MoneyScience News |
- Blog Post: WealthandCapitalMarketsBlog: Use of OTC Derivatives by Asian Corporates
- Published / Preprint: The order book as a queueing system: average depth and influence of the size of limit orders. (arXiv:1311.5661v1 [q-fin.TR])
- Published / Preprint: Nucleation, condensation and lambda-transition on a real-life stock market. (arXiv:1311.5753v1 [q-fin.ST])
- Blog Post: ThePracticalQuant: Data Wrangling gets a fresh look
- Blog Post: TheAlephBlog: Lower the Cap Rate, Not
- Blog Post: TheFinancialServicesClub: The Finanser's Week: 18th November - 24th November 2013
| Blog Post: WealthandCapitalMarketsBlog: Use of OTC Derivatives by Asian Corporates Posted: 24 Nov 2013 10:26 PM PST Asia accounts for less than 10% of notional outstanding of the global OTC derivative market. Even within Asia, trading activity is primarily dominated by the four advanced countries Japan, Singapore, Hong Kong and Australia. Most of the OTC products in Asia are plain vanilla in nature, and as a result the OTC markets emerging Asian countries are at a very early stage of development.read more... Visit MoneyScience for the Complete Article.      |
| Posted: 24 Nov 2013 05:38 PM PST We study the analytical properties of a one-side order book model in which the flows of limit and market orders are Poisson processes and the distribution of lifetimes of cancelled orders is exponential. Although simplistic, the model provides an analytical tractability that should not be overlooked. Using basic results for birth-and-death processes, we build an analytical formula for the shape... Visit MoneyScience for the Complete Article.    |
| Posted: 24 Nov 2013 05:38 PM PST We fill a void in merging empirical and phenomenological characterisation of the dynamical phase transitions in complex systems by identifying three, essentially different, dynamical phase transitions on real-life financial markets driven by 'macrodynamics' of a superstar-like superhub. We collect and interpret the empirical, numerical, and semi-analytical evidences for the existence of these... Visit MoneyScience for the Complete Article.    |
| Blog Post: ThePracticalQuant: Data Wrangling gets a fresh look Posted: 24 Nov 2013 10:36 AM PST [A version of this post appears on the O'Reilly Strata blog.]Data analysts have long lamented the amount of time they spend on data wrangling. Rightfully so, as some estimates suggest they spend a majority of their time on it. The problem is compounded by the fact that these days, data scientists are encouraged to cast their nets wide, and investigate alternative (unstructured) data sources. The... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: Lower the Cap Rate, Not Posted: 24 Nov 2013 09:00 AM PST Sometimes I think regulators are in over their heads. They aren’t talented enough to run a company, but they think they can control the excesses of financial companies. Then there’s the Fed. They think they can control an entire economy through the weak policy lever of affecting the views of people have for calculating what interest rates they should use to capitalize the values... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: The Finanser's Week: 18th November - 24th November 2013 Posted: 24 Nov 2013 05:50 AM PST Our biggest stories of the past week are ...read more... Visit MoneyScience for the Complete Article.    |
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