Tuesday, March 5, 2013

MoneyScience News

MoneyScience News


Blog Post: TheFinancialServicesClub: Barclays break the gambling addiction

Posted: 05 Mar 2013 01:04 AM PST

If you haven't seen it, there's a movement to stop banks gambling on food commodity prices.read more...

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Blog Post: TheAlephBlog: A Few Notes from the Berkshire Hathaway 10K

Posted: 04 Mar 2013 10:46 PM PST

Letting the document speak, here are a few notes, starting with with the most significant part of the risk factors:read more...

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Blog Post: Falkenblog: Security Market Line in Bull and Bear Markets

Posted: 04 Mar 2013 06:34 PM PST

Some note that if we are in bull markets, it is better to be in high beta stocks. I would agree that if you know you are in a bull market--that is, you know the stock market will be up at the end of this month--then it is preferable to be in high beta stocks. Yet, implementing this timing rule is not straightforward because even abstracting from the variance drag of high volatility stocks, the...

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Blog Post: filmackay: Chi-X Australia take off

Posted: 04 Mar 2013 06:18 PM PST

With the expiry of ASIC's transitional arrangements for best execution I think the dynamics of the Australian cash equities market is about to shift dramatically.read more...

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Published / Preprint: Inverse Signal Classification for Financial Instruments. (arXiv:1303.0283v1 [cs.LG])

Posted: 04 Mar 2013 05:31 PM PST

The paper presents new machine learning methods: signal composition, which classifies time-series regardless of length, type, and quantity; and self-labeling, a supervised-learning enhancement. The paper describes further the implementation of the methods on a financial search engine system using a collection of 7,881 financial instruments traded during 2011 to identify inverse behavior among the...

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Blog Post: WealthandCapitalMarketsBlog: Out the box: there is more than Equities

Posted: 04 Mar 2013 02:55 PM PST

Two weeks ago I attended two very different conferences in London back-to-back: the World Exchange Congress and the AFME Liquidity Conference. After this schizophrenic experience and a week’s holiday, I felt I needed to share a few thoughts. But let me give youĂ‚ the timeline:read more...

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