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

Featured

• Video: Interview with Stephanie DiMarco, Founder and outgoing CEO of Advent Software - http://t.co/D4zJJ89X
• Video: World Economic Forum Global Risks Report 2012 http://t.co/4yWHNt1x
• Competing on Speed by Emiliano Pagnotta and Thomas Philippon http://t.co/GBK42s7l #hft
• Need for Speed: An Empirical Analysis of Hard and Soft Information in a High Frequency World http://t.co/y98pUoI6
• Asset Market Reactions to News: An Experimental Study - http://t.co/FNmT3too
• Econophysics of a religious cult: the Antoinists in Belgium [1920-2000] - http://t.co/5rffjTo0
• Winner of the FESE Josseph de la Vega Prize 2011 - Adverse selection, transaction fees, and multi-market trading http://t.co/wYf2x3Vz
• Market Model Typology: Will these new standards restore Post-Trade Transparency to the European Equity Markets? http://t.co/Q5jTNy9H
• The Moral Basis of Global Capitalism: Beyond the Eclectic Theory by P Buckley & M Casson http://t.co/pjyKkOGD
• The Credit Ratings Game: A model of competition with 3 sources of conflict http://t.co/YIalVZ4x
• Survivor Bias and Too Big To Fail Tyranny http://t.co/znn7QGba
• Abnormal Returns: What if anything should we make of the surge of finance in fictional forms? http://t.co/IrpNnfsY
• Collected Tweets from The London School of Economics Alternative Investment Conference - http://t.co/Wt4lXxsE
• Book Review: Famous Figures and Diagrams in Economics http://t.co/wWfzCzLz via @tylercowen
• The fallacy of moving the over-the-counter #derivatives market to central counterparties - http://t.co/NvkNMpMu
• 2012 Edge Question - What Is Your Favorite Deep, Elegant, Or Beautiful Explanation? http://t.co/d4fW8QdQ

Sponsored

• "What drives stock prices? Fundamentals, bubbles & investor behaviour" http://t.co/A7Y0Vo7K - Taylor and Francis
• Upcoming Training: Trading Derivatives Certificate Programme - http://t.co/7VWLRjHN - Capital Markets Academy
• Risk Management and Spreadsheets - http://t.co/tUAyGcdZ - Stratex Systems
• ICMA Centre Discussion Papers - 2011 Series bit.ly/wWhsEf - ICMA Centre
• Cloud computing or HPC? Finding trends - bit.ly/wvkN89 - Numerical Algortihms Group
• 2012 Course Catalogue bit.ly/rWp0EA - New York Institute of Finance
• 2012 courses: bit.ly/xTHedA - London Metal Exchange
• Wiley Finance - Free Sample Chapters from Emanuel Derman, Pablo Triana, Michael Covel, Mike Mayo and many more!

Announcements

• In Tweets: The LSE Alt Investment Conference Hedge Fund Day - featuring Peter Clarke, Man Group http://t.co/Wt4lXxsE
• Call for Papers - Quantitative Finance - Special Issue on ‘Commodities’ - http://t.co/J221wtzl
• New and Updated! Financial Technology Focus: The RSS Feed - aggregating #finTech content from MoneyScience http://t.co/PnjgQ9ey
• 101 Linkedin Groups for Financial Professionals - http://t.co/AT4kUGii
• London Quant Group and other upcoming events http://t.co/PR18C9Je
• Call For Papers: Jrnl of Financial Stability Focus on Innovation, Regulation & Stability after the Financial Crisis" http://t.co/oKSElk71
• Last Week's Digest: http://t.co/fhcm4CTk

Finance and Banking

• Felix Salmon captures the mood in #Davos: "a besieged feeling to this Alpine town I haven’t felt before" http://t.co/QuDIXFgJ
• Robert Peston: Davos person, arriving with vast entourage by private jet, worried about growing inequality http://t.co/JcaQEKe2
• Occupy World Economic Forum protesters build igloos under the eye of Swiss security forces - http://t.co/d6zqye1P
• Surges in capital flows to emerging markets: Causes and policy implications http://t.co/CtHG3s82
• Is Arithmetic Return Bias Basis of Low Vol Anomaly? Falkenblog at MoneyScience http://t.co/3ftobCfA
• In this week's issue of Nature, 2 authors argue that oil volatility is all we can expect from here on out http://t.co/LUddW77G
• The End Of Free Consumer Banking http://t.co/gP6vsGRa
• 70 billionaires join more than 2,500 business and political leaders the #WEF annual meeting in #Davos http://t.co/gMfym0Q3
• UK national debt tops £1 trillion http://t.co/z3NJGpUK
• UK moves closer to second recession as economy shrinks 0.2% http://t.co/eMMHSuu1
• How ING Avoids Customization Nightmares - http://t.co/WK8rpNLB
• Vertical mergers: the "why" is not as clear as we thought - http://t.co/OSFHWMpM - Jim Mahar
• Re-hypothecation is not a four-letter word - http://t.co/MI2RsyHn
• Pace University Establishes Center for Global Governance, Reporting and Regulation http://t.co/lCgHxFoI
• Justin Fox Q&A with Baruch Lev, Professor of Accounting and Finance at Stern School of Business http://t.co/zhIFOD1t
• Mispricing of sovereign risk and multiple equilibria in the Eurozone - http://t.co/1by5Vz8E
• The Future of Asia’s Synthetic ETF Market May Lie With Singapore Regulators http://t.co/Qd6LeEOw
• Three-Toed Sloth: Dungeons and Debtors - A silly idea about gamifying credit cards http://t.co/qn64klsS
• Behind the rhetoric of crisis, the demise of the pension era is as much a product of economic ideology as circumstance http://t.co/f3M2g5vg
• What's the point of stripping Sir Fred Goodwin of his knighthood? http://t.co/IHVpVIA9

Hedge Funds

• Video - Hugh Hendry at the LSE Alternative Investments Conference last year - http://t.co/gs98eCWh
• Why Distributions Matter: Returns for long only ETF's non-normal 15-20% of the time, for Hedge Funds 30-40% of the time http://t.co/TcIBZSAW
• Systematic Risk and the Cross-Section of Hedge Fund Returns - http://t.co/7lcd7Fez
• Hedge Funds, Systemic Risk, and the Financial Crisis of 2007-2008 http://t.co/bbDcmauV #hedgefund
• David Einhorn, the man who shorted Lehman, fined for insider dealing - http://t.co/Errk9veo
• David Einhorn has made quite a few appearances on MoneyScience recently: http://t.co/GZ6nFneg
• Interesting Paper: Assessing the Performance of Funds of Hedge Funds - http://t.co/kKQdqHwk

Finance Technology

• Quantifi Wins Risk Magazine’s Coveted Risk Management Technology Product of the Year Award - http://t.co/pmVg7W7r
• Misys considers £8m of cost cuts amid uncertainty at its banking customers - http://t.co/SQPXtq8n
• "Liquidity Centers" Are the First Step Toward Industry Utilities - http://t.co/VjL1FjVm
• Davos 2012: Decoding the data deluge #WEF http://t.co/ispavWBF
• Who the hell needs biometrics in banking? http://t.co/xhiD146g
• Microsoft will call time on its virtual currency, Microsoft Points - http://t.co/ekf2usFH
• New C++ Features and C++ Texts - http://t.co/oxQX5Cld
• Book Review: OpenCL Programming Guide - http://t.co/ZT4l74B4
• Jumpstarting computers with 3-D chips - http://t.co/RqILVzCj

Science and General Interest

• Raising a child in the UK costs a grand total of £218,000 according to the latest estimates http://t.co/3s4dVuDF
• A short introduction to Benford's Law - http://t.co/cMWQYNxp
• Will LSE's growth commission make a difference? http://t.co/2Yju7aKZ
• Megaupload boss was granted New Zealand residency if he invested more than $NZ10 million in bonds for a min of 3 years. http://t.co/OoEWuYPt
• Mega-man: The fast, fabulous, and fraudulent life of Kim Dotcom included an allegedly AI-driven hedge fund http://t.co/ulwCzSMd
• Scientific plagiarism: A growing problem in an era of shrinking research funding - http://t.co/HzEq5AaE
• Academics protest against the business practices of Elsevier http://t.co/fwBHhTcU
• Funny - xkcd: The word 'Sustainable' is unsustainable - http://t.co/jY3BBdQF
• Algorithmic Education (including the Mathematics of Cramming) http://t.co/iGtrMdXA
• A researcher has been able to map more than 10,000 industrial control systems hooked up to the public internet http://t.co/EpX2fxdr
• BBC Video - With many of the super rich getting even wealthier, demand for a tailored jet service is on the increase http://t.co/If0XZM17
• Countries with high incomes/carbon emissions have lower life expectancies than those with lower incomes/lower emissions http://t.co/6kifpiNc
• Funny: "And then we told them the wealth would 'trickle down'" http://t.co/0BLQcmQU
• Incorporation with limited liability is a privilege. It should not include anonymity http://t.co/eQFpEBj4

Research

• Rational learning about rare-disaster frequencies: A persistent source of asset-price overreaction - http://t.co/6KZBzm3F
• The Value of Investment #Banking Relationships: Evidence from the Collapse of Lehman Brothers http://t.co/s93UzBtE
• The Credit Ratings Game: A model of competition with 3 sources of conflict http://t.co/YIalVZ4x
• Collateral Crises by Gary Gorton and Guillermo Ordonez - http://t.co/W6Jl49SA
• Risk-Based Dynamic Asset Allocation with Extreme Tails and Correlations http://t.co/z7dLZOLA

• arXiv: Determinants of immediate price impacts at the trade level in an emerging order-driven market. http://t.co/JPtyiOBe
• arXiv: Quasi self-dual exponential L\'evy processes. http://t.co/49eCkUoj
• arXiv: Econophysics of a religious cult: the Antoinists in Belgium [1920-2000].http://t.co/7L4gRPYT
• arXiv: Survivability and centrality measures for networks of financial market indices. http://t.co/BENY1WLW
• arXiv: Fossil fuel consumption and economic growth: causality relationship in the world. ) http://t.co/V6NArObd
• arXiv: A non-linear model of trading mechanism on a financial market.http://t.co/3Piq9jEY
• arXiv: To lag or not to lag? http://t.co/lCQqOdZc
• arXiv: Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis. http://t.co/UTDe6Gxn
• arXiv: Analytical Approximation for Non-linear FBSDEs with Perturbation Scheme. http://t.co/oPKsE3aB