MoneyScience News |
- Blog Post: HighFrequencyTradingReview: A New Way to Level the Equity Market Playing Field
- Blog Post: FINalternatives: Cantor Fitzgerald Vet Ben Liss Joins KeyPoint
- Blog Post: QFINANCE: The West has much learn from Islamic finance
- Blog Post: mathfinance: First International Conference on Futures and other Derivative Markets
- RT @GokhanKula: Diversified Risk Parity Strategies for Equity Portfolio Selection http://t.co/kKDRUlPf Provides maximum diversification ...
- Blog Post: Debtwatch: Nowhere to Grow
- Blog Post: TheFinancialServicesClub: There is no such thing as identity theft
- The Financial Education Daily is out! http://t.co/TYlzia3F ⸠Top stories today via @rotmanschool @richlyons @libertyu
- The Rise of Fractional Scholarship and the Ronin Institute - http://t.co/lltSvM07 @jonfwilkins
- RT @MoneyScience - Using high performance computing and Monte Carlo simulation for pricing american options. http://t.co/FJC3OQqs
- The multimillionaire men of Lehman - @FelixSalmon http://t.co/FKK08MK8 #tcm
- Blog Post: TheAlephBlog: Book Review: Abnormal Returns
- Blog Post: PsyFiBlog: Mindless With Money
- Blog Post: Falkenblog: Do Subsidies Increase or Decrease Costs?
- Published / Preprint: Using high performance computing and Monte Carlo simulation for pricing american options. (arXiv:1205.0106v1 [cs.DC])
- Published / Preprint: How does the market react to your order flow?. (arXiv:1104.0587v2 [q-fin.TR] UPDATED)
- Blog Post: AllAboutAlpha: Of Falling Risks and Indexes
- Blog Post: relmbo: Finance Clippings: NC Treasurer race - why fees are what really matte...
- Blog Post: FinanceClippings: 10 things your commencement speaker won't tell you
- Blog Post: TheReformedBroker: The Rundown
- Blog Post: substructural: Mobile App Builders
- Space Law: Is Asteroid Mining Legal? http://t.co/nnhNZu6D #tcm
- @icmacentre: ROM Simulation: Applications to Stress Testing and VaR http://t.co/FvHK4UQ2
- Blog Post: EconometricsBeat: Stressful Times at Statistics Canada
- Published / Preprint: A Confidence Representation Theorem for Ambiguous Sources with Applications to Financial Markets and Trade Algorithm
- Blog Post: TimingLogic: NYSE Composite Update
- MBAs compete for £5,000 sustainable business prize - http://t.co/UYyeZIwH
- Last Thursday, 3 groups of business students were awarded a combined $1 million to implement 3 social business plans http://t.co/icBGxn02
- Trending: More Chinese Women Are Going to Business School - http://t.co/bEWugDV3
- Complex Event Processing: The Next Big Thing in Computational Finance? http://t.co/nAuvIVoy #hft #tcm
- Revisiting: The 'Tyranny' of US Peer-Reviewed Journals in Economics and Business http://t.co/bRUUgzCf #tcm
- RT @hftreview: Neutrinos to Give High-Frequency Traders the Millisecond Edge [Forbes] http://t.co/aEvmruZk #hft
- Financial Technology News Report is out! http://t.co/Jdseecpa : Top stories today via @dorothyfriedman @sungardcm @claradan @blpnt
- Published / Preprint: The Return of Financial Repression (CEPR DP8947)
- Via @MargRev - Systematic review of publication bias in studies on publication bias - http://t.co/FIjVdk84
- Research Library: Systematic review of publication bias in studies on publication bias (2005, pdf)
- Brilliant - @SSRN Financial Crises eJournal http://t.co/2DkD9dFs
- Research Library: Frontostriatal White Matter Integrity Mediates Adult Age Differences in Probabilistic Reward Learning (pdf)
- Research Library: SSRN Financial Crises eJournal
| Blog Post: HighFrequencyTradingReview: A New Way to Level the Equity Market Playing Field Posted: 02 May 2012 04:40 AM PDT (This article is the conclusion of a four-part series called A Question of Fairness: How to Level the Financial Markets Playing Field, which originally appeard on the Tabb Forum. To read Part One, Inequality in Equity Trading: How Did We Get Here?, click here. To read Part Two, On Trading Advantages and Trading Systems' Vulnerability, click here. And to read Part Three:... Visit MoneyScience for the Complete Article.      |
| Blog Post: FINalternatives: Cantor Fitzgerald Vet Ben Liss Joins KeyPoint Posted: 02 May 2012 04:39 AM PDT KeyPoint Capital, a Dallas-based opportunistic hedge fund specializing in real estate-related equity securities, has hired Ben Liss as an analyst.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: QFINANCE: The West has much learn from Islamic finance Posted: 02 May 2012 03:27 AM PDT    |
| Blog Post: mathfinance: First International Conference on Futures and other Derivative Markets Posted: 02 May 2012 02:58 AM PDT First International Conference on Futures and other Derivative Markets15-16 October 2012 Beihang University, Beijing, Chinaread more... Visit MoneyScience for the Complete Article.    |
| Posted: 02 May 2012 02:10 AM PDT moneyscience: RT @GokhanKula: Diversified Risk Parity Strategies for Equity Portfolio Selection http://t.co/kKDRUlPf Provides maximum diversification ... Visit MoneyScience for the Complete Article.    |
| Blog Post: Debtwatch: Nowhere to Grow Posted: 02 May 2012 01:32 AM PDT The lack of expansion in the Australian private credit markets is certainly having an adverse effect on commerce in the post 2008 financial crisis period. Annual private credit growth has averaged 3.5%, since it dropped down to single digit figures in October 2008. Personal credit and business credit have been the deadweight’s, averaging an annual […] ↓ Read the rest of this entry... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: There is no such thing as identity theft Posted: 02 May 2012 01:07 AM PDT So I just had a meeting with a couple of heavyweights in the cybersecurity field.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 02 May 2012 12:28 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYlzia3F â–¸ Top stories today via @rotmanschool @richlyons @libertyu Visit MoneyScience for the Complete Article.    |
| The Rise of Fractional Scholarship and the Ronin Institute - http://t.co/lltSvM07 @jonfwilkins Posted: 01 May 2012 11:11 PM PDT BusinessSchools: The Rise of Fractional Scholarship and the Ronin Institute - http://t.co/lltSvM07 @jonfwilkins Visit MoneyScience for the Complete Article.    |
| Posted: 01 May 2012 11:06 PM PDT fin_tech: RT @MoneyScience - Using high performance computing and Monte Carlo simulation for pricing american options. http://t.co/FJC3OQqs Visit MoneyScience for the Complete Article.    |
| The multimillionaire men of Lehman - @FelixSalmon http://t.co/FKK08MK8 #tcm Posted: 01 May 2012 11:02 PM PDT moneyscience: The multimillionaire men of Lehman - @FelixSalmon http://t.co/FKK08MK8 #tcm Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: Book Review: Abnormal Returns Posted: 01 May 2012 10:18 PM PDT read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: PsyFiBlog: Mindless With Money Posted: 01 May 2012 10:17 PM PDT Non-conscious Numbskulls We all know the feeling of mindlessness. You get it when you drive the same roads as usual and get out at the end not remembering anything about the journey, or when you eat a meal without tasting it, or leave a meeting without the faintest idea what just happened. Yet to everyone around us we’ve behaved just the same way we always do. There’s something really odd... Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: Do Subsidies Increase or Decrease Costs? Posted: 01 May 2012 06:37 PM PDT I guess this is debatable (who knew?). Federal college aid has risen 165% over the past decade, and college and college costs have risen about 74% over that same period. Yet some think that increased costs are from our stingy federal government. For example, Jesse Jackson over at Huffpost notes: College tuition is soaring because the state contribution to budgets is being slashedObama... Visit MoneyScience for the Complete Article.    |
| Posted: 01 May 2012 05:33 PM PDT High performance computing (HPC) is a very attractive and relatively new area of research, which gives promising results in many applications. In this paper HPC is used for pricing of American options. Although the American options are very significant in computational finance; their valuation is very challenging, especially when the Monte Carlo simulation techniques are used. For getting... Visit MoneyScience for the Complete Article.    |
| Posted: 01 May 2012 05:33 PM PDT We present an empirical study of the intertwined behaviour of members in a financial market. Exploiting a database where the broker that initiates an order book event can be identified, we decompose the correlation and response functions into contributions coming from different market participants and study how their behaviour is interconnected. We find evidence that (1) brokers are very... Visit MoneyScience for the Complete Article.    |
| Blog Post: AllAboutAlpha: Of Falling Risks and Indexes Posted: 01 May 2012 05:23 PM PDT Any quantitative strategy is susceptible to being reduced to an index, and along with this, to transparency and routine. Once this happens, that "alpha" becomes "beta," and the 2 + 20 fees are no longer available. A manager in search of alpha will have to move beyond that strategy, peeling away that layer of the onion and going to a deeper, not-yet-indexable, strategy. Visit MoneyScience for the Complete Article.    |
| Blog Post: relmbo: Finance Clippings: NC Treasurer race - why fees are what really matte... Posted: 01 May 2012 04:21 PM PDT Finance Clippings: NC Treasurer race - why fees are what really matte...: The local ABC channel (11) reported last night that the NC Treasurer's office has uncovered wide spread fraud among retirees. Examples inc... Visit MoneyScience for the Complete Article.    |
| Blog Post: FinanceClippings: 10 things your commencement speaker won't tell you Posted: 01 May 2012 03:39 PM PDT With graduation around the corner, here's one from the Wall Street Journal. Quote: Is that pretty girl Phi Beta Kappa? Marry her. Actually that's what I did and it's worked out pretty well. Thanks to my colleague Melissa for the link. Visit MoneyScience for the Complete Article.    |
| Blog Post: TheReformedBroker: The Rundown Posted: 01 May 2012 02:16 PM PDT I've been away from the terminal for four hours this afternoon taking care of business. Catching up to the following stories/issues: 1. Sears Holdings ($SHLD) [...] Visit MoneyScience for the Complete Article.    |
| Blog Post: substructural: Mobile App Builders Posted: 01 May 2012 01:31 PM PDT In this day and age of mobile ubiquity and ever shorter attention spans, it seems that everyone and his uncle are jumping on the mobile app bandwagon. I was doing a little investigating to see how much does it typically cost to build one of these apps. The anecdotal range floating about appears to be in the low tens of thousands. Unsurprisingly, a number of entrepreneurial people have sought to... Visit MoneyScience for the Complete Article.    |
| Space Law: Is Asteroid Mining Legal? http://t.co/nnhNZu6D #tcm Posted: 01 May 2012 12:46 PM PDT moneyscience: Space Law: Is Asteroid Mining Legal? http://t.co/nnhNZu6D #tcm Visit MoneyScience for the Complete Article.    |
| @icmacentre: ROM Simulation: Applications to Stress Testing and VaR http://t.co/FvHK4UQ2 Posted: 01 May 2012 12:35 PM PDT BusinessSchools: @icmacentre: ROM Simulation: Applications to Stress Testing and VaR http://t.co/FvHK4UQ2 Visit MoneyScience for the Complete Article.    |
| Blog Post: EconometricsBeat: Stressful Times at Statistics Canada Posted: 01 May 2012 11:55 AM PDT An independent, well-funded, and well-staffed central statistical agency is a prerequisite for rational public policy-making. Statistics Canada is currently under a severe threat. This is very bad news for those of us who use statistical data to do our jobs, but it's even worse news for the StatCan professionals who are directly affected. © 2012, David E. Giles Visit MoneyScience for the Complete Article.    |
| Posted: 01 May 2012 11:51 AM PDT This paper extends the solution space for decision theory by introducing a behavioural operator that (1) transforms probability domains, and (2) generates sample paths for confidence from catalytic fuzzy or ambiguous sources. First, we prove that average sample paths for confidence/sentiment, generated from within and across source sets, differ. So conjugate priors should be used to mitigate the... Visit MoneyScience for the Complete Article.    |
| Blog Post: TimingLogic: NYSE Composite Update Posted: 01 May 2012 06:57 AM PDT I have posted this graphic a few times on here, both before the 2008 collapse and since. Without looking it up, I think the last time I posted this view of the NYSE Composite was right after the end of version one of quantitative easing. I may have posted it at a later date as well but it really doesn't matter. I have posted all of the labeling I keep on the chart for your review. I think it... Visit MoneyScience for the Complete Article.    |
| MBAs compete for £5,000 sustainable business prize - http://t.co/UYyeZIwH Posted: 01 May 2012 06:53 AM PDT BusinessSchools: MBAs compete for £5,000 sustainable business prize - http://t.co/UYyeZIwH Visit MoneyScience for the Complete Article.    |
| Posted: 01 May 2012 06:53 AM PDT BusinessSchools: Last Thursday, 3 groups of business students were awarded a combined $1 million to implement 3 social business plans http://t.co/icBGxn02 Visit MoneyScience for the Complete Article.    |
| Trending: More Chinese Women Are Going to Business School - http://t.co/bEWugDV3 Posted: 01 May 2012 06:53 AM PDT BusinessSchools: Trending: More Chinese Women Are Going to Business School - http://t.co/bEWugDV3 Visit MoneyScience for the Complete Article.    |
| Posted: 01 May 2012 06:25 AM PDT fin_tech: Complex Event Processing: The Next Big Thing in Computational Finance? http://t.co/nAuvIVoy #hft #tcm Visit MoneyScience for the Complete Article.    |
| Posted: 01 May 2012 06:25 AM PDT BusinessSchools: Revisiting: The 'Tyranny' of US Peer-Reviewed Journals in Economics and Business http://t.co/bRUUgzCf #tcm Visit MoneyScience for the Complete Article.    |
| Posted: 01 May 2012 06:01 AM PDT fin_tech: RT @hftreview: Neutrinos to Give High-Frequency Traders the Millisecond Edge [Forbes] http://t.co/aEvmruZk #hft Visit MoneyScience for the Complete Article.    |
| Posted: 01 May 2012 06:00 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jdseecpa â–¸ Top stories today via @dorothyfriedman @sungardcm @claradan @blpnt Visit MoneyScience for the Complete Article.    |
| Published / Preprint: The Return of Financial Repression (CEPR DP8947) Posted: 01 May 2012 05:50 AM PDT The Return of Financial Repression Author(s): Carmen Reinhart CEPR Discussion Paper Number 8947 Paper Details | PDF Download* | Purchase Electronic | Purchase Printed Programme Area(s): Financial Economics (FE) Date of Publication: 01/04/2012 Keyword(s): capital controls, debt, financial repression, inflation, interest rates, regulation JEL(s): E2, E3, E6, F3, F4, H6, N10 ... Visit MoneyScience for the Complete Article.    |
| Posted: 01 May 2012 05:48 AM PDT BusinessSchools: Via @MargRev - Systematic review of publication bias in studies on publication bias - http://t.co/FIjVdk84 Visit MoneyScience for the Complete Article.    |
| Research Library: Systematic review of publication bias in studies on publication bias (2005, pdf) Posted: 01 May 2012 05:44 AM PDT Hans-Hermann Dubben, Hans-Peter Beck-Bornholdt Abstract Publication bias is a well known phenomenon in clinical literature in which positive results have a better chance of being published, are published earlier, and are published in journals with higher impact factors. Conclusions exclusively based on published studies, therefore, can be misleading. Selective underreporting of research might... Visit MoneyScience for the Complete Article.    |
| Brilliant - @SSRN Financial Crises eJournal http://t.co/2DkD9dFs Posted: 01 May 2012 05:35 AM PDT BusinessSchools: Brilliant - @SSRN Financial Crises eJournal http://t.co/2DkD9dFs Visit MoneyScience for the Complete Article.    |
| Posted: 01 May 2012 05:33 AM PDT Gregory R. Samanez-Larkin, Sara M. Levens, Lee M. Perry, Robert F. Dougherty and Brian Knutson Abstract Frontostriatal circuits have been implicated in reward learning, and emerging findings suggest that frontal white matter structural integrity and probabilistic reward learning are reduced in older age. This cross-sectional study examined whether age differences in frontostriatal white matter... Visit MoneyScience for the Complete Article.    |
| Research Library: SSRN Financial Crises eJournal Posted: 01 May 2012 05:19 AM PDT View Papers: http://www.ssrn.com/link/Financial-Crises.html Subscribe: http://hq.ssrn.com/jourInvite.cfm?link=Financial-Crises Editors: G. William Schwert Professor, Distinguished University Professor of Finance and Statistics, University of Rochester – Simon School, and Rene M. Stulz Everett D. Reese Chair of Banking and Monetary Economics, Ohio State University (OSU) – Department... Visit MoneyScience for the Complete Article.    |
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