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GPUs, Monte Carlo Simulation and Kooderive with Professor Mark Joshi - February 25-27th, London, UK - Further Information

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Wu-Tang Clan – Live on Letterman

November 26, 2014 by The Reformed Broker   Comments (0)

The new album, A Better Tomorrow, drops next week (finally!) and they’ve finally put out the title track, right after performing ‘Ruckus in B Minor’ on Letterman last night: Title track embed below:...

Risk-Sensitive Mean-Field Type Control under Partial Observation. (arXiv:1411.7231v1 [math.OC])

November 26, 2014 by Quantitative Finance at arXiv   Comments (0)

We establish a stochastic maximum principle (SMP) for control problems of
partially observed diffusions of mean-field type with risk-sensitive
performance functionals.

TimeSeries AggregatoR – TSAR

November 26, 2014 by Tales from a Trading Desk   Comments (0)

InfoQ’s presentation “TSAR: How to Count Tens of Billions of Daily Events in Real Time Using Open Source Technologies” is worth viewing if you have time.  Apart from the beer trending (24:10), I’d be interested in knowing if anyone in capital markets has looked at user TSAR to understand customer trends, order trends, etc.  

Moore Trader Tipped On Major Currency Deal, HSBC Says

November 26, 2014 by FINalternatives   Comments (0)

A senior HSBC trader tipped a Moore Capital Management trader about an enormous foreign-exchange transaction linked to a deal done by the bank, it told U.S. and British authorities. read more

Paulson Recovery Fund Changes Course, Name

November 26, 2014 by FINalternatives   Comments (0)

For Paulson & Co, the U.S. recovery is over. The $19 billion hedge fund has told clients that it will expand the remit of its five-year-old Recovery Fund, allowing it to invest in European and event-driven opportunities. read more

The Brutal Monotony of All Time Highs

November 26, 2014 by The Reformed Broker   Comments (0)

There’s only one subtle joke in the film Anchorman and it involves the fact that the San Diego news team’s weather man is retarded. In a city where “72 and sunny” is the forecast 365 days a year, even Brick Tamland has no problem reliably delivering this news to the viewers. In the chart below, via my......

How Google Works

November 26, 2014 by Tales from a Trading Desk   Comments (0)

Recently just finished reading How Google Works.  Like so many book, the start of the book is better than the end in my view.  However, I still think its a great book, providing some good insight into practices used by Google that can be leverage elsewhere: Page 28 offers a view on how how the Google culture works in solving problems – in this particular scenario, the result offending ads.  Culture Page 30.  Culture.  Decision by committee vs autocratic or combative approaches. Page 42....

Griffin Selling Chicago Apartment

November 26, 2014 by FINalternatives   Comments (0)

Citadel's Kenneth GriffinCitadel Investment Group’s Kenneth Griffin is making clear to his estranged wife that he’s not going anywhere. read more