Monday, May 21, 2012

MoneyScience News

MoneyScience News


Research Library: Methods for Studying Coincidences (pdf, 1989)

Posted: 21 May 2012 03:57 AM PDT

You can read some interesting commentary on this paper over at Wired. Using probabilistic analysis, the paper explores everything from why we see newly learned words almost immediately after first learning them, to why double lottery winners exist, to even the frequency of meeting people with the same birthday. They even explore whether or not we can statistically state that Shakespeare...

Visit MoneyScience for the Complete Article.

Neutrino-based communication http://t.co/eu9Ytklb seems even less likely than Quantum Entanglement http://t.co/zQ3Odj8U to me #tcm

Posted: 21 May 2012 03:45 AM PDT

fin_tech: Neutrino-based communication http://t.co/eu9Ytklb seems even less likely than Quantum Entanglement http://t.co/zQ3Odj8U to me #tcm

Visit MoneyScience for the Complete Article.

Wall Street's Top 3 Operational Concerns: Regulation, Cost Pressure, IT Talent - http://t.co/YmBcchVC #tcm #quant

Posted: 21 May 2012 03:44 AM PDT

moneyscience: Wall Street's Top 3 Operational Concerns: Regulation, Cost Pressure, IT Talent - http://t.co/YmBcchVC #tcm #quant

Visit MoneyScience for the Complete Article.

I'm not entirely surprised: Big Insights Lacking at "Best Ideas" Hedge-Fund Event - http://t.co/aFj3LfdY #tcm

Posted: 21 May 2012 03:44 AM PDT

moneyscience: I'm not entirely surprised: Big Insights Lacking at "Best Ideas" Hedge-Fund Event - http://t.co/aFj3LfdY #tcm

Visit MoneyScience for the Complete Article.

Greasing the wheel: Oil's role in the global crisis - http://t.co/C4LEv2qV #tcm

Posted: 21 May 2012 03:44 AM PDT

moneyscience: Greasing the wheel: Oil’s role in the global crisis - http://t.co/C4LEv2qV #tcm

Visit MoneyScience for the Complete Article.

@FoxJust - How to Be Bad at Forecasting - http://t.co/KnYcuDuB #tcm

Posted: 21 May 2012 03:44 AM PDT

moneyscience: @FoxJust - How to Be Bad at Forecasting - http://t.co/KnYcuDuB #tcm

Visit MoneyScience for the Complete Article.

Michael Sandel talks about the moral limits of markets in this podcast: What Shouldn't Be Sold http://t.co/Z5ocS0Yy @PhilosophyBites #tcm

Posted: 21 May 2012 03:44 AM PDT

moneyscience: Michael Sandel talks about the moral limits of markets in this podcast: What Shouldn't Be Sold http://t.co/Z5ocS0Yy @PhilosophyBites #tcm

Visit MoneyScience for the Complete Article.

@bbcRadio4: Markets & Morals - philosopher Michael Sandel & economists Diane Coyle & Grigory Yavlinksy @diane1859 http://t.co/Eq9mhA29 #tcm

Posted: 21 May 2012 03:44 AM PDT

moneyscience: @bbcRadio4: Markets & Morals - philosopher Michael Sandel & economists Diane Coyle & Grigory Yavlinksy @diane1859 http://t.co/Eq9mhA29 #tcm

Visit MoneyScience for the Complete Article.

Special Report: The algorithmic arms race

Posted: 21 May 2012 03:17 AM PDT

I actually saw David Harding give a talk at the Royal Institution 14-10 Club last year and he threw up a powerpoint slide displaying one of the Winton Capital's strategies. It lwas somewhat more complex than this:read more...

Visit MoneyScience for the Complete Article.

Nvidia has combined forces with Citrix to deliver graphics processing power from the cloud - http://t.co/jjab3k4E #tcm

Posted: 21 May 2012 02:30 AM PDT

moneyscience: Nvidia has combined forces with Citrix to deliver graphics processing power from the cloud - http://t.co/jjab3k4E #tcm

Visit MoneyScience for the Complete Article.

Nvidia has combined forces with Citrix to deliver graphics processing power from the cloud - http://t.co/vBjDWwRk #tcm

Posted: 21 May 2012 02:30 AM PDT

fin_tech: Nvidia has combined forces with Citrix to deliver graphics processing power from the cloud - http://t.co/vBjDWwRk #tcm

Visit MoneyScience for the Complete Article.

A powerful notion, that our financial futures might be coded in our chromosomes - http://t.co/vJqpvdXx #genoeconomics

Posted: 21 May 2012 02:20 AM PDT

BusinessSchools: A powerful notion, that our financial futures might be coded in our chromosomes - http://t.co/vJqpvdXx #genoeconomics

Visit MoneyScience for the Complete Article.

No woman won the John Bates Clark Medal in the first 60 years the American Economic Association awarded the prize http://t.co/8MMjgFIg #tcm

Posted: 21 May 2012 02:00 AM PDT

BusinessSchools: No woman won the John Bates Clark Medal in the first 60 years the American Economic Association awarded the prize http://t.co/8MMjgFIg #tcm

Visit MoneyScience for the Complete Article.

How universities helped transform the medieval world - http://t.co/CZ4PnQYk

Posted: 21 May 2012 02:00 AM PDT

BusinessSchools: How universities helped transform the medieval world - http://t.co/CZ4PnQYk

Visit MoneyScience for the Complete Article.

Tech IPOs and Dual-Class Share Structures - http://t.co/PqqluR3w #tcm

Posted: 21 May 2012 01:50 AM PDT

fin_tech: Tech IPOs and Dual-Class Share Structures - http://t.co/PqqluR3w #tcm

Visit MoneyScience for the Complete Article.

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

Posted: 21 May 2012 12:35 AM PDT

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

Visit MoneyScience for the Complete Article.

Blog Post: TheFinancialServicesClub: Things worth reading: 21st May 2012

Posted: 20 May 2012 11:28 PM PDT

Things we're reading today include ...read more...

Visit MoneyScience for the Complete Article.

Nasdaq admits screwing up early #Facebook IPO trading http://t.co/eHTgAv0z #tcm

Posted: 20 May 2012 11:03 PM PDT

fin_tech: Nasdaq admits screwing up early #Facebook IPO trading http://t.co/eHTgAv0z #tcm

Visit MoneyScience for the Complete Article.

Podcast: Regulatory Reporting and Legal Entity Identifiers

Posted: 20 May 2012 10:57 PM PDT

An interesting piece for the Regulatory / Tech Wonks among you. read more...

Visit MoneyScience for the Complete Article.

Blog Post: TheAlephBlog: Book Review: The Alpha Masters

Posted: 20 May 2012 10:21 PM PDT

read more...

Visit MoneyScience for the Complete Article.

Blog Post: Falkenblog: Why are Volatility and Bad News Positively Correlated?

Posted: 20 May 2012 07:16 PM PDT

If you look at implied volatility, or actual volatility, it goes up when markets decline, and falls when markets increase.  The reigning best explanation is that since most companies have some amount of debt, bad news increases leverage as the firm values fall, and higher leveraged firms have higher equity volatility, ceteris paribus.  While this 'Merton model' explanation explains a...

Visit MoneyScience for the Complete Article.

Published / Preprint: Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets. (arXiv:1205.4089v1 [q-fin.PR])

Posted: 20 May 2012 05:34 PM PDT

We consider the discretized version of a (continuous-time) two-factor model introduced by Benth and coauthors for the electricity markets. For this model, the underlying is the exponent of a sum of independent random variables. We provide and test an algorithm, which is based on the celebrated Foellmer-Schweizer decomposition for solving the mean-variance hedging problem. In particular, we...

Visit MoneyScience for the Complete Article.

Blog Post: iMFdirect: Economics ' New Links for Students from the IMF

Posted: 20 May 2012 07:40 AM PDT

The IMF’s well written Finance & Development magazine has recently published two helpful online compilations of articles that may be useful to students and those interested in economic issues.    They are rich collections of material that are totally free!! 1. Back to Basics — explaining some fundamental concepts in Economics and Finance 2. People in Economics...

Visit MoneyScience for the Complete Article.

Financial Technology News Report is out! http://t.co/Jdseecpa : Top stories today via @WatersTech @SunGardAS @automatedtrader

Posted: 20 May 2012 05:52 AM PDT

fin_tech: Financial Technology News Report is out! http://t.co/Jdseecpa â–¸ Top stories today via @WatersTech @SunGardAS @automatedtrader

Visit MoneyScience for the Complete Article.