Fri, 30 Mar 2012 08:42:00 GMT
Featured | Sponsored | Announcements / Member News - Finance and Banking | Hedge Funds | Financial Technology | Science and General Interest | Research
Featured
- It was quite well received last week, so here we go. It's
- The Second Annual Harry M Markowitz Award from The Journal Of Investment Management -
- The Harry M Markowitz Award winning paper: Predicting Financial Distress and the Performance of Distressed Stocks
- Is Social Media Wall Street's Number One Enemy? http://bit.ly/H136vo
- Presentations & Audio from the 2012 London Low-Latency Summit -
- on Experimental Finance -
- CEPR eReport: The Crisis Aftermath - New Regulatory Paradigms
- Nassim Taleb et al on agency problems, moral hazard, and 'scientism' - http://t.co/hNp2vG6z
- "We have a dysfunctional corporate governance system in the US & nobody can attack it" - Interview with Carl Icahn http://bit.ly/GZSGwW
- Renaissance Technology's Jim Simons on Math for America - via -
- Jim Simons - Mathematics, Common Sense, and Good Luck: My Life and Careers
- "There is disaster risk almost everywhere." - The Intergovernmental Panel on Climate Change issues a new report
- PsyFi Blog: Risk:- ON
- Robert Shiller eyes another tech bubble: “There’s going to be huge fortunes made” - and lost one supposes!
- Falkenblog: Theory vs. Data
- Institute for Public Policy Research: The Case for Austerity Among the Rich (pdf)
- Falkenblog: Hedge Fund Profits Near Zero
- Reszatonline: Europe's imagined financial centres I - a history
- Reszatonline: Europe's imagined financial centres II - on collective memory and cultural identity
- BOE's Tucker: Rehypothecation Consequences 'Under the Radar' - via
- Strategic Hedge Fund Planning in the US -
- A day in the life of a Risk Manager:
- Video: on Apple, BATS and - - via
- David L. Waltz, Computer Science / Machine Learning Pioneer, Dies at 68 - also
- Beta is not volatility
- Head of structuring equity : "There's a reason we have all this martial language on the trading floor"
- Interesting to see what others think is simple: "Black-Scholes on One Slide"
- Manipulation of LIBOR--Wall Street multibillion scandal no one is talking about - via
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Fractal Friday
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Sponsored
- Cass Business School student Ingrid Morante is awarded a prestigious £1000 scholarship by the CISI
- ICMA Centre Trading Competition 2012 - for students in year 12 who are considering a career in finance
- Upcoming Training Courses from the London Metal Exchange - http://bit.ly/xqNDXY
- Upcoming Training from Deutsche Börse Capital Markets Academy - http://bit.ly/GCajkP
- Wiley Finance Newsletter March: Successfully Navigate The Post-Reform World - http://bit.ly/ynXmpq
- Interview with Phillip Chapple on the Hedge Fund startup market: http://bit.ly/GJ6FTc -
- New York Institute of Finance 2012 Course Catalogue - bit.ly/rWp0EA
Announcements
- In case you missed it last week: 250+ Finance Tweeters Worth Following -
- MoneyScience on Facebook!
- IJTAF publishes last of 3 special issues on the 2010 Fields Institute Program on Quantitative Finance
- Event: Structured Financial Data in the Age of Complexity: Exploring XBRL use and application
- Do you employ economists? Please fill in this survey: via
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Finance and Banking
- The Financial Services Club: The next major financial crisis will be in 2045
- The Financial Services Club: Was SWIFT's governance compromised by Iran's ejection?
- I've been waiting for someone to do this: The Goldman Sachs Muppets song: Client or Muppet? via
- More Muppet Mayhem: Video - The Muppet-Anti-Defamation league in the Goldman Boardroom -
- HM Treasury’s review into its own management of the financial crisis -
- Bank of England faces calls for full review of handling of financial crisis
- Bank of England guidelines for OTC trading -
- Forensic finance under the microscope
- MF Global’s Corzine Ordered Funds Moved to JPMorgan, Memo Says
- Robert Peston Blog: Did the Bank of England cause the boom and bust?
- Obama and private equity: Friends or foes? via
- Very readable book list by over at on the causes of the financial crisis. - via
- The Monetary Future: The US Government's War on Cash
- The End of the 30-year Bond Bull Market?
- A policy of mass destruction: How the radical policies advocated by western economists helped to bankrupt Russia and other former Soviet countries after the Cold War
- Misleading / Uninformative / Not a good infographic: 10 Things the Public Need to Know About Quantitative Trading
- Money Managers Live: How Can Conservative Investors Survive in this Low Interest Environment?
- Coutts, the Queen's banker, fined for poor money laundering checks - http://gu.com/p/36eag
- iMFdirect: Debt Hangover: Nonperforming Loans in Europe's Emerging Economies
- iMFdirect: Disappearing Deficits http://bit.ly/HlU8ou
- TimingLogic: Is The Commodities Bubble About To Pop? Again?
- At least one MF Global exec invokes her Fifth Amendment right against self-incrimination
- QFINANCE: Shadow banking system to get the regulatory make-over
- QFINANCE: Charles Goodhart warns of regulatory overkill
- The Reformed Broker: Intermarket Correlations ' Ten Years Ago and Today
- Patrick Burns: Maximum weight of the low vol cohorts http://t.co/Pw6oDClq
- Here's an unexpected narrative: "Women executives in banks prone to more risk taking, says study" http://t.co/0kH2IWev
- UK Financial institutions received more than 12,000 complaints a day in the second half of 2011 http://t.co/XGUydU3q
- There is a strong case for keeping RBS in public hands and directing it to regenerate the UK economy
- Asymptotix: Bigger euro bailout fund needed to create space to boost growth, OECD says
- From a 'sympathetic-to-banks' journo MT Real worries EU Banking model fundamentally broken
- The Reformed Broker: My Fantasy Linkfest at Abnormal Returns!
- Timing Logic: Federal Prosecution Of Financial Fraud Falls To 20 Year Low
- The problem of fake gold bars
- UK in talks to sell part of RBS stake to Abu Dhabi
- Finance Clippings: Do equities always outperform in the long run?
- The Reformed Broker: Larry Swedroe Throws a Haymaker at Structured Products
- Goldman Sachs talks to Norman Foster over new European HQ in London - http://bit.ly/GTmqui
- What exactly is money and why do we trust it?
- Via - why is the uk economy failing?
- A former Russian banker is in a critical condition in hospital after he was shot several times in east London
Research
- When Good Investments Go Bad: The Contraction in Community Bank Lending After the 2008 GSE Takeover -
- Paper on comparing Sunshine or Predatory Trading theories empirically tested for ETFs on roll and non-roll days
- arXiv: Ordinal Classification Method for the Evaluation Of Thai Non-life Insurance Companies.
- arXiv: Evolutionary Model of the Personal Income Distribution.
- arXiv: Implied Probability Measures of Volatility.
- arXiv: Eigenvector dynamics: general theory and some applications.
- arXiv: Aftershock prediction for high-frequency financial markets' dynamics.
- arXiv: Consistent Modeling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model.
- arXiv: Optimal Trading with Linear Costs.
- arXiv: From Nuclear Reactions to High-Frequency Trading: an R-function Approach.
- arXiv: Pricing electricity derivatives within a Markov regime-switching model. http://bit.ly/HdjSU3
- arXiv: The Wishart short rate model.
- arXiv: Heavy-Tail Distribution from Correlation of Discrete Stochastic Process.
- arXiv: Asset Pricing under uncertainty.
- arXiv: We've walked a million miles for one of these smiles.
- arXiv: Dynamic Stock Market Linkages and Market Efficiency.
- arXiv: Rent distribution in a simple model of housing price formation.
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Hedge Funds
- Strategic Hedge Fund Planning in the US - http://bit.ly/GCv3pW
- Conservative Party hedge fund donors (pdf) - New party treasurer, Baron Fink
- Hedge Fund Head Starts Vineyard on English Coast, Plans to Take Over Market in 10 Years http://t.co/sMVSVNfQ
- All About Alpha: Alpha Hunter Lauren Templeton on Generating Alpha from Value Investing
- FINalternatives: UBS, Morgan Stanley Vets Plan Commodities Hedge Fund
- FINalternatives: End Of Hedge Fund Marketing Ban Nears
- FINalternatives: Gupta Loses Wiretap Bid, Will Get SEC Notes
- FINalternatives: Notz Stucki Readies Distressed Fund Of Funds
- FINalternatives: Mueller Receiver Seeks $26 Million From Brokers
- FINalternatives: SS&C Makes Formal Bid For GlobeOp
- FINalternatives: Distressed Debt Market Worth Up To '¬2.5T
- FINalternatives: BofAML Index Rises 0.14% In March http://bit.ly/HbL0UH
- FINalternatives: Goldman Vets Covered In Red
Financial Technology
- Google searches for 'big data' have gone up 1200% in the last 12 months -
- The Monetary Future: Bitcoin Doesn't Need a Dongle
- The European Parliament has thrown the future of broker crossing networks into further doubt
- Bittware's Anemone104 64 core coprocessor for it's like for hardware fetishists - via
- Spreadsheet risk: The devil is in the data - via
- "Twitter Sentiment Trading" managed accounts now available - would love to hear some views on this
- "Thomson Reuters pushes trading into social media" - http://on.ft.com/GTgOMq
- Barclays contactless bank cards could have data stolen without even knowing through readers in new mobile phones
- More on Barclaycard's Near-Field Communications Problem - - Doh!
- Some people are putting money into online Ponzi Schemes even though they know they are fraudulent
- Does Stocktwits Predict the Stock Market'..One study already says yes.. - via ,
- High Frequency Trading Review: BATS Hits the Rocks, Which May Help Fill Its Sails
- High Frequency Trading Review: Global Exchanges Strike Back at Abusive HFT Technique
- High Frequency Trading Review: Quantitative Trading, Adversity To Alpha
- High Frequency Trading Review: HKEx signs up 22 members for trading hub
- High Frequency Trading Review: High-Frequency Trades Seen Boosting Commodity-Stocks Link
- High Frequency Trading Review: BittWare Expands Altera Stratix V FPGA-based PCIe COTS Board Family for Applications in HFT
- Tales from a Trading Desk: EC2 Trading Platforms: Quantopian
- Tales from a Trading Desk: my-Channels ' Moving into Low Latency Mesaging
Science and General Interest
- Crumbs. A 16-year-old builds a working scientific calculator in Minecraft -
- What is the world's average wage?
- Do unmarried CEOs take bigger risks?
- A Guide for the ambitious, prospective PhD student - - via
- Not seen much coverage on scoop: Private Investigators / Organised Crime / Police Corruption in the UK
- High Frequency Trading Review: DARPA seeks breakthroughs in computer vision
- Largely unnoticed in last week's UK budget: a cap on tax relief for philanthropic giving -
- Robert Peston: Is the UK's nuclear future in jeopardy?
- The Aleph Blog: Why Auditors Should be Rotated
- Google interviews: would you get a job with the search giant?
- Three Toed Sloth: Networks, Crowds, and More Networks (This Week at the Statistics and Machine Learning Seminars)
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