Sunday, May 6, 2012

MoneyScience News

MoneyScience News


Blog Post: PatrickBurns: US market portrait 2012 week 19

Posted: 06 May 2012 01:46 AM PDT

US large cap market returns.read more...

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The Financial Education Daily is out! http://t.co/TYlzia3F

Posted: 06 May 2012 01:01 AM PDT

BusinessSchools: The Financial Education Daily is out! http://t.co/TYlzia3F

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Blog Post: TheAlephBlog: We Eat Dollar Weighted Returns ' IV

Posted: 05 May 2012 09:38 PM PDT

I think one of the largest areas for practical investigation in finance is reviewing dollar-weighted versus time weighted returns, especially for vehicles that are traded heavily.  I am going to try to analyze one major ETF per month to see what the level of slippage is due to trading.read more...

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RT @TimHarford: Nature Bites Back In New, Messy World of #Derivatives http://t.co/iW6B3qk8

Posted: 05 May 2012 12:57 PM PDT

moneyscience: RT @TimHarford: Nature Bites Back In New, Messy World of #Derivatives http://t.co/iW6B3qk8

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Computational Complexity and Information Asymmetry in Financial Products - http://t.co/tLCrCQNI #tcm #complexity #quant

Posted: 05 May 2012 12:14 PM PDT

moneyscience: Computational Complexity and Information Asymmetry in Financial Products - http://t.co/tLCrCQNI #tcm #complexity #quant

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The (unfortunate) complexity of the economy: J-P Bouchaud - http://t.co/UOAlCuma #tcm #complexity #quant

Posted: 05 May 2012 12:14 PM PDT

moneyscience: The (unfortunate) complexity of the economy: J-P Bouchaud - http://t.co/UOAlCuma #tcm #complexity #quant

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New Journal of Physics: Focus on Statistical Physics Modeling in Economics and Finance - http://t.co/pYq6m4Ee #tcm #econophysics @njphysics

Posted: 05 May 2012 12:14 PM PDT

moneyscience: New Journal of Physics: Focus on Statistical Physics Modeling in Economics and Finance - http://t.co/pYq6m4Ee #tcm #econophysics @njphysics

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This article tries to formulate a research program for the socio-economic sciences - http://t.co/rjQMtlr0 #tcm

Posted: 05 May 2012 12:14 PM PDT

moneyscience: This article tries to formulate a research program for the socio-economic sciences - http://t.co/rjQMtlr0 #tcm

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Computational Complexity and Information Asymmetry in Financial Products - http://t.co/1ilxJ65q #tcm #complexity #quant

Posted: 05 May 2012 12:14 PM PDT

fin_tech: Computational Complexity and Information Asymmetry in Financial Products - http://t.co/1ilxJ65q #tcm #complexity #quant

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RT @DailyCaveat: MF Global funds traced. Now the fun really begins... http://t.co/pzmJ4G55

Posted: 05 May 2012 08:51 AM PDT

moneyscience: RT @DailyCaveat: MF Global funds traced. Now the fun really begins... http://t.co/pzmJ4G55

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Blog Post: TheFinancialServicesClub: The Finanser's Week: 30th April - 6th May 2012

Posted: 05 May 2012 07:36 AM PDT

Our biggest stories of the week are ...read more...

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Financial Technology News Report is out! http://t.co/Jdseecpa : Top stories today via @asset_control @lowlatency @matlab @ibminitiate

Posted: 05 May 2012 05:55 AM PDT

fin_tech: Financial Technology News Report is out! http://t.co/Jdseecpa â–¸ Top stories today via @asset_control @lowlatency @matlab @ibminitiate

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Published / Preprint: Optimal multifactor trading under proportional transaction costs. (arXiv:1204.6488v1 [q-fin.TR])

Posted: 30 Apr 2012 05:32 PM PDT

Proportional transaction costs present difficult theoretical problems in trading algorithm design, on account of their lack of analytical tractability. The author derives a solution of DT-NT-DT form for an arbitrary model in which the the traded asset has diffusive dynamics described by one or more stochastic risk factors. The width of the NT zone is found to be, as expected, proportional to the...

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Published / Preprint: The monetary growth order. (arXiv:1204.6590v1 [q-fin.GN])

Posted: 30 Apr 2012 05:32 PM PDT

Growth of monetary assets and debts is commonly described by the formula of compound interest which for the case of continuous compounding is the exponential growth law. Its differential form is dc/dt = i c where dc/dt describes the rate of monetary growth, i the compounded interest rate and c the actual principal. Exponential growth of this type is fixed to be neither resource-limited nor...

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Blog Post: iMFdirect: Jobs and Growth: Can't Have One Without the Other?

Posted: 30 Apr 2012 03:49 AM PDT

By Min Zhuread more...

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Hugh Hendry - Full Text of Letter to Eclectica Investors

Posted: 29 Apr 2012 11:14 PM PDT

...I meet a lot of inquisitive and extremely intelligent people in this business and I have come to think that maybe this is something of a problem. Perhaps they are just too smart. Perhaps they just try too hard. Rightly or wrongly, the highest return on intellectual capital of any endeavour in the world today comes from the management of other people’s money. So it is entirely rational...

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The Week in MoneyScience - Digest 27/04/12

Posted: 27 Apr 2012 03:59 AM PDT

Featured | Sponsored | Events | Announcements | Finance and Banking | Financial Technology | Science and General Interest | Researchread more...

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Movie Trailer: Travelling Salesman - A Movie About P=NP

Posted: 26 Apr 2012 01:26 AM PDT

Via I, Programmer: read more...

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The wisdom of retail traders

Posted: 25 Apr 2012 11:00 PM PDT

Study shows retail investors can predict future stock returnsread more...

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Research Library: Corporate Political Donations: Investment or Agency?

Posted: 25 Apr 2012 07:59 AM PDT

Rajesh K. Aggarwal University of Minnesota - Twin Cities - Carlson School of Management Felix Meschke University of Kansas - Finance Area Tracy Yue Wang University of Minnesota - Twin Cities - Carlson School of Management Abstract We examine corporate donations to political candidates for federal offices in the United States from 1991 to 2004. Firms that donate have operating characteristics...

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Research Library: Challenges in Complex Systems Science

Posted: 25 Apr 2012 07:00 AM PDT

Maxi San Miguel, Jeffrey H. Johnson, Janos Kertesz, Kimmo Kaski, Albert Díaz-Guilera, Robert S. MacKay, Vittorio Loreto, Peter Erdi, Dirk Helbing Abstract FuturICT foundations are social science, complex systems science, and ICT. The main concerns and challenges in the science of complex systems in the context of FuturICT are laid out in this paper with special emphasis on the Complex...

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Event: Introduction to Hedging with Options - Bangkok

Posted: 25 Apr 2012 03:32 AM PDT

Location: Bangkok; Date: May 31st, 2012; This course is designed to introduce you to the terminology and characteristics of traded options, the principles of how option pricing models work and hedging strategies. The course will highlight how the theory of hedging with options can be implemented at an organisational level.read more...

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Event: Introduction to Hedging with Futures - Bangkok

Posted: 25 Apr 2012 03:29 AM PDT

Location: Bangkok; Date: May 30th, 2012; This course will provide you with a thorough understanding of the basics of hedging with futures, covering market terminology, trading strategies and margining of LME futures contracts.read more...

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Event: Introduction to the London Metal Exchange - Bangkok

Posted: 25 Apr 2012 03:27 AM PDT

Location: Bangkok; Date: May 29th, 2012; This course offers you a solid introduction to the services provided by the London Metal Exchange. It provides an in-depth overview of operations, structure, products, trading terminology and procedures.read more...

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Event: Introduction to Hedging with Futures - Dusseldorf

Posted: 25 Apr 2012 03:18 AM PDT

Location: Dusseldorf; Date: May 29th, 2012; This course will provide you with a thorough understanding of the basics of hedging with futures, covering market terminology, trading strategies and margining of LME futures contracts.read more...

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Event: Introduction to the London Metal Exchange - Dusseldorf

Posted: 25 Apr 2012 03:13 AM PDT

Location: Dusseldorf; Date: May 23rd, 2012; This course offers you a solid introduction to the services provided by the London Metal Exchange. It provides an in-depth overview of operations, structure, products, trading terminology and procedures.read more...

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Event: Introduction to Hedging with Options - London

Posted: 25 Apr 2012 03:06 AM PDT

Location: London; Date: May 11th, 2012; This course is designed to introduce you to the terminology and characteristics of traded options, the principles of how option pricing models work and hedging strategies. The course will highlight how the theory of hedging with options can be implemented at an organisational level.read more...

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Event: Introduction to Hedging with Futures - London

Posted: 25 Apr 2012 03:03 AM PDT

Location: The London Metal Exchange; Date: May 10th, 2012; This course will provide you with a thorough understanding of the basics of hedging with futures, covering market terminology, trading strategies and margining of LME futures contracts.read more...

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Event: Introduction to the London Metal Exchange - London

Posted: 25 Apr 2012 03:01 AM PDT

Location: The London Metal Exchange; Date: May 9th, 2012; This course offers you a solid introduction to the services provided by the London Metal Exchange. It provides an in-depth overview of operations, structure, products, trading terminology and procedures.read more...

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Event: Introduction to Physical Trading and Warehousing - London

Posted: 25 Apr 2012 02:57 AM PDT

Location: The London Metal Exchange; Date: May 8th, 2012; This course will provide you with a comprehensive overview of physical trading and how the LME approved warehouse system operates.read more...

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Event: An Overview of Risk Management - Singapre

Posted: 25 Apr 2012 02:51 AM PDT

Location: Singapore; Date: May 4th, 2012; This course concentrates on the thinking behind risk management rather than the execution and considers every aspect of a strategy, from design through to execution and beyond.read more...

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