MoneyScience News |
- Blog Post: TheFinancialServicesClub: Holiday Humour #9: Entrepreneurialism
- Blog Post: TheAlephBlog: The Problem of Small Accounts
- Published / Preprint: Utility indifference valuation for non-smooth payoffs with an application to power derivatives. (arXiv:1307.4591v1 [q-fin.PR])
- Published / Preprint: Predicting financial markets with Google Trends and not so random keywords. (arXiv:1307.4643v1 [q-fin.ST])
- Published / Preprint: Testing power-law cross-correlations: Rescaled covariance test. (arXiv:1307.4727v1 [q-fin.ST])
- Blog Post: iMFdirect: Fixing the Financial Sector: A Change the UK must Bank On
- Vendor News: July 17, 2013 - SS&C PORTIA Outsourcing Clients Migrate to SS&Câs Global Data Center
| Blog Post: TheFinancialServicesClub: Holiday Humour #9: Entrepreneurialism Posted: 18 Jul 2013 02:40 AM PDT A wealthy businessman gave a very emotional speech about his rise to glory.read more... Visit MoneyScience for the Complete Article.      |
| Blog Post: TheAlephBlog: The Problem of Small Accounts Posted: 17 Jul 2013 09:59 PM PDT We all want financial advice. Good advice. And we want it for free. That’s why we come to the Aleph Blog, where advice is regularly dispensed, and at no cost.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 17 Jul 2013 05:37 PM PDT We consider the problem of exponential utility indifference valuation under the simplified framework where traded and nontraded assets are uncorrelated but where the claim to be priced possibly depends on both. Traded asset prices follow a multivariate Black and Scholes model, while nontraded asset prices evolve as generalized Ornstein-Uhlenbeck processes. We provide a BSDE characterization of... Visit MoneyScience for the Complete Article.    |
| Posted: 17 Jul 2013 05:37 PM PDT We check the claims that data from Google Trends contain enough data to predict future financial index returns. We first discuss the many subtle (and less subtle) biases that may affect the backtest of a trading strategy, particularly when based on such data. Expectedly, the choice of keywords is crucial: by using an industry-grade backtesting system, we verify that random finance-related... Visit MoneyScience for the Complete Article.    |
| Posted: 17 Jul 2013 05:37 PM PDT We introduce a new test for detection of power-law cross-correlations among a pair of time series - the rescaled covariance test. The test is based on a power-law divergence of the covariance of the partial sums of the long-range cross-correlated processes. Utilizing a heteroskedasticity and auto-correlation robust estimator of the long-term covariance, we develop a test with... Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: Fixing the Financial Sector: A Change the UK must Bank On Posted: 17 Jul 2013 10:16 AM PDT By Krishna Srinivasanread more... Visit MoneyScience for the Complete Article.    |
| Posted: 17 Jul 2013 06:07 AM PDT    |
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