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MoneyScience Financial Training: Introduction to QuantLib Development with Luigi Ballabio - September 22-24, London, UK- Click For Further Information

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Timing Logic wrote a new blog post titled A Karmic Moment Comes Home: 81% Of Americans Believe Obama Is A Chronic Liar
Yah think?  So, if most Americans believe Obama regularly lies, is it pathological or are 81% of Americans suffering from mass delusions? Or, are the perceptions of endless lying due to massive state secrecy that hides the incompetence and criminal behavior of a rogue political class?  Or is it because conspiracies, bigots, partisan politicians and the like have found cover in the times in which we live?  And they use this cover to create their own lies?  Or is it all of the above?  Seymour Hersh it out with his latest accusation. That is, the Obama...
7 hours ago
Econometrics Beat wrote a new blog post titled Welcome to Econometrics Students in China
One of my students mentioned to me yesterday that there was quite a bit of action on Weibo (the Chinese equivalent to Twitter) relating to posts on this blog - especially those posts relating to MCMC methods in econometrics. That's just great - thanks for your interest! Looking at the stats. associated with the page-views for this blog, I see that in the last week China ranks number 3 (after the U.S. and the U.K.) as the most frequent country of origin. Over the past month China is number 4,...
8 hours ago
The Reformed Broker wrote a new blog post titled The Best of TRB 2014 – Fun Stuff
This week I’m in Disney World with the family, our first proper vacation all together in years. As such, I’m off the grid and away […]
11 hours ago
The Physics of Finance wrote a new blog post titled How to consistently beat the market -- follow trends
Several people working for the hedge fund AQR Capital Management have a working paper which looks at trend following strategies over about a century. It finds they're generally very profitable, which is surprising, I guess, if you're an EMH nut and simply can't muster the imagination required to believe that markets contain identifiable momentum. From that paper: As an investment style, trend-following has existed for a very long time. Some 200 years ago, the classical economist David...
11 hours ago
Complexity Digest wrote a new blog post titled Galvanotactic control of collective cell migration in epithelial monolayers
Many normal and pathological biological processes involve the migration of epithelial cell sheets. This arises from complex emergent behaviour resulting from the interplay between cellular signalling networks and the forces that physically couple the cells. Here, we demonstrate that collective migration of an epithelium can be interactively guided by applying electric fields that bias the underlying signalling networks. We show that complex, spatiotemporal cues are locally interpreted by the epithelium, resulting in rapid, coordinated responses such as a collective U-turn, divergent...
12 hours ago
The Aleph Blog wrote a new blog post titled The Good ETF, Part 2 (sort of)
About 4.5 years ago, I wrote a short piece called The Good ETF.  I’ll quote the summary:Good ETFs are:Small compared to the pool that they fish inFollow broad themesDo not rely on irreplicable assetsStorable, they do not require a “roll” or some replication strategy.Not affected by unexpected credit events.Liquid in terms of what they repesent, and liquid it what they hold.The last one is a good summary.  There are many ETFs that are Closed-end funds in disguise.  An ETF with liquid assets, following a theme that many will want to follow will never disappear, and will have a price that...
18 hours ago
Quantitative Finance at arXiv wrote a new blog post titled On small-noise equations with degenerate limiting system arising from volatility models. (arXiv:1404.4464v1 [math.PR])
The one-dimensional SDE with non Lipschitz diffusion coefficient $dX_{t} = b(X_{t})dt + \sigma X_{t}^{\gamma} dB_{t}, \ X_{0}=x, \ \gamma<1$ is widely studied in mathematical finance. Several works have proposed asymptotic analysis of densities and implied volatilities in models involving specific instances of this equation, based on a careful implementation of saddle-point methods and (essentially) the explicit knowledge of Fourier transforms. Recent research on tail asymptotics for heat kernels [J-D. Deuschel, P.~Friz, A.~Jacquier, and S.~Violante. Marginal density expansions for...
23 hours ago
Quantitative Finance at arXiv wrote a new blog post titled Macroprudential oversight, risk communication and visualization. (arXiv:1404.4550v1 [q-fin.CP])
This paper discusses the role of risk communication in macroprudential oversight and of visualization in risk communication. Beyond the soar in availability and precision of data, the transition from firm-centric to system-wide supervision imposes obvious data needs. Moreover, broad and effective communication of timely information related to systemic risks is a key mandate of macroprudential supervisors, which further stresses the importance of simple representations of complex data. Risk communication comprises two tasks: internal and external dissemination of information about systemic...
23 hours ago
FINalternatives wrote a new blog post titled Bain Nets $7.3 Billion For North America Fund
Bain Capital has raised $7.3 billion for its next flagship private-equity fund, topping its target by a half-billion. Investors committed $6.5 billion to the fund, which will focus on North America. Boston-based Bain had hoped to attract $6 billion from clients. read more
yesterday
FINalternatives wrote a new blog post titled Blackstone Profit Rises 30%
A strong environment for selling off holdings added up to a 30% higher profit for the Blackstone Group in the first quarter. read more
yesterday
FINalternatives wrote a new blog post titled Armajaro Assets Drop 25%
Investors fled Armajaro Asset Management’s flagship commodities fund in the first quarter. read more
yesterday
FINalternatives wrote a new blog post titled Cohen Gets Extra Quarter To Trade Fine Money
The former SAC Capital Advisors will get to play around with most of the $1.2 billion it owes the government for a little while longer. read more
yesterday
FINalternatives wrote a new blog post titled Lasry, Edens To Buy Basketball Team
Two alternative investments powerhouses have become the latest industry players to become sporting moguls. read more
yesterday
FINalternatives wrote a new blog post titled Hacker To Launch Hedge Fund
An infamous computer hacker and internet troll, newly released from prison, plans to try his hand at hedge fund management. read more
yesterday
FINalternatives wrote a new blog post titled Madoff Lieutenants Want Convictions Junked
The five former Bernard Madoff employees found guilty last month of aiding the arch-fraudster’s Ponzi schemes hope their convictions are short-lived. read more
yesterday
FINalternatives wrote a new blog post titled MF Global Suit Against Flowers Tossed
Private-equity firm J.C. Flowers & Co. has been cleared of allegations that it defrauded customers of defunct futures brokerage MF Global Holdings. read more
yesterday
FINalternatives wrote a new blog post titled Insider-Trader Kuo Would Like His Cap And Gown
If admitted hedge fund tipster Danny Kuo goes to prison alongside former SAC Capital Advisors trader Mathew Martoma, he’d like to leave the big house with something his fellow insider-trader has lost: an M.B.A. read more
yesterday
FINalternatives wrote a new blog post titled Balyasny Analyst Tapped For Gymnastics Hall Of Fame
A hedge fund analyst is going to the Hall of Fame for her pre-Wall Street life as an award-winning gymnast. read more
yesterday