MoneyScience News |
- Guest Speakers
- Blog Post: TheAlephBlog: The Education of a Mortgage Bond Manager, Part X (The End)
- Blog Post: TheFinancialServicesClub: How do you implement a strategy that works?
- Blog Post: Falkenblog: Why HFT is Not a Problem
- Published / Preprint: A Modern Approach to the Efficient-Market Hypothesis. (arXiv:1302.3001v1 [q-fin.GN])
- Published / Preprint: Volatility polarization of non-specialized investors' heterogeneous activity. (arXiv:1302.3169v1 [q-fin.ST])
- Published / Preprint: Bridging stylized facts in finance and data non-stationarities. (arXiv:1302.3197v1 [q-fin.ST])
- Blog Post: rob_daly: SEF Operations Rules Delayed, Again
- Vendor News: SS&C GlobeOp Hedge Fund Performance Index and Capital Movement Index
| Posted: 14 Feb 2013 02:32 AM PST These are some of the guest speakers that have delivered workshops and presentations to our students in 2011-13: Ioannis Alexopoulos Shipping Finance Advisor – EuroFin Group Panayotis Bachtis Manager – O.W. Bunker Malta Ltd Philip Bailey Managing Director – Theisen Securities Alec Coutroubis Principal Lecturer and Programme Leader, Marine Engineering, University of Greenwich... Visit MoneyScience for the Complete Article.      |
| Blog Post: TheAlephBlog: The Education of a Mortgage Bond Manager, Part X (The End) Posted: 14 Feb 2013 02:18 AM PST Personally, I did not have an outline when I began this series. If I had decided to create a “story arc” it would ended with part six, which led to my becoming the corporate bond manager, but I will end this series on a different note, and with different lessons.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: How do you implement a strategy that works? Posted: 14 Feb 2013 01:33 AM PST A good friend of mine, Robin Speculand, recently spoke to our Financial Services Club in London about implementation. read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: Why HFT is Not a Problem Posted: 13 Feb 2013 06:50 PM PST Many people are concerned about the fact that some people can trade more frequently than they can due to having a large infrastructure of high speed computers and connections to various exchanges. It all seems like regular people can get ripped off, and so some kind of governor is need via transaction taxes, or some limiter on the trade frequency.This is all unnecessary. If you... Visit MoneyScience for the Complete Article.    |
| Posted: 13 Feb 2013 05:38 PM PST The Third Fundamental Theorem of Asset Pricing allows to apply the Second Fundamental Theorem under very mild regularity conditions regarding the process of asset prices. An economic equilibrium exists if and only if the price process is a martingale. Hence, market efficiency at least requires the absence of weak arbitrage opportunities. I show that no weak arbitrage is necessary but not... Visit MoneyScience for the Complete Article.    |
| Posted: 13 Feb 2013 05:38 PM PST Financial markets provide an ideal frame for studying decision making in crowded environments. Both the amount and accuracy of the data allows to apply tools and concepts coming from physics that studies collective and emergent phenomena or self-organised and highly heterogeneous systems. We analyse the activity of 29,930 non-expert individuals that represent a small portion of the whole market... Visit MoneyScience for the Complete Article.    |
| Posted: 13 Feb 2013 05:38 PM PST Employing a recent technique which allows the representation of nonstationary data by means of a juxtaposition of locally stationary paths of different length, we introduce a comprehensive analysis of the key observables in a financial market: the trading volume and the price fluctuations. From the segmentation procedure we are able to introduce a quantitative description of statistical features... Visit MoneyScience for the Complete Article.    |
| Blog Post: rob_daly: SEF Operations Rules Delayed, Again Posted: 13 Feb 2013 02:32 PM PST SEF Operations Rules Delayed, Againread more... Visit MoneyScience for the Complete Article.    |
| Vendor News: SS&C GlobeOp Hedge Fund Performance Index and Capital Movement Index Posted: 13 Feb 2013 06:02 AM PST    |
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