Wednesday, October 31, 2012

MoneyScience News

MoneyScience News


Blog Post: OlsenBlog: The Future of Computer Trading Report of Foresight

Posted: 31 Oct 2012 03:40 AM PDT

Hurricane Sandy is one of the biggest hurricanes in the history of the United States with an estimated damage of 30 billion USD, a lot of money. The flash crash on May 6th 2010 caused a drop of 9 percent in the world equity markets in a matter of 30 minutes wiping out 6 trillion USD of market market capitalization. This is 200 times more damage than the hurricane.read more...

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Blog Post: TheFinancialServicesClub: Why SWIFT had to bring along 52 kilometres of cabling

Posted: 31 Oct 2012 12:50 AM PDT

So day three of SIBOS is coming to a close and I̢۪ve found myself rushed off my feet as always, running between sessions, trying ot blog and tweet and trying to find a decent wifi hotspot.read more...

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Blog Post: filmackay: The NBN of Liquidity

Posted: 30 Oct 2012 10:04 PM PDT

Previously I have proposed TimeMatch, a system where every order is auctioned in a timeframe that the order's owner chooses. This would mitigate the speed advantages enjoyed by the technology firms. It basically means that investors get to choose, when they place an order, how much they value speed of execution verses improved prices. They are not forced to value speed of execution over improved...

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Blog Post: Falkenblog: Missing Risk Premium Book Reviews

Posted: 30 Oct 2012 05:31 PM PDT

My book has 8 reviews over on Amazon, including the prolific Aaron Brown and David Merkel.  There's also some guy named Gregory Fodor who gave it 5 stars, the same score he gave to Ilmanen's Expected Returns, and a book on UFOs (I do find Ancient Alien Astronauts very fun).I've noticed several others across the web. Here are some snippets.Kirkus reviews:The author’s conclusion is likely to...

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RT @mnemecek: New Star Wars film (Episode 7) coming in 2015; see chairman's remarks RT @acarvin: Disney acquires LucasFilm for $4B http: ...

Posted: 30 Oct 2012 02:03 PM PDT

moneyscience: RT @mnemecek: New Star Wars film (Episode 7) coming in 2015; see chairman's remarks RT @acarvin: Disney acquires LucasFilm for $4B http: ...

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Research Library: Hedge Funds, CDOs and the Financial Crisis: An Empirical Investigation of the 'Magnetar Trade'

Posted: 27 Sep 2012 07:55 AM PDT

Thomas Maehlmann Catholic University of Eichstaett-Ingolstadt - Chair of Banking and Finance September 19, 2012 Abstract The so called Magnetar trade (a kind of capital structure arbitrage on the US housing market, using CDS and synthetic CDOs, and exploiting rating-dependent mispricing of risk) has gained a high publicity due to a Pulitzer Prize awarded media story from two journalists of...

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