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Featured | Sponsored | Announcements | Finance and Banking | Hedge Funds | Technology and Science | General Interest | Research

Featured

• Eugene Fama: My Life in Finance, a professional autobiography bit.ly/xAbt9V
• The Persistent Effects of a False News Shock - bit.ly/y0pqZ9
• Code of conduct: The relentless march of the algorithm - bit.ly/xzacTI
• This paper contains 100 questions that students, alumni and other persons have posed to Prof Pablo Fernandez bit.ly/ygQYfj
• Video: - John Nolan on the State of Hardware Acceleration with GPUs/FPGAs, Parallel Algorithm Design bit.ly/xZIcBx
• Video: - Connecticut Governor Dannel Malloy talks about the hedge-fund industry and high-frequency trading bloom.bg/yzFF5B
• Video: - High Frequency Trading and the Future of Finance http://bit.ly/yqcCPG via @HFTReview
• Worth re-visiting: The Future of Computer Trading in Financial Markets - Supplementary Materials, Research, Reviews bit.ly/oB6RIv
• Taleb and Goldstein: The Problem is Beyond Psychology: The Real World is More Random than Regression Analyses bit.ly/nZ86UX @ssrn
• Rather pleased that the Physics of Finance blog picked up on my Corporate Psychopaths post - bit.ly/zeIUKH
• Economists: A Profession at Sea - ti.me/Ag7T9f
• Infidelity and econometrics - @Freakonometrics bit.ly/y4ImCg
• The Physics of Finance: Natural models of markets - bit.ly/wTFWgl
• Quantifying reflexivity in financial markets: towards a prediction of flash crashes - Sornette et al - bit.ly/wfD73i
• Voices in Finance - Prospective intern in mathematical finance: 'Banks drain the best minds' bit.ly/yZ5DhX #quant
• Review: Pricing the Future: Finance, Physics & the 300-Year Journey to the Black-Scholes Equation econ.st/Arjyga #quant - Via @JimMahar:
• Available for a limited time: Last Monday on Radio 4: Start the Week; Financial Crisis: Philip Coggan, Angela Knight, Maurice Glasman, Detlev Schlichter bbc.in/yjvaof
• Trader - The PBS Documentary about Paul Tudor Jones is floating around on Bittorrent - apparently bit.ly/w12BTs
• This paper from the Fed describes the construction of a financial stress index - bit.ly/yKc2lu
• Mathbabe on High Frequency Trading and the politics of transaction taxes in the US -http://bit.ly/wBmp0T
• Cosma Shalizi dissects the "Stochastic modeling of a serial killer" paper which got some attention earlier in the week: bit.ly/ytRiif
• arXiv: No need for conspiracy: Self-organized cartel formation in a modified trust game. bit.ly/waPgfv

• Have Academic publishers have become the enemies of science? The US Research Works Act - bit.ly/wEWYH6
• It's been a bit of a theme this week. Discontent with academic publishing is fostering disruptive solutions. nyti.ms/xQnYj4
• Open Science And The Econoblogosphere nyti.ms/w6BjWJ

Sponsored

• ICMA Centre Discussion Papers - 2011 Series bit.ly/wWhsEf @icmacentre
• Cloud computing or HPC? Finding trends - bit.ly/wvkN89 @nagtalk
• A Computational View of Market Efficiency - bit.ly/xAA523 -@TandF_Economics
• The Institutionalisation of Hedge Funds - The Investor Due Diligence Bar Rises Ever Higher bit.ly/oncT7i
• New York Institute of Finance - 2012 Course Catalogue bit.ly/rWp0EA
• Upcoming dates for London Metal Exchange Education courses 2012: bit.ly/xTHedA
• Cass Business School has relaunched its Knowledge Portal, Cass Knowledge: bit.ly/ta5vcF @cassinthenews
• Wiley Finance - Free Sample Chapters from Emanuel Derman, Pablo Triana, Michael Covel, Mike Mayo and many more! bit.ly/w2vyq2

Announcements

• For a limited time only: A Special Promotion from Alternative Latin Investor - bit.ly/A9KNjb @LatAmInvestment - Ends Tomorrow!
• Frankfurt MathFinance Conference - 26 - 27 March 2012 - bit.ly/zsbEK4 #quant
• Did you know? MoneyScience also has a Facebook Page - on.fb.me/g27sIU
• Quantitative Finance Dashboard App at MoneyScience - bit.ly/AkavRU
• Journal of Behavioural Finance Dashboard App at MoneyScience - bit.ly/wyHrp2
• In case you missed it last week! Here's The Week in MoneyScience - Digest 13/1/12 bit.ly/zloTDC

Finance and Banking

• Random Financial Advice Generator - bit.ly/ybFLdX
• MIT Economists Running Central Banks - bit.ly/zxpVwg
• Banks blame officials for Greek crisis bit.ly/zOj4Nh
• Why the eurozone downgrades matter bbc.in/w6b4Aw - @Peston
• Is there a difference between an insider, trading and insider trading? bit.ly/z9eAAk
• EmanuelDerman asks: How is belief in the Fed’s current projections affecting the projections themselves - reut.rs/yheuyQ
• Via @alea_ Bernard-Henri Lévy: The Criminal Childishness of Those Who Believe in the Triple A huff.to/ApTiK3
• Next Generation System -Wide Liquidity Stress Testing - IMF Working Paper bit.ly/vZg3ym
• Stock Market Legends Were Hammered In China; Buffett Lost $1.7 billion In Asia-Pacific bit.ly/z7YbcH
• 2012: The Year Ahead – Winners and losers in the war over financial regulation bit.ly/wzjHqn
• Short-term lender #Wonga has taken down information on student finances from its website - bit.ly/yaoSAT after kicking up a Twitterstorm bit.ly/wh0yca
• What We Talk About When We Talk About Risk Culture - bit.ly/y8FHu4
• MF Global’s Bankruptcy Petition, Top 50 Creditors - bit.ly/xnItUJ - via @Ritholtz
• Fixing the Futures Market in the Wake of MF Global bit.ly/AuSlez
• Choosing an investment strategy for an inefficient world bit.ly/AoB0bB
• Gold prices are on the march again. Forecast to power past $2,000 (£1,300) an ounce later this year or in early 2013 bit.ly/xXm2lO
• Linde’s CEO Reitzle Tells Der Spiegel, German Exit From Euro Is an Option bloom.bg/zbnx4M
• Occupy Belfast and Sean Quinn: two symbols of Irish economic decline - bit.ly/z3BeIj
• RT @QFINANCEnews: BIS rethinks zero risk weighting for sovereigns bit.ly/xuh0uM
• Why expect S&P, Moody’s, or Fitch to know it's junk when expert musicians can't tell a Stradivarius from a fiddle? bit.ly/zLsgL6
• EU's top economic official criticises Standard & Poor's decision to downgrade credit ratings of 9 eurozone countries bbc.in/Awcz9H
• How much do private investors generally lose by over-trading? bit.ly/Ae7VFF - Via @psyfitec

Hedge Funds

• Hedge Fund Service Providers at MoneyScience bit.ly/q0kBHm
• Via @jimmahar - The great hedge fund humbling of 2011 reut.rs/A9W3tY
• @bigdata on - 2011 Hedge Fund Performance bit.ly/Avxtmb
• Incentives and Risk Taking in Hedge Funds - bit.ly/yDgSPu
• Marriage of two fund managers Man Group and GLG admits impediments - bit.ly/ynqEaX

Technology and Science

• Video - IBM's Sam Palmisano: 'Always Put the Enterprise Ahead of the Individual' bit.ly/yeEqM1
• Loss of subscription revenue from MF Global collapse, causing suffering at Bloomberg bit.ly/AlFnu6 - I assume 'suffering' is relative.
• Capital markets tech firms are under pressure to do more with less. How can a firm accurately measure IT productivity? bit.ly/yQfuvI
• Big Data in Context: Beyond the relational database bit.ly/xHHaGw #bigdata
• How to search the R-sig-finance archives bit.ly/wkthq6 #quant #finance #rstats
• #gpgpu is becoming quite an active hashtag - bit.ly/xT99Yz
• Can emerging markets resist the algo trading bug in 2012? bit.ly/xF11Sv #hft
• Good discussion about #hft & #fpga at bit.ly/zfnaS8 @eventcloudpro
• Ethical Supercomputing - bit.ly/A3Jx24
• Are Exchange Order Fees the Best Way to Regulate High-Frequency Trading? bit.ly/wQeRlI #HFT
• Chinese Programmer Charged With Stealing Source Code from Federal Reserve Bank of New York - bit.ly/zQ2GyM
• Cloud Computing Has Become a Dominant Force in Financial Services - bit.ly/yObJtc
• Quantum computing could head to 'the cloud', study says bbc.in/ysbNvd
• RT @jonmatonis: Could Bitcoin be the Future of Internet Betting? bit.ly/zqomdR "the digital equivalent of a physical casino chip"
• Dropbox inventor determined to build the next Apple or Google - lat.ms/zhVwbo - I'm a big fan.
• "The Man Who Runs The World's Smartest Website" bit.ly/vZXb7F - via @SimoleonSense

General Interest

• Video - How to get Published in Academic Journals: Tips to Help You Succeed bit.ly/tmD0PZ
• @Noahpinion 's: 7 principles for arguing with economists bit.ly/vZRZ2E
• The World Top Incomes Database - G-MonD, PSE-Paris School of Economics bit.ly/x8hzdF
• London School of Economics investigates attack on Jewish student and 'nazi drinking game' bbc.in/zTDGNO
• The Wealth Gap - Inequality in Numbers - bbc.in/zn0Jqn promoting a new BBC series on the World Service: bbc.in/AkyBHU
• Book Review: "Abundance: The Future Is Better Than You Think" by @PeterDiamandis bit.ly/xMCBkS @KurzweilAINews
• Survey: What is the main factor preventing financial media-buyers from embracing social media models?: lnkd.in/mJFvdh
• Evolving the technical organization: @infoarbitrage on startup culture and the desire to be coached bit.ly/y3ERRA
• Just as the 2008 election involved a debate on race relations, so 2012 will involve one on American capitalism - econ.st/yb8bgs
• Why are wealthy consumers less likely to buy luxuries during a recession? bit.ly/wvFzok
• Will all pound shops have to raise prices? bbc.in/AAVH18
• What the Christmas retail winners and losers tell us about income inequality in the UK - bit.ly/yAE69N
• You are kidding me: Give Queen a new £60m royal yacht for diamond jubilee, says Michael Gove - bit.ly/ywoGoc
• America's ‘Revolving Door’ of the Rich on.wsj.com/A6pRK2
• The world's slowest clock - bit.ly/z5uiOL

Research

• Beta-Arbitrage Strategies: When Do They Work, and Why? bit.ly/xXfQKS
• Investigating Financial Fraud in High Frequency Trading - bit.ly/xbQhOO
• Facts and Fantasies about Commodity Futures - bit.ly/xnFkXu
• Neuroeconomics - A Primer bit.ly/kqVFCu
• Enterpise Risk Management: Theory and Practice bit.ly/wdxlTN
• Who are the Beneficiaries When Insiders Trade? An Examination of Piggybacking in the Brokerage Industry bit.ly/wSUB4y
• Quis Custodiet Ipsos Custodes? Revisiting Rating Agency Regulation bit.ly/nZsXT6
• The Impact of High-frequency Trading: Manipulation, Distortion or a Better-functioning Market? bit.ly/niIL6W
• Regulatory Sanctions and Reputational Damage in Financial Markets - bit.ly/nnEbyo
• Shadow #Banking - Features, Roles and Relationship to Traditional Banking bit.ly/qGUCpu
• Modelling Information Flows in Financial Markets - Dorje Brody et al bit.ly/zpA4c3
• An Empirical Analysis of the Pricing of Collateralized Debt Obligations - bit.ly/qOYg1K
• Financial Crisis of Metaphor - bit.ly/rbowCg
• What good is a volatility model? - Robert Engle and Andrew Patton bit.ly/q09lx2
• Margin Lending and Securitization: Regulations, Modelling and Technology bit.ly/ruKONx

• arXiv: Combinatorial Modelling and Learning with Prediction Markets. bit.ly/y6e7rY
• arXiv: The leading digit distribution of the worldwide illicit financial flows. bit.ly/xvfRbI
• arXiv: Multifractal Height Cross-Correlation Analysis: A New Method for Analyzing Long-Range Cross-Correlations.... bit.ly/zMByCc
• arXiv: How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo... bit.ly/w1PJRn
• arXiv: Quantifying reflexivity in financial markets: towards a prediction of flash crashes. bit.ly/z4CjZL
• arXiv: A drift formulation of Gresham's Law. bit.ly/xnovf1
• arXiv: Nonlinear stochastic modeling as a background for the bursty behavior in financial markets. bit.ly/z1aUrh
• arXiv: Market selection with learning and catching up with the Joneses. bit.ly/AlmMJU
• arXiv: On the concentration of large deviations for fat tailed distributions. bit.ly/AlvYox
• arXiv: Effects of long memory in the order submission process on the properties of recurrence intervals of large... bit.ly/wE86nN
• arXiv: Parameter Estimation using Empirical Likelihood combined with Market Information. bit.ly/AyO5f6
• arXiv: Efficient and accurate log-L\'evy approximations to L\'evy driven LIBOR models. bit.ly/xd8MgK