MoneyScience News |
- Published / Preprint: 02Jul/Basel Committee issues consultative document on monitoring intraday liquidity management
- An anonymous insider explains how he and his colleagues helped manipulate the UK's bank borrowing rate #tcm http://t.co/fWPgxzGZ
- Published / Preprint: Effective Trade Execution
- Published / Preprint: Crowd Disasters as Systemic Failures: Analysis of the Love Parade Disaster
- Published / Preprint: Coarse-graining the dynamics of network evolution: the rise and fall of a networked society
- Published / Preprint: How the online social networks are used: Dialogs-based structure of MySpace
- Published / Preprint: Dworkin's Paradox
- Published / Preprint: On the role of backauditing for tax evasion in an agent-based Econophysics model
- The Financial Education Daily is out! http://t.co/TYluKzUv ⸠Top stories today via @StanfordBiz @LSEnews @Cornell
- Blog Post: TheFinancialServicesClub: Diamonds are forever ...
- Published / Preprint: Record statistics and persistence for a random walk with a drift. (arXiv:1206.6972v1 [cond-mat.stat-mech])
- Published / Preprint: Interest Rate Risk of Bond Prices on Macedonian Stock Exchange - Empirical Test of the Duration, Modified Duration and Convexity and Bonds Valuation. (arXiv:1206.6998v1 [q-fin.RM])
- Published / Preprint: On the role of backauditing for tax evasion in an agent-based Econophysics model. (arXiv:1206.7000v1 [physics.soc-ph])
- Podcast: Checking Out of the Hedge Fund Hotel
- Research Library: The Externality of High Frequency Trading
- Research Library: Hedge Fund Herding: The Apologists’ Evidence (pdf)
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @moneyscience @hpcnotes @automatedtrader
- Link Library: The Lodestone Foundation
- Stanford bioengineers create rewritable digital data storage in DNA
- Blog Post: rob_daly: Management Changes at Traiana
| Posted: 02 Jul 2012 02:04 AM PDT Press release about the Basel Committee issuing a consultative document on monitoring intraday liquidity management (02 July 2012) Visit MoneyScience for the Complete Article.      |
| Posted: 02 Jul 2012 01:14 AM PDT moneyscience: An anonymous insider explains how he and his colleagues helped manipulate the UK's bank borrowing rate #tcm http://t.co/fWPgxzGZ Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Effective Trade Execution Posted: 02 Jul 2012 12:51 AM PDT This paper examines the role of algorithmic trading in modern financial markets. Additionally, order types, characteristics, and special features of algorithmic trading are described under the lens provided by the large development of high frequency trading technology. Special order types are examined together with an intuitive description of the implied dynamics of the order book conditional to... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Crowd Disasters as Systemic Failures: Analysis of the Love Parade Disaster Posted: 02 Jul 2012 12:51 AM PDT Each year, crowd disasters happen in different areas of the world. How and why do such disasters happen? Are the fatalities caused by relentless behavior of people or a psychological state of panic that makes the crowd 'go mad'? Or are they a tragic consequence of a breakdown of coordination? These and other questions are addressed, based on a qualitative analysis of publicly available videos and... Visit MoneyScience for the Complete Article.    |
| Posted: 02 Jul 2012 12:51 AM PDT We explore a systematic approach to studying the dynamics of evolving networks at a coarse-grained, system level. We emphasize the importance of finding good observables (network properties) in terms of which coarse grained models can be developed. We illustrate our approach through a particular social network model: the "rise and fall" of a networked society [1]: we implement our low-dimensional... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: How the online social networks are used: Dialogs-based structure of MySpace Posted: 02 Jul 2012 12:51 AM PDT Quantitative study of collective dynamics in online social networks is a new challenge based on the abundance of empirical data. Conclusions, however, may depend on factors as user's psychology profiles and their reasons to use the online contacts. In this paper we have compiled and analyzed two datasets from \texttt{MySpace}. The data contain networked dialogs occurring within a specified... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Dworkin's Paradox Posted: 02 Jul 2012 12:41 AM PDT How to distribute welfare in a society is a key issue in the subject of distributional justice, which is deeply involved with notions of fairness. Following a thought experiment by Dworkin, this work considers a society of individuals with different preferences on the welfare distribution and an official to mediate the coordination among them. Based on a simple assumption that an individual's... Visit MoneyScience for the Complete Article.    |
| Posted: 02 Jul 2012 12:41 AM PDT We investigate an inhomogeneous Ising model in the context of tax evasion dynamics where different types of agents are parametrized via local temperatures and magnetic fields. In particular, we analyse the impact of backauditing and endogenously determined penalty rates on tax compliance. Both features contribute to a microfoundation of agent-based econophysics models of tax evasion. Visit MoneyScience for the Complete Article.    |
| Posted: 02 Jul 2012 12:23 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYluKzUv â–¸ Top stories today via @StanfordBiz @LSEnews @Cornell Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Diamonds are forever ... Posted: 02 Jul 2012 12:06 AM PDT I wrote a brief summary last Friday about a wholesale need to change the industry and thought that was it ... it’s not. I need to write more about this heap of crap the UK banking industry has uncovered (and not just here).read more... Visit MoneyScience for the Complete Article.    |
| Posted: 01 Jul 2012 05:32 PM PDT We study the statistics of records of a one-dimensional random walk of n steps, starting from the origin, and in presence of a constant bias c. At each time-step the walker makes a random jump of length \eta drawn from a continuous distribution f(\eta) which is symmetric around a constant drift c. We focus in particular on the case were f(\eta) is a symmetric stable law with a... Visit MoneyScience for the Complete Article.    |
| Posted: 01 Jul 2012 05:32 PM PDT This article presents valuation of Treasury Bonds (T-Bonds) on Macedonian Stock Exchange (MSE) and empirical test of duration, modified duration and convexity of the T-bonds at MSE in order to determine sensitivity of bonds prices on interest rate changes. The main goal of this study is to determine how standard valuation models fit in case of T- Bonds that are traded on MSE and to verify whether... Visit MoneyScience for the Complete Article.    |
| Posted: 01 Jul 2012 05:32 PM PDT We investigate an inhomogeneous Ising model in the context of tax evasion dynamics where different types of agents are parametrized via local temperatures and magnetic fields. In particular, we analyse the impact of backauditing and endogenously determined penalty rates on tax compliance. Both features contribute to a microfoundation of agent-based econophysics models of tax evasion. Visit MoneyScience for the Complete Article.    |
| Podcast: Checking Out of the Hedge Fund Hotel Posted: 01 Jul 2012 06:35 AM PDT Most new hedge funds rather spend time readying their trading strategies for production than setting up their IT infrastructure. With the continued growth of hosted IT offerings, rolling out the necessary infrastructure has never been faster. In this episode, Rob discusses this trend with Chris Grandi, a founder and managing director at Abacus Group LLC, and how hedge funds can avoid common... Visit MoneyScience for the Complete Article.    |
| Research Library: The Externality of High Frequency Trading Posted: 01 Jul 2012 06:29 AM PDT Mao Ye University of Illinois at Urbana-Champaign Chen Yao University of Illinois at Urbana-Champaign Jiading Gai University of Illinois at Urbana-Champaign May 25, 2012 Abstract Exogenous technology shocks that increase the speed of trading from microseconds to nanoseconds dramatically increase order cancellation/execution ratio from 26:1 to 32:1 but do not have real impact on liquidity,... Visit MoneyScience for the Complete Article.    |
| Research Library: Hedge Fund Herding: The Apologists’ Evidence (pdf) Posted: 01 Jul 2012 05:58 AM PDT Blerina Reca, Richard Sias and H. J. Turtle Abstract We examine hedge fund herding using a proprietary dataset that identifies hedge funds filing 13(f) reports. Hedge funds’ role in the market dramatically increases over time and hedge funds exhibit much higher turnover than other institutional investors. Inconsistent with common perceptions, however, hedge funds are less likely to herd... Visit MoneyScience for the Complete Article.    |
| Posted: 01 Jul 2012 05:54 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 â–¸ Top stories today via @moneyscience @hpcnotes @automatedtrader Visit MoneyScience for the Complete Article.    |
| Link Library: The Lodestone Foundation Posted: 24 May 2012 05:44 AM PDT Lodestone Foundation Homepage Lodestone Projects Page Open Source for Capital Markets and Beyond What is our Goal? Quickly and convincingly build the go-to non-profit open source foundation for financial markets. Significantly, we will seed this foundation with world-beating code contributions from known open-source heavyweights and founding partners, and fund a small world-class dev team... Visit MoneyScience for the Complete Article.    |
| Stanford bioengineers create rewritable digital data storage in DNA Posted: 22 May 2012 01:44 PM PDT You don't hear a lot about biological computing but this is super cool:read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: rob_daly: Management Changes at Traiana Posted: 21 May 2012 07:36 AM PDT Forex post-trade processing vendor Traiana has tapped Citi veteran Andy Coyne to be its next CEO. Coyne steps into the role vacated by Traiana’s co-founder and current CEO Gil Mandelzis, who assumed the new role of executive chairman of the firm.read more... Visit MoneyScience for the Complete Article.    |
| You are subscribed to email updates from The Complete MoneyScience Reloaded To stop receiving these emails, you may unsubscribe now. | Email delivery powered by Google |
| Google Inc., 20 West Kinzie, Chicago IL USA 60610 | |