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- Vendor News: Banks Using Infosys Finacle See Reduction in Average Transaction Cost by Over 35 Percent, Shows Independent Customer Survey
- Blog Post: TheFinancialServicesClub: At current growth rate, Zopa will dominate >10% of UK consumer lending by 2017
- Blog Post: TheAlephBlog: Best of the Aleph Blog, Part 24
- Published / Preprint: Is It Possible to OD on Alpha?. (arXiv:1404.0746v1 [q-fin.GN])
- Published / Preprint: Utility indifference pricing of derivatives written on industrial loss indexes. (arXiv:1404.0879v1 [q-fin.PR])
- Published / Preprint: Microscopic determinants of the weak-form efficiency of an artificial order-driven stock market. (arXiv:1404.1051v1 [q-fin.TR])
- Published / Preprint: An agent-based computational model for China's stock market and stock index futures market. (arXiv:1404.1052v1 [q-fin.TR])
- Blog Post: iMFdirect: Are Emerging Markets Still On the Receiving End?
| Posted: 04 Apr 2014 03:58 AM PDT Banks using the multichannel functionality of Finacle core banking solution, have reduced average transaction costs by over 35 percent: Infosys Finacle Business Value Articulation survey. Visit MoneyScience for the Complete Article.      |
| Posted: 04 Apr 2014 02:29 AM PDT A week before Zopa luancheed in Britain in 2005 one of the co-founders, the now late and much missed Richard Duvall, presented the concept to the Financial Services Club.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: Best of the Aleph Blog, Part 24 Posted: 04 Apr 2014 01:29 AM PDT These articles appeared between November 2012 and January 2013:read more... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Is It Possible to OD on Alpha?. (arXiv:1404.0746v1 [q-fin.GN]) Posted: 03 Apr 2014 05:40 PM PDT It is well known that combining multiple hedge fund alpha streams yields diversification benefits to the resultant portfolio. Additionally, crossing trades between different alphas streams reduces transaction costs. As the number of alpha streams increases, the relative turnover of the portfolio decreases as more trades are crossed. However, we argue, under reasonable assumptions, that as the... Visit MoneyScience for the Complete Article.    |
| Posted: 03 Apr 2014 05:40 PM PDT We consider the problem of pricing derivatives written on some industrial loss index via utility indifference pricing. The industrial loss index is modelled by a compound Poisson process and the insurer can adjust her portfolio by choosing the risk loading, which in turn determines the demand. We compute the price of a CAT(spread) option written on that index using utility indifference pricing. Visit MoneyScience for the Complete Article.    |
| Posted: 03 Apr 2014 05:40 PM PDT Stock markets are efficient in the weak form in the sense that no significant autocorrelations can be identified in the returns. However, the microscopic mechanisms are unclear. We aim at understanding the impacts of order flows on the weak-form efficiency through computational experiments based on an empirical order-driven model. Three possible determinants embedded in the model are... Visit MoneyScience for the Complete Article.    |
| Posted: 03 Apr 2014 05:40 PM PDT This study presents an agent-based computational cross-market model for Chinese equity market structure, which includes both stocks and CSI 300 index futures. In this model, we design several stocks and one index futures to simulate this structure. This model allows heterogeneous investors to make investment decisions with restrictions including wealth, market trading mechanism, and risk... Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: Are Emerging Markets Still On the Receiving End? Posted: 03 Apr 2014 06:10 AM PDT By Aseel Almansour, Aqib Aslam, John Bluedorn and Rupa Duttaguptaread more... Visit MoneyScience for the Complete Article.    |
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