlpha: EDHEC, EMA in Broad Concord on ETFs
- Blog Post: EconometricsBeat: Natural Resources and Canadian Real Income Growth
- Cass Actuarial students to receive prizes from GAAPS
- MT @ritholtz: University of Florida Eliminates Computer Science Department, Increases Athletic Budgets. Hmm. http://t.co/XIam2Quc
- Event: Model Risk, Quants, and the Law
- Blog Post: TimingLogic: The Cycle Of Volatility: NASA Fermi Gamma Ray Explorer Is Picking Up 'Crazy-Energetic Photonsâ From Mysterious Objects At The Edge Of The Electromagnetic Spectrum
- Blog Post: TalesfromaTradingDesk: Sinclair ZX Spectrum ' 30 Years Old
- Blog Post: FinanceClippings: Speculation and Oil Prices (again).
| Blog Post: TheReformedBroker: The European Vice Posted: 24 Apr 2012 04:00 AM PDT But as the budget-cutting pain of reduced government benefits and social services brings protesters to the streets and drives support for nationalist or far-left parties, it is not clear what the economic alternative might be. Visit MoneyScience for the Complete Article.      |
| Posted: 24 Apr 2012 03:24 AM PDT moneyscience: The Future of Computer Trading in Financial Markets - Supplementary Materials, Research and Reviews http://t.co/9BCXQyON #quant #tcm Visit MoneyScience for the Complete Article.    |
| Posted: 24 Apr 2012 03:24 AM PDT moneyscience: Sample Chapter: 'Street Freak: Money and Madness at Lehman Brothers' by Jared Dillion - http://t.co/bbWSNS7e #tcm Visit MoneyScience for the Complete Article.    |
| Posted: 24 Apr 2012 03:17 AM PDT fin_tech: The Future of Computer Trading in Financial Markets - Supplementary Materials, Research and Reviews http://t.co/7331ciXQ #quant #tcm Visit MoneyScience for the Complete Article.    |
| Posted: 24 Apr 2012 03:03 AM PDT moneyscience: RT @BusinessSchools: @Cassinthenews: Cass Actuarial students to receive prizes from GAAPS http://t.co/9h8joN5Z Visit MoneyScience for the Complete Article.    |
| Blog Post: FINalternatives: Harbinger Pays Early, And More Than The Minimum Posted: 24 Apr 2012 03:01 AM PDT Harbinger Capital Management may have a lot of headaches, but a loan default and forced asset sale will not be added to them next month.read more... Visit MoneyScience for the Complete Article.    |
| Wiley-Blackwell Finance Newsletter - April Posted: 24 Apr 2012 02:50 AM PDT Wiley-Blackwell Finance Newsletter: Trading Welcome to the Wiley-Blackwell Finance Newsletter. In this edition, we're offering you FREE access to the latest research on Trading. Wiley-Blackwell publishes some of the most widely read, frequently cited, and highly-ranked journals in the ISI's Business Finance category. Read the studies below, and find out... Visit MoneyScience for the Complete Article.    |
| @Cassinthenews: Cass Actuarial students to receive prizes from GAAPS http://t.co/9h8joN5Z Posted: 24 Apr 2012 02:36 AM PDT BusinessSchools: @Cassinthenews: Cass Actuarial students to receive prizes from GAAPS http://t.co/9h8joN5Z Visit MoneyScience for the Complete Article.    |
| Blog Post: QFINANCE: Why You Should Care About Warren Buffett's Prostate Posted: 24 Apr 2012 02:22 AM PDT    |
| Blog Post: TheAlephBlog: Book Review: The Facebook IPO Primer Posted: 24 Apr 2012 01:30 AM PDT read more... Visit MoneyScience for the Complete Article.    |
| Posted: 24 Apr 2012 12:32 AM PDT I’m in Dubai this week and picked up a magazine at the airport on the flight out. It was one of the freebies on the newsstands â€" CNBC’s Business magazine â€" and the front page caught my eye partly because it had bank written on it, and partly because it had a big, happy smiley face.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 23 Apr 2012 11:22 PM PDT SIX Financial Information Turns to OneTick for Market Data Platform Re-Architecture Visit MoneyScience for the Complete Article.    |
| Blog Post: FinanceProfessor: Why U.S. Companies Continue to Pay Dividends - Bloomberg Posted: 23 Apr 2012 10:30 PM PDT    |
| Posted: 23 Apr 2012 05:35 PM PDT We consider a general class of high order weak approximation schemes for stochastic differential equations driven by L\'evy processes with infinite activity. These schemes combine a compound Poisson approximation for the jump part of the L\'evy process with a high order scheme for the Brownian driven component, applied between the jump times. The overall approximation is analyzed using a... Visit MoneyScience for the Complete Article.    |
| Posted: 23 Apr 2012 05:35 PM PDT We study the statistics of the number of records R_{n,N} for N identical and independent symmetric discrete-time random walks of n steps in one dimension, all starting at the origin at step 0. At each time step, each walker jumps by a random length drawn independently from a symmetric and continuous distribution. We consider two cases: (I) when the variance \sigma^2 of the jump... Visit MoneyScience for the Complete Article.    |
| Posted: 23 Apr 2012 05:35 PM PDT The aim of this paper is twofold: to provide a theoretical framework and to give further empirical support to Shiller's test of the appropriateness of prices in the stock market based on the Cyclically Adjusted Price Earnings (CAPE) ratio. We devote the first part of the paper to the empirical analysis and we show that the CAPE is a powerful predictor of future long run performances of the market... Visit MoneyScience for the Complete Article.    |
| Posted: 23 Apr 2012 05:34 PM PDT The aim of this article is to briefly review and make new studies of correlations and co-movements of stocks, so as to understand the "seasonalities" and market evolution. Using the intraday data of the CAC40, we begin by reasserting the findings of Allez and Bouchaud [New J. Phys. 13, 025010 (2011)]: the average correlation between stocks increases throughout the day. We then use... Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: Who Gets the Equity Risk Premium? Posted: 23 Apr 2012 05:29 PM PDT A big question about low volatility outperformance is why it exists. Explanations range from the nature of geometric compounding, measurement issues, some strange manifestation of risk, or the fact that investors prefer sexy stocks for lots of reasons (principle-agent problems, overconfidence, winners curse). Now, the latter theories are most plausible to me, but they also require... Visit MoneyScience for the Complete Article.    |
| Blog Post: AllAboutAlpha: EDHEC, EMA in Broad Concord on ETFs Posted: 23 Apr 2012 05:24 PM PDT In January, the European Securities and Markets Authority set out in a consultation paper its guidelines on exchange traded funds and other issues relating to the Undertaking for Collective Investment in Transferable Securities, and it asked for comments by March 30. Much of the ESMA paper involves issues of tracking and disclosure. Visit MoneyScience for the Complete Article.    |
| Blog Post: EconometricsBeat: Natural Resources and Canadian Real Income Growth Posted: 23 Apr 2012 01:08 PM PDT In today's issue of The Daily, Statistics Canada has released a terrific study titled "The Role of Natural Resources in Real Income Growth". The paper's authors are John Baldwin and (former UVic. grad. student) Ryan McDonald. (H.T. to Ryan for bringing this to my attention.) The study itself is extremely comprehensive, and provides some interesting new results about long-term... Visit MoneyScience for the Complete Article.    |
| Cass Actuarial students to receive prizes from GAAPS Posted: 23 Apr 2012 09:32 AM PDT £1,000 will be awarded to the best MSc Actuarial Science and MSc Actuarial Management students Visit MoneyScience for the Complete Article.    |
| Posted: 23 Apr 2012 08:14 AM PDT BusinessSchools: MT @ritholtz: University of Florida Eliminates Computer Science Department, Increases Athletic Budgets. Hmm. http://t.co/XIam2Quc Visit MoneyScience for the Complete Article.    |
| Event: Model Risk, Quants, and the Law Posted: 23 Apr 2012 07:49 AM PDT Location: Credit Suisse Auditorium, 11 Madison Avenue at 24th, New York, NY 10010; Date: April 26th, 2012; Moderator: Viktor Ziskin Head of Modeling and Risk Analytics at Capco Quantitative Lead on the Independent Compliance Consultant at AXA Rosenberg Panelists:read more... Visit MoneyScience for the Complete Article.    |
| Posted: 23 Apr 2012 07:40 AM PDT How about we shake it up a little today? Shake it up a lot. A provoking post before we get back to more mundane ‘stuff’. We all live in this bubble we believe is reality. A bubble we convince ourselves is real. Oftentimes provocation is the only way we ever awaken from that bubble. That’s coming. For everyone. It’s inevitable... Visit MoneyScience for the Complete Article.    |
| Blog Post: TalesfromaTradingDesk: Sinclair ZX Spectrum ' 30 Years Old Posted: 23 Apr 2012 07:10 AM PDT I had a ZX Spectrum, followed by a Sinclair QL. A lot has changed in 30 years And what about the Horace gamesread more... Visit MoneyScience for the Complete Article.    |
| Blog Post: FinanceClippings: Speculation and Oil Prices (again). Posted: 23 Apr 2012 06:54 AM PDT The Grumpy Economist has an excellent piece on how speculation is unlikely to be causing oil price increases. Read it because the author, John Cochrane, rarely pulls punches. He's great (and also very smart). Great quote: It's also worth noting that on that same day, there were 146,000 May natural gas contracts traded... By what mysterious process can all this within-day buying and... Visit MoneyScience for the Complete Article.    |
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