Monday, June 11, 2012

MoneyScience News

MoneyScience News


MBS banking expert talks eurozone crisis on BBC

Posted: 11 Jun 2012 03:40 AM PDT

Blog Post: TheFinancialServicesClub: The whistleblower who sued Citibank, and won

Posted: 11 Jun 2012 01:18 AM PDT

Just been reading this month’s Bloomberg Markets, with the lead story: “Woman Who Couldn’t Be Intimidated By Citigroup Wins $31 Million”. read more...

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Published / Preprint: Representation Theory for Risk On Markowitz-Tversky-Kahneman Topology

Posted: 10 Jun 2012 09:24 PM PDT

We introduce a representation theory for risk operations on locally compact groups in a partition of unity on a topological manifold for Markowitz-Tversky-Kahneman (MTK) reference points. We identify (1) risk torsion induced by the flip rate for risk averse and risk seeking behaviour, and (2) a structure constant or coupling of that torsion in the paracompact manifold. The risk torsion operator...

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Blog Post: Falkenblog: Banks Key to Recovery

Posted: 10 Jun 2012 07:01 PM PDT

With news of a possible bailout in Spain, bank bailouts are in the news again.  I'm a big believer that banks are key to this recovery, but I'm skeptical that bailouts are actually helpful.  That is, the best way to add a lack of focus to a bank is to make it even more beholden to 'the public'. A restructuring or default would be preferred, because then the pain is allocated to...

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Blog Post: ThePracticalQuant: Offbeat encouters at Foo Camp 2012

Posted: 10 Jun 2012 06:29 PM PDT

Like previous Foo Camps, I had lots of interesting technical discussions, with folks I already knew, and with many I met for the first time. In this post I'll highlight a few offbeat encounters. 1. Sometime Saturday afternoon, I saw a skateboarder out in the parking lot, putting together moves that made my jaws dropped. I talked to him later that night and it turns out it was Rodney Mullen of the...

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Blog Post: iMFdirect: Imagining If Key Foreign Banks Start Reducing Their Exposure in Asia

Posted: 10 Jun 2012 06:15 PM PDT

By Anoop Singhread more...

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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...

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