Remember me

Register  |   Lost password?


May 2012

Podcast: Social Media and the Capital Markets

May 30, 2012 Comments (0)

Interesting stuff, if I do say so myself. A couple of weeks ago I was invited by Rob Daly of the Daly Post to participate in a podcast discussion about the role of social media in Capital Markets.
Also involved in the discussion:
Mike O’Hara from HFT Review
Jon Vollemaere from Let’s Talk FX

Rob Daly writes:

Can one of the most regulated industries truly leverage the benefits of social media?
In this latest podcast  Rob poses this question, and more, to HFT...

The MoneyScience Digest - 24/05/12

May 24, 2012 Comments (0)

Featured | Sponsored | Events | Announcements | Finance and Banking | Financial Technology | Science and General Interest | Research


New Dates: Introduction to QuantLib Development with Luigi Ballabio - June 18-20, London
Economics is not Math: 2 Articles -
Whitebox Advisors 10 Finalists for Best Financial Research Paper of 2011-
Naked Short-Selling and Failure to Deliver - 17 Research Papers...

Economics is not Math: 2 Articles

May 22, 2012 Comments (0)

2 rather excellent articles covering subjects which are very close to our heart here at MoneyScience. The tendancy of economics to claim some kind of scientific status for itself - and the confusion this generates, akin to confusing a carpenter with their tools.
The Institute of New Economic Thinking blogs about an article by Mathematician, Michael Edesess, who takes as his starting point the recent public debate betweeen Paul Krugman and Steve Keen

Edesess offers a...

Open Yale: Robert Shiller's Financial Markets Course - 2011

May 22, 2012 Comments (0)

Yesterday, on MoneyScience, I came across Robert Shiller's 2007 Financial Markets Course at Yale and @StatAlgo on Twitter pointed me to the 2011 version which is available on Open Yale. Great viewing for students and academics alike -and as StagAlgo pointed out it's interesting to note how these lectures differ from those in 2008.

About the Course
An overview of the ideas, methods, and institutions that permit human society to manage risks and foster enterprise. Description of...

Whitebox Advisors Finalists for Best Research Paper of 2011

May 21, 2012 Comments (0)

After considering almost 500 research papers, Whitebox Advisors, the $2.3 billion investment advisory based in Minneapolis, today chose the top 10 finalists for its $25,000 prize for the best financial research paper of 2011. The winner will be announced at a luncheon for guests and invited press on June 19th, 2012 in New York City.
“I am proud to say that all the finalists made significant contributions to our understanding of investing and securities markets,” said Andrew...

Podcast: Regulatory Reporting and Legal Entity Identifiers

May 21, 2012 Comments (0)

An interesting piece for the Regulatory / Tech Wonks among you.

The US Commodity Futures Trading Commission (CFTC) expects financial services firms to begin regulatory reporting using legal entity identifiers (LEIs) in mid-July. Likewise, the European Financial Stability Board (FSB) hopes to receive the necessary blessing from the G20 for its efforts in June.

Rob Daly over at the Daly Post Podcast discusses industry preparedness with Graeme Austin CEO of the International Securities...

New Dates: Introduction to QuantLib Development with Luigi Ballabio - June 18-20, London

May 18, 2012 Comments (0)

************************* NEW DATES, NEW LOCATION *************************
Date: 24-26, March 2014 Location: London, UK Cost: £1700 exc. VAT
Click here for details
************************* *************************
The goal of this three-day intensive hands-on course is to take a bird-eye look at the design of the QuantLib library as well as its rationale, to examine its implementation, and thus to learn how one's own code can be fitted on top of QuantLib to reuse and benefit from...

'Modern Portfolio Theory' optimizes conservation practices

May 16, 2012 Comments (0)

While climate change is likely to alter the spatial distributions of species and habitat types, the nature of those changes is uncertain, making it more difficult for conservationists to implement standard planning models. Research from applied economists at the University of Illinois shows that adapting a theory from the world of finance could help to optimize conservation activities.
Using wetland habitat conservation in the Prairie Pothole Region as a case study, Amy W. Ando and Mindy L....

Naked Short-Selling and Failure to Deliver - A View of the Literature

May 16, 2012 Comments (0)

Inspired by the accidental release of documents describing 'naked short-selling' at Goldman Sachs, the gory details of which you can read all about at Rolling Stone, I thought I'd take a quick look at some of the academic literature associated with 'naked shorting'.
There's not a huge amount floating about on the open web, so this list is not exhaustive, but these 17 papers from between 1997 to 2012 examine the phenomenon through a range of lenses, empirical, economic and regulatory:


The Week in MoneyScience - Digest 11/05/12

May 11, 2012 Comments (0)

Featured | Sponsored | Events | Announcements | Finance and Banking | Financial Technology | Science and General Interest | Research


We have moved the date of our training course: Introduction to QuantLib Development with Luigi Ballabio - London, 18-20th June
Taking Stock of Complexity Economics. Videos featuring Doyne Farmer and J-P Bouchaud
Doyne Farmer finally reveals the Physics of Beating #Roulette -...