Saturday, August 2, 2014

MoneyScience News

MoneyScience News

Blog Post: PatrickBurns: US market portrait 2014 week 31

Posted: 02 Aug 2014 01:27 AM PDT

US large cap market returns. read more...

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Blog Post: TheAlephBlog: Not Apt, Not Teed Up, Not Going

Posted: 01 Aug 2014 10:58 PM PDT

Okay, let’s run the promoted stocks scoreboard:read more...

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Blog Post: iMFdirect: Europe's Russian Connections

Posted: 01 Aug 2014 07:49 AM PDT

By Aasim M. Husain, Anna Ilyina and Li Zengread more...

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Vendor News: July 31, 2014 - SS&C Technologies Reports Q2 2014 Results

Posted: 01 Aug 2014 04:22 AM PDT

Blog Post: TheFinancialServicesClub: Wallet wars solved by the payments processor ...

Posted: 01 Aug 2014 04:13 AM PDT

As mentioned earlier this week, whilst in Turkey I visited with BKM, the interbank clearing system for low value payments.read more...

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Published / Preprint: Optimization of relative arbitrage. (arXiv:1407.8300v1 [q-fin.PM])

Posted: 01 Aug 2014 04:11 AM PDT

In stochastic portfolio theory, a relative arbitrage is an equity portfolio which outperforms a benchmark portfolio over a specified horizon. When the market is diverse and sufficiently volatile, and the benchmark is the market or a buy-and-hold portfolio, functionally generated portfolios provide a systematic way of constructing relative arbitrages. In this paper we show that if the market...

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