MoneyScience News |
- Published / Preprint: The $500.00 AAPL close: Manipulation or hedging? A quantitative analysis. (arXiv:1402.0910v1 [q-fin.GN])
- Published / Preprint: Spatial and temporal structures of four financial markets in Greater China. (arXiv:1402.1046v1 [q-fin.GN])
- Published / Preprint: Optimal allocation of wealth for two consuming agents sharing a portfolio. (arXiv:1402.1052v1 [q-fin.PM])
- Blog Post: WealthandCapitalMarketsBlog: Social Trading
- Blog Post: TheFinancialServicesClub: Why Swiss banks are no longer so private
- Vendor News: Fidessa explores rise of futures algos
| Posted: 05 Feb 2014 05:37 PM PST Why do a market's prices move up or down? Claims about causes are made without actual information, and accepted or dismissed based upon poor or non-existent evidence. Here we investigate the price movements that ended with Apple stock closing at \$500.00 on January 18, 2013. There is a ready explanation for this price movement: market manipulation by those who sold stock options, who stood to... Visit MoneyScience for the Complete Article.      |
| Posted: 05 Feb 2014 05:37 PM PST We investigate the spatial and temporal structures of four financial markets in Greater China. In particular, we uncover different characteristics of the four markets by analyzing the sector and subsector structures which are detected through the random matrix theory. Meanwhile, we observe that the Taiwan and Hongkong stock markets show a negative return-volatility correlation, i.e., the... Visit MoneyScience for the Complete Article.    |
| Posted: 05 Feb 2014 05:37 PM PST We study the Merton problem of optimal consumption-investment for the case of two investors sharing a final wealth. The typical example would be a husband and wife sharing a portfolio looking to optimize the expected utility of consumption and final wealth. Each agent has different utility function and discount factor. An explicit formulation for the optimal consumptions and portfolio can be... Visit MoneyScience for the Complete Article.    |
| Blog Post: WealthandCapitalMarketsBlog: Social Trading Posted: 05 Feb 2014 09:36 AM PST This blog post will focus on the topic of “social trading†in Europe, which is a method of online, self-directed trading where users connect with each other in an online setting to share investment knowledge and copy each other’s trades.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Why Swiss banks are no longer so private Posted: 05 Feb 2014 04:47 AM PST Further to the previous two entries about Swiss Banking (the settlements of the Knights Templar and the Protestant Reforms), we move into the 16th century with Switzerland proving an attractive ground for migration of the Protestants persecuted overseas.read more... Visit MoneyScience for the Complete Article.    |
| Vendor News: Fidessa explores rise of futures algos Posted: 05 Feb 2014 04:42 AM PST    |
| You are subscribed to email updates from The Complete MoneyScience Reloaded To stop receiving these emails, you may unsubscribe now. | Email delivery powered by Google |
| Google Inc., 20 West Kinzie, Chicago IL USA 60610 | |