MoneyScience News

Research Library: A Theory of Political and Economic Cycles (pdf)
Searching for a Speed Limit in High-Frequency Trading #tcm http://t.co/U7mHHmEh
Blog Post: TheFinancialServicesClub: STP will only happen if it is made a regulatory mandate
Blog Post: TheAlephBlog: Carrying Capacity
Blog Post: Falkenblog: A Bad Way to Fight Bears
Published / Preprint: Bouchaud-M\'ezard model on a random network. (arXiv:1209.2467v1 [nlin.AO])
Published / Preprint: Option Pricing and Hedging with Small Transaction Costs. (arXiv:1209.2555v1 [q-fin.PR])
Blog Post: WealthandCapitalMarketsBlog: Client Reporting: Is it Front, Middle, or Back Office?
World leading academics deliver 2012 Onassis Lectures
DataSift Launches Social Feeds for the Financial Services Industry
Published / Preprint: 12Sep/German BIS Quarterly Review September 2012 press release (under embargo)
Published / Preprint: 12Sep/BIS press release about the BIS Quarterly Review under embargo, September 2012.
Published / Preprint: 12Sep/Spanish BIS Quarterly Review September 2012 press release (under embargo)
Published / Preprint: 12Sep/French BIS Quarterly Review September 2012 press release (under embargo)
Published / Preprint: 12Sep/Italian BIS Quarterly Review September 2012 press release (under embargo)
Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @nanexllc @NYSE_Arca @WatersTech
RT @StanleyEpstein: Knight hires IBM to review August trading glitch http://t.co/WW6xw8Hg
Shipbroking Practices (Workshop)

Research Library: A Theory of Political and Economic Cycles (pdf)

Posted: 13 Sep 2012 04:47 AM PDT

Laurence Ales, Pricila Maziero and Pierre Yared Abstract We develop a theoretical framework in which political and economic cycles are jointly determined. These cycles are driven by three political economy frictions: policymakers are non-benevolent, they cannot commit to policies, and they have private information about the tightness of the government budget and rents. Our first main result is...

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Searching for a Speed Limit in High-Frequency Trading #tcm http://t.co/U7mHHmEh

Posted: 13 Sep 2012 04:10 AM PDT

fin_tech: Searching for a Speed Limit in High-Frequency Trading #tcm http://t.co/U7mHHmEh

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Blog Post: TheFinancialServicesClub: STP will only happen if it is made a regulatory mandate

Posted: 13 Sep 2012 03:59 AM PDT

Again, I didnâ€™t mean to make this a series of articles, but it has become one.read more...

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Blog Post: TheAlephBlog: Carrying Capacity

Posted: 12 Sep 2012 10:08 PM PDT

I am usually dubious about the government trying to encourage certain behaviors.Â Examples:read more...

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Blog Post: Falkenblog: A Bad Way to Fight Bears

Posted: 12 Sep 2012 07:40 PM PDT

Sometimes I hear that you can't trust everything you read on the internet. The following 'Interview Questions' cheat sheet doesn't help: Q: How would you fight a bear? A: Climb on its back and grab it by the neck so its paws can't reach you.

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Published / Preprint: Bouchaud-M\'ezard model on a random network. (arXiv:1209.2467v1 [nlin.AO])

Posted: 12 Sep 2012 05:33 PM PDT

We studied the Bouchaud-M\'ezard(BM) model, which was introduced to explain Pareto's law in a real economy, on a random network. Using "adiabatic and independent" assumptions, we analytically obtained the stationary probability distribution function of wealth. The results shows that wealth-condensation, indicated by the divergence of the variance of wealth, occurs at a larger $J$ than that...

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Published / Preprint: Option Pricing and Hedging with Small Transaction Costs. (arXiv:1209.2555v1 [q-fin.PR])

Posted: 12 Sep 2012 05:33 PM PDT

An investor with constant absolute risk aversion trades a risky asset with general It\^o-dynamics, in the presence of small proportional transaction costs. In this setting, we formally derive a leading-order optimal trading policy and the associated welfare, expressed in terms of the local dynamics of the frictionless optimizer. By applying these results in the presence of a random endowment,...

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Blog Post: WealthandCapitalMarketsBlog: Client Reporting: Is it Front, Middle, or Back Office?

Posted: 12 Sep 2012 05:12 PM PDT

In an upcoming report for wealth management, Celent will look atÂ trends and vendors in the clientÂ reportingÂ spaceÂ for wealth management. During my research, I have found little consensus as to whether wealth managers or vendors consider client reportingÂ as aÂ front, middle, or back office process.read more...

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World leading academics deliver 2012 Onassis Lectures

Posted: 12 Sep 2012 12:58 PM PDT

Five Onassis Laureates speak at Cass ahead of Guildhall prize giving ceremony

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DataSift Launches Social Feeds for the Financial Services Industry

Posted: 12 Sep 2012 08:59 AM PDT

read more...

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