Friday, June 6, 2014

MoneyScience News

MoneyScience News

Blog Post: TheFinancialServicesClub: It's better to own disruption than be eaten by it

Posted: 06 Jun 2014 02:29 AM PDT

As mentioned yesterday, banks are not sleeping ostriches but are very awake to the digital revolution.read more...

Visit MoneyScience for the Complete Article.

Blog Post: TheAlephBlog: On Value Traps

Posted: 06 Jun 2014 02:19 AM PDT

One thing that floors me regarding my readers, is who reads me.  I have many professional readers who read me regularly, and I thank you for doing so.  Tonight’s piece stems from an e-mail from one of my professional readers:read more...

Visit MoneyScience for the Complete Article.

Published / Preprint: Notes on Alpha Stream Optimization. (arXiv:1406.1249v1 [q-fin.PM])

Posted: 05 Jun 2014 05:30 PM PDT

In these notes we discuss investment allocation to multiple alpha streams traded on the same execution platform, including when trades are crossed internally resulting in turnover reduction. We discuss approaches to alpha weight optimization where one maximizes P&L subject to bounds on volatility (or Sharpe ratio). The presence of negative alpha weights, which are allowed when alpha streams...

Visit MoneyScience for the Complete Article.

Blog Post: ThePracticalQuant: Data Analysis on Streams

Posted: 05 Jun 2014 09:01 AM PDT

If you're struggling with analyzing streaming data, I have just the event for you. I'll be hosting a webcast on June 12th, featuring Mikio Braun, co-founder of streamdrill:Analyzing real-time data poses special kinds of challenges, such as dealing with large event rates, aggregating activities for millions of objects in parallel, and processing queries with subsecond latency. In addition, the set...

Visit MoneyScience for the Complete Article.

Vendor News: June 5, 2014 - Pembroke selects SS&Câs Global Wealth Platform to support growth

Posted: 05 Jun 2014 06:08 AM PDT