Thursday, July 10, 2014

MoneyScience News

MoneyScience News


Hedge Funds - Strategies

Posted: 10 Jul 2014 02:24 AM PDT

Academy of Financial Training's Video on Hedge Fund Strategies https://t.co/jdvJMkVzTO — moneyscience (@moneyscience) July 10, 2014

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Ban high-frequency trading? ‘Absolutely not!’ financial executives tell senators

Posted: 10 Jul 2014 02:24 AM PDT

Ban high-frequency trading? 'Absolutely not!' financial executives tell senators - MarketWatch (blog) http://t.co/NVI57GhKRO — UltimateBlackbox (@hftblackbox)…

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Blog Post: TheAlephBlog: What to do when Valuations are High?

Posted: 09 Jul 2014 10:28 PM PDT

A letter from a reader:read more...

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Published / Preprint: Markovian Nash equilibrium in financial markets with asymmetric information and related forward-backward systems. (arXiv:1407.2420v1 [math.PR])

Posted: 09 Jul 2014 05:38 PM PDT

We show the existence of a continuous-time Nash equilibrium in a financial market with risk averse market makers and an informed trader with a private information. The unwillingness of market makers to bear risk causes the informed trader to absorb large shocks in their inventories. The informed trader's optimal strategy is to drive the market price to its fundamental value while participating in...

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Published / Preprint: Geometric Asian Option Pricing in General Affine Stochastic Volatility Models with Jumps. (arXiv:1407.2514v1 [q-fin.PR])

Posted: 09 Jul 2014 05:38 PM PDT

In this paper we present some results on Geometric Asian option valuation for affine stochastic volatility models with jumps. We shall provide a general framework into which several different valuation problems based on some average process can be cast, and we shall obtain close-form solutions for some relevant affine model classes.

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Blog Post: ThePracticalQuant: There are many use cases for graph databases and analytics

Posted: 09 Jul 2014 07:23 AM PDT

Business users are becoming more comfortable with graph analytics[A version of this post appears on the O'Reilly Radar blog.]The rise of sensors and connected devices will lead to applications that draw from network/graph data management and analytics. As the number of devices surpasses the number of people — Cisco estimates 50 billion connected devices by 2020 — one can imagine...

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Vendor News: July 9, 2014 - SS&C Signs Two New Global Wealth Platform Customers

Posted: 09 Jul 2014 06:01 AM PDT

The 2014 Tech 50: Moving Out of the Lab and into the Cloud

Posted: 09 Jul 2014 05:54 AM PDT

50 most influential individuals in the financial technology space according to Institutional Investor http://t.co/DOKynxcyJV — Risk Management (@Risk_Mgmt)…

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A Billionaire Mathematician’s Life of Ferocious Curiosity

Posted: 09 Jul 2014 05:53 AM PDT

.@NYTimes Profile of Renaissance Technologies James H. Simons http://t.co/FXqCv18bIN — Risk Management (@Risk_Mgmt) July 9, 2014

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