Friday, November 9, 2012

MoneyScience News

MoneyScience News


RT @Ian_Fraser: Andy Haldane says Vickers' 'ringfence' a bit woolly http://t.co/S54I0Zb1

Posted: 09 Nov 2012 05:06 AM PST

moneyscience: RT @Ian_Fraser: Andy Haldane says Vickers' 'ringfence' a bit woolly http://t.co/S54I0Zb1

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Blog Post: TheFinancialServicesClub: Things worth reading: 9th November 2012

Posted: 09 Nov 2012 02:27 AM PST

Things we're reading today include ... read more...

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Published / Preprint: 09Nov/Improving the BIS international banking statistics

Posted: 09 Nov 2012 01:10 AM PST

Press release about the CGFS releasing a report on "Improving the BIS international banking statistics", 09 November 2012

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Published / Preprint: Editorial

Posted: 08 Nov 2012 10:24 PM PST



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Published / Preprint: Efficient hedge fund style allocations: A rules-based model

Posted: 08 Nov 2012 10:24 PM PST



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Published / Preprint: Neutrality of equity market neutral strategy to period and index

Posted: 08 Nov 2012 10:24 PM PST



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Published / Preprint: Implied transaction costs by Leland option pricing model: A new approach and empirical evidence

Posted: 08 Nov 2012 10:24 PM PST



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Published / Preprint: Empirical performance of a spline-based implied volatility surface

Posted: 08 Nov 2012 10:24 PM PST



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Blog Post: TheAlephBlog: Eliminating the Rating Agencies, Part 3

Posted: 08 Nov 2012 09:41 PM PST

There’s one thing that is a little odd about me: occasionally as I am waking in the morning, something that I have been thinking about comes crashing in on me, and I get a moment of clarity where everything seems obvious for a complex question.read more...

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Published / Preprint: On the new central bank strategy toward monetary and financial instabilities management in finances: Econophysical analysis of nonlinear dynamical financial systems. (arXiv:1211.1897v1 [q-fin.GN])

Posted: 08 Nov 2012 05:38 PM PST

We describe the innovations in finances, introduced over the recent decades, and analyze most of the business and regulatory challenges, faced by the financial industry, because of the present disruptive changes in the global capital markets. We use the integrative thinking approach to formulate the new central bank strategy and propose that the new strategy has to be focused on the constant...

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Published / Preprint: High-Frequency Trading Synchronizes Prices in Financial Markets. (arXiv:1211.1919v1 [q-fin.TR])

Posted: 08 Nov 2012 05:38 PM PST

High-speed computerized trading, often called "high-frequency trading" (HFT), has increased dramatically in financial markets over the last decade. In the US and Europe, it now accounts for nearly one-half of all trades. Although evidence suggests that HFT contributes to the efficiency of markets, there are concerns it also adds to market instability, especially during times of stress. Currently,...

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Published / Preprint: A quantum mechanical model for the rate of return. (arXiv:1211.1938v1 [q-fin.GN])

Posted: 08 Nov 2012 05:38 PM PST

In their activity, the traders approximate the rate of return by integer multiples of a minimal one. Therefore, it can be regarded as a quantized variable. On the other hand, there is the impossibility of observing the rate of return and its instantaneous forward time derivative, even if we consider it as a continuous variable. We present a quantum model for the rate of return based on the...

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Blog Post: rob_daly: New York Startup Weekend Moved to December

Posted: 08 Nov 2012 09:06 AM PST

New York Startup Weekend Moved to Decemberread more...

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