Wednesday, August 1, 2012

MoneyScience News

MoneyScience News


Blog Post: TheFinancialServicesClub: Things worth reading: the European View (12)

Posted: 01 Aug 2012 04:35 AM PDT

This week's view from Europe, courtesy of Edith Rigler :read more...

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RT @cstross: Aussie bank robbers using fuel-air explosives on ATMs: http://t.co/ACMchgIa

Posted: 01 Aug 2012 03:13 AM PDT

moneyscience: RT @cstross: Aussie bank robbers using fuel-air explosives on ATMs: http://t.co/ACMchgIa

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Vendor News: Fidessa strengthens North American buy-side business with new president

Posted: 01 Aug 2012 12:59 AM PDT

The Financial Education Daily is out! http://t.co/TYluKzUv ⸠Top stories today via @ColumbiaBizNews @UCBerkeleyNews

Posted: 01 Aug 2012 12:25 AM PDT

BusinessSchools: The Financial Education Daily is out! http://t.co/TYluKzUv â–¸ Top stories today via @ColumbiaBizNews @UCBerkeleyNews

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Living Cells Show How to Fix the Financial System #tcm http://t.co/bCwwv3N6

Posted: 31 Jul 2012 11:30 PM PDT

moneyscience: Living Cells Show How to Fix the Financial System #tcm http://t.co/bCwwv3N6

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The Daly Post Podcast: Interview with Eli Derman about his Novel, 'High Finance'

Posted: 31 Jul 2012 10:59 PM PDT

In this episode of the Daly Post Podcast, Rob interviews author and former Turquoise chief executive Eli Lederman on his first novel, High Finance. Set in a fictitious investment bank, the story follows 10 days in the life of exotics derivatives trader Jerry Klein on the eve of the 2008 credit crisis as Klein becomes one of the firm’s newest minted managing directors. How much truth can...

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Blog Post: TheAlephBlog: PIMCO in Theory and Practice, Part II

Posted: 31 Jul 2012 10:25 PM PDT

Things are weird when you write the second part of an article five years later.  I don’t have a strong opinion on some of the arguments between Felix Salmon and “Dutch_Book,” or maybe I have too many opinions, and they conflict.read more...

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Blog Post: Falkenblog: How to Get High Returns From High Volatility Stocks

Posted: 31 Jul 2012 06:00 PM PDT

Rebalance daily! Turan Bali, Nobel Prize winner Robert Engle and Yi Yang, posted Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns over at the SSRN. It's an eerily similar title to Jagannathan and Wang's 1994 pub The CAPM is Alive and Well, which supposedly showed the same thing.  When people have to continually state something is 'Alive and...

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Published / Preprint: Portfolio Choice with Transaction Costs: a User's Guide. (arXiv:1207.7330v1 [q-fin.PM])

Posted: 31 Jul 2012 05:34 PM PDT

Recent progress in portfolio choice has made a wide class of problems involving transaction costs tractable. We review the basic approach to these problems, and outline some directions for future research.

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Updated; 250+ Finance / Economics Tweeters Worth Following - http://t.co/HWzxervM @PeerIndex #finance #economics

Posted: 31 Jul 2012 11:06 AM PDT

BusinessSchools: Updated; 250+ Finance / Economics Tweeters Worth Following - http://t.co/HWzxervM @PeerIndex #finance #economics

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Cass holds Hackney House event for Tech City businesses

Posted: 31 Jul 2012 08:08 AM PDT

East London's creative talents mingle at Olympic networking venue

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Cass Business School MSc in Investment Management http://t.co/gvZdGh6G #investment @CassintheNews

Posted: 31 Jul 2012 07:38 AM PDT

BusinessSchools: Cass Business School MSc in Investment Management http://t.co/gvZdGh6G #investment @CassintheNews

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Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @Markit @SellSideTech @moneyscience

Posted: 31 Jul 2012 05:52 AM PDT

fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 â–¸ Top stories today via @Markit @SellSideTech @moneyscience

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@Cassinthenews: Time for tech? http://t.co/8dryowvS

Posted: 31 Jul 2012 05:07 AM PDT

BusinessSchools: @Cassinthenews: Time for tech? http://t.co/8dryowvS

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Link Library: Frequently Asked Questions about QuantLib

Posted: 24 Apr 2012 05:05 AM PDT

1. General questions 1.1. Is it OK to email a QuantLib developer to ask questions, or seek help, or report a bug? 1.2. How should I report a bug? 1.3. Thanks for this project. How can I give back to it? 1.4. Amazon Wish List? Aren't you ashamed of yourselves? 2. Contributing to the project 2.1. I'm interested in getting involved with the project. What should I do? 2.2. How do I...

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Wiley-Blackwell Finance Newsletter - April

Posted: 24 Apr 2012 02:50 AM PDT

  Wiley-Blackwell Finance Newsletter:   Trading   Welcome to the Wiley-Blackwell Finance Newsletter. In this edition, we're offering you FREE access to the latest research on Trading. Wiley-Blackwell publishes some of the most widely read, frequently cited, and highly-ranked journals in the ISI's Business Finance category. Read the studies below, and find out...

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Bitcoin, the financial traders' anarchic new toy

Posted: 02 Apr 2012 07:05 AM PDT

Naomi O'Leary writes at Reuters: read more...

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Presentations & Audio from the 2012 London Low-Latency Summit

Posted: 30 Mar 2012 02:00 AM PDT

Presentations:read more...

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Video - Paul Kedrosky on Apple, BATS and HFT

Posted: 26 Mar 2012 04:58 AM PDT

Via The Big Picture:read more...

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$1.5 billion: The cost of cutting London-Toyko latency by 60ms

Posted: 21 Mar 2012 05:29 AM PDT

Via ExtremeTech:read more...

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Wiley Finance Newsletter March: Successfully Navigate The Post-Reform World

Posted: 19 Mar 2012 06:22 AM PDT

Successfully Navigate The Post-Reform Worldread more...

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Banks Team Up to Cut Technology Spending Burden

Posted: 13 Mar 2012 09:54 AM PDT

Investment banks are beginning to share development costs for back office and regulatory compliance systems.read more...

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Video - EU finance ministers debate financial transaction tax

Posted: 13 Mar 2012 09:37 AM PDT

EU finance ministers are meeting in Brussels to discuss a proposed European financial transaction tax.read more...

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US Government Agencies Comparing Notes On Algo Feeds

Posted: 11 Mar 2012 01:14 PM PDT

Bloomberg Reports:read more...

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Call for Abstract: ECCS '12 Satellite Meeting: Data-Driven Modeling of Contagion Processes

Posted: 05 Mar 2012 03:07 AM PST

IMPORTANT DATES read more...

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Inside UCLâs Financial Computing Center: The Future of Finance is Happening

Posted: 03 Mar 2012 12:44 PM PST

A fascinating article by Sam Knight over at the FT takes a look at University College London's Financial Computing Center and asks some very interesting questions about computational finance and the futue of finance generally.read more...

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