Featured

• FPGA & Hardware Accelerated Trading - An HFT Review Special Section http://t.co/Beam5oNV
• Open Source Finance: 19 platforms http://t.co/eC82618O
• LIBOR Manipulation Paper from The Journal of Banking and Finance - http://t.co/yW0MuNJe
• Video Lectures - Thomas Lux on Evolutionary Economics: Stochastic Agent-Based Models in Economics and Finance http://t.co/1RU4yeok
• Quants, Models, and the Blame Game http://t.co/RLpDbbIl
• Vladimir Igorevich Arnold (1937-2010) on mathematical models http://t.co/0QxpBgKE
• Computer science tackles 30-year-old economics problem: The Multi-Item Auction http://t.co/oDmQ8iK8
• The potentials and limitations of rational choice theory: an interview with Gary Becker (pdf) http://t.co/3LjaRmyb
• VOX eCollection - Austerity: Too Much of a Good Thing? http://t.co/OfBqvpIZ
• Falkenblog: The Envelope Theorem, Group Selection, and Cynical Framing http://t.co/r9PMHuFL
• Quant funds make up only about 10% of the $2tr hedge fund industry, Mark Carhart's Kepos Capital is one of them. http://t.co/b221tfl8
• An actual estimate of the cost to society of scientists becoming hedge fund managers http://t.co/peEndwTH
• Michael Spence, Nobel Laureate, on Information and Momentum http://t.co/zQ7JaNL9
• Great commentary on "Iterated Prisoner’s Dilemma contains strategies that dominate any evolutionary opponent" http://t.co/QSjaEhXR
• Obituary: Economist Anna Schwartz 1915-2012 http://t.co/reaCA4W7
• Global Crisis: Top Links from the IMF for Economics and Finance http://t.co/ET0YERO0
• Mathbabe: The Basic Unit is Risk http://t.co/piq3yQ5X
• I'm not sure how much weight to give a gender study in a single hedge fund. 'women are never the right age' http://t.co/eS4jBXSk
• 'Proof' that economists are far more confident in their statements than they have a right to be http://t.co/5oayLlNi
• Going with the flow: Can analog simulations make economics an experimental science? http://t.co/yz4yhevM
• LIBOR manipulation and the Butterfly Effect http://t.co/jcfB8jdI
• OlsenBlog: Investors Hunt For Uncorrelated Profits http://t.co/RNDFyrsm
• Podcast: Checking Out of the Hedge Fund Hotel - Discussion about IT Infrastructure for new Hedge Funds http://t.co/q6VhGong
• The Externality of High Frequency Trading http://t.co/tiCUVf8T
• Hedge Fund Herding: The Apologists’ Evidence (pdf) http://t.co/9sDg3ur1
• Curious: The Cambridge Project for Existential Risk http://t.co/m0UazBEI
• Can Social Media Sharpen Quant Models? http://t.co/3OfR8pcg
• Renowned strategist James Montier, lives up to his reputation by slamming the way the CFA Institute teaches Economics http://t.co/Be89WxUZ
• Mark Thoma thinks that Physicists in Finance have a lot to learn from Economists http://t.co/vZjuVUDJ
• Research Library: Notes for Economists on Writing Code http://t.co/LxfZXLBq
• Did you hear the one about a banker, a pharmacist and physicists who walk into a pub? http://t.co/AyR1x3fO
• A practical introduction to garch modeling http://t.co/VSSplf3R
• "If you don't put a dollar on it, decision makers won't take it seriously" : Quantifying 'ecosystem services' - http://t.co/YLSjNplp
• Vector Autoregressive Models: An Overview http://t.co/x7jgNaQ5

Announcements

• Bloggers! Find something interesting in our Research Library http://bit.ly/LHfmSu & we will feature your commentary in our new member publication.
• MoneyScience Vendor Community: Analytics and Financial Libraries : http://t.co/Tuvn7onw
• MoneyScience Vendor Community: Asset Management Solutions Vendors : http://t.co/BQFore41
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• Cass Business School - MSc in Investment Management http://t.co/QHwow4ZM
• Cass Knowledge Newsletter - June http://t.co/EUoo7Ijw

Latest Books From Wiley Finance

• Featured Book: Market Microstructure: Confronting Many Viewpoints - http://bit.ly/NiegPP
• Featured Book: The New Economics of Sovereign Wealth Funds - http://bit.ly/Nie9DQ
• Featured Book: Hedge Fund Modeling and Analysis Using Excel and VBA - http://bit.ly/Niey9x
• Featured Book: The Mathematics of Derivatives Securities with Applications in MATLAB - http://t.co/bqt2NIRW
• Featured Book: The Handbook of Energy Trading - http://t.co/KOjVE3g5
• Featured Book: The Complete Guide to Portfolio Construction and Management - http://t.co/xqR0FMdl

• Wiley Finance: Risk and Quantitative Finance Catalogue 2012 http://t.co/4y25czxz
• New book! Financial Accounting: Tools for Business Decision Making, Working Papers, 6th Edition http://t.co/tgHCRAOA
• New book! When Good Companies Do Bad Things: Responsibility and Risk in an Age of Globalization http://t.co/9T22QSnm
• New book! Trend Trading: A Seven-step Approach to Success http://t.co/qjSiIgg7
• New book! Essential Principles for Fundraising Success: . http://t.co/Nj6QWYtS
• New book! It's Your Money, Honey: A Girl's Guide to Saving, Investing, and Building Wealth http://t.co/cuAIQaH1
• New book! Financial Accounting: Tools for Business Decision Making http://t.co/5Hj6Amwz
• New book! Financial Accounting in an Economic Context, Study Guide, 8th Edition http://t.co/nX7Bskzv
• New book! The Philanthropic Planning Companion: The Fundraisers' and Professional Advisors' Guide http://t.co/8AVVFjop
• New book! Exchange-Traded Funds For Dummies, Australia and New Zealand Edition http://t.co/u5aG8rgN

Events

• Capital Markets Academy - Trading Derivatives Certificate - London, August 20th - http://bit.ly/JqUcI1
• Capital Markets Academy - Deutsche Boerse Securities Clearing Processes - http://bit.ly/K3U5Br
• Capital Markets Academy - Financial Markets Regulation - London, July 13th - http://bit.ly/J8t0L4
• PRMIA - Managing Enterprise Risk in the New Environment - September 20, Chicago, USA - http://bit.ly/IbChWQ
• PRMIA - Corporate & Sovereign Credit Risk, Bankruptcy Prediction, Distressed Debt Markets, Strategies - June 25, London - http://bit.ly/I7xmHQ
• Third International Workshop on Managing Financial Instability in Capitalist Economies (MAFIN 2012) http://t.co/2ZVDGzhi
• Society for Neuroeconomics Annual Conference: Decision Making and the Brain - September 2012 http://t.co/XNxLjkX1

Finance and Technology

• Algorithmic Differentiation: A Quantitative Finance Library Implementation http://t.co/W2gUn18y
• Mark Cuban: High-Frequency Traders Are the Ultimate Hackers http://t.co/2PqmqcQO
• A proposed four-point definition of high-frequency trading #hft http://t.co/UYdyz4nb - via @TheDalyPost
• 'Twisted light' carries 2.5 terabits of data per second http://t.co/i9o4qbBM
• A Gentle Introduction to Algorithm Complexity Analysis http://t.co/4X788xcH
• The Future Bank: Augmented, Social and Mobile http://t.co/fru7XRAQ
• Thomson Reuters & MarketPsych develop a set of real-time indices to gauge emotion and sentiment http://t.co/EA4Kz2mZ
• Designed for simulation - T-Platforms to roll out $50k HPC cluster: a P8000 blade enclosure mounted on wheels http://t.co/V9qqvjI5
• Inside The SEC’s Tech Department http://t.co/lxBPIZnu
• Doubts about success of Nasdaq OMX’s new derivatives venue: a lack of differentiation from established platforms? http://t.co/0YfKHs29
• A wave of cyber attacks has likely stolen at least $80 mil from bank accounts in Europe, the US & beyond http://t.co/yS0LaHcV
• Sifting through a trillion electrons: Researchers design strategies for extracting data from massive datasets http://t.co/hfHO7ZMZ
• The Bitcoin Richest ranks the top worldwide holders of bitcoin wealth on the blockchain http://t.co/rxG0TGAM - via @jonmatonis
• Is High Frequency Trading Good? Or Bad? http://t.co/X8NShGmu
• SS&C acquires GlobeOp http://t.co/DV13QCa1
• Great insight into the NatWest glitch http://t.co/HRuCcMH0 <- program written in CA-7 crashed
• Do you work in IT at RBS? Dominic Connor has a few suggestions. http://t.co/b68Y7ebO
• Introducing: The Hybrid Memory Cube consortium http://t.co/4kdb1OTe
• UK's most powerful GPU-based supercomputer, "Emerald", will enter into service tomorrow, a tool for Business & Academia http://t.co/hAvDqfZ8
• Introducing: The Hybrid Memory Cube consortium http://t.co/4kdb1OTe
• Introducing Google Compute Engine http://t.co/BcUjx40t (pdf) & partners http://t.co/RKjRdaPk via @matt_davey
• More on the room-temperature quantum bits that can store data for nearly two seconds http://t.co/CiN4IM3h
• Study finds that when deciding whether to cooperate people do not act for their own reward, as previously believed http://t.co/xd8RAu7A
• The world’s highest-density multi-fiber optical fiber cable for outdoor optical fiber networks http://t.co/4uZ5DuVV
• Will Google’s New Engine Compute? http://t.co/Lee5ob3o
• The harsh realities of a new mercantile API economy http://t.co/n55M5H4u
• Security: Bank Trojan crooks trouser £800k from 30,000 Brits http://t.co/GObNHtsA

Research

• Who Writes the News? Corporate Press Releases During Merger Negotiations @SSRN http://t.co/elsqpxie
• Tail Risk in Momentum Strategy Returns (pdf) http://t.co/YvTjGXCn
• CEO Pay and the Market for CEOs http://t.co/1vsR8wOm
• This paper examines knowledge management practices within the investment banking sector @cassknowledge http://t.co/0Jzlf6M9
• Wine Versus Stocks During the 2000s http://t.co/dTnndCnB

• Mathematical Psychics: An Essay on the Application of Mathematics to the Moral Sciences http://t.co/FWZDm7nV
• Game Theory: An Introduction http://t.co/ybnuK7cs
• Games, Fixed Points and Mathematical Economics http://t.co/1sOd7d6x
• Researches into the Mathematical Principles of the Theory of Wealth - Augustin Cournot (1838) http://t.co/u31wzoVA

• Effective Trade Execution http://t.co/j4O7k19X
• Crowd Disasters as Systemic Failures: Analysis of the Love Parade Disaster http://t.co/gxuAq9tH
• Dworkin's Paradox http://t.co/t3WFSctN
• How the online social networks are used: Dialogs-based structure of MySpace http://t.co/LwL87zqW
• Coarse-graining the dynamics of network evolution: the rise and fall of a networked society http://t.co/oJxd2Rg6
• The internal audit function in banks - final document http://t.co/VPoTlV92
• Stock prices assessment: proposal of a new index based on volume weighted historical prices through th... http://t.co/Szy4Vcuw
• Evaluating Callable and Putable Bonds: An Eigenfunction Expansion Approach. http://t.co/aFMqxLNu
• Stochastic impulse control on optimal execution with price impact and transaction cost. http://t.co/PC6iZiRg
• It's time to break the vicious cycles, says BIS in 82nd Annual Report http://t.co/CgWDp1Te
• Basel Committee issues consultative document on monitoring intraday liquidity management http://t.co/EuZVd1Pr
• Numerical methods for the quadratic hedging problem in Markov models with jumps http://t.co/CtozfbCn
• On free lunches in random walk markets with short-sale constraints and small transaction costs http://t.co/Guq7kKx7
• Effective Trade Execution http://t.co/526xTy1L
• A Utility Framework for Bounded-Loss Market Makers. http://t.co/7ENLBIqs
• On the Existence of Consistent Price Systems. http://t.co/n665InRu
• Final rules on banks' disclosure of the composition of their capital issued by the Basel Committee http://t.co/BBRwwtXY
• Simple laws of urban growth http://t.co/laNdyz9k
• A Utility Framework for Bounded-Loss Market Makers http://t.co/iUV7A0yJ
• Basel Committee issues Principles for effective risk data aggregation and risk reporting - consu... http://t.co/ykbZ6tEK
• On a Symmetrization of Diffusion Processes http://t.co/MqODZXU2
• Maximizing Utility of Consumption Subject to a Constraint on the Probability of Lifetime Ruin. http://t.co/5jrgLjCM
• Inventory Management with Partially Observed Nonstationary Demand. http://t.co/TyyWDMZE
• Stochastic Target Games with Controlled Loss. http://t.co/T9cwqjug
• Evolutionary Model of the Growth and Size of Firms http://t.co/lZIwnt6n
• Characterizing and Modeling the Dynamics of Online Popularity http://t.co/z4FRi1p0
• Asymptotics for Exponential Levy Processes and their Volatility Smile: Survey and New Results. http://t.co/QHr5QQP4
• Random G-Expectations. http://t.co/B5y4qmHH
• 29Jun/Dealing with domestic systemically important banks, consultative document issued by the Basel Committee http://t.co/fRc8tNB8
• Record statistics and persistence for a random walk with a drift. http://t.co/YAEgtkJ3
• On the role of backauditing for tax evasion in an agent-based Econophysics model. http://t.co/4K6h18K9
• Interest Rate Risk of Bond Prices on Macedonian Stock Exchange - Empirical Test of the Duration, Modif... http://t.co/xKyZYbM9
• The Exact Implied Volatility Smile for Exponential L\'evy Models. http://t.co/RbdWqeoV
• Financial instability from local market measures. http://t.co/G84UPSXd
• Geometric Allocation Approach for Transition Kernel of Markov Chain. http://t.co/HiASXKij
• Chi-square simulation of the CIR process and the Heston model. http://t.co/4Jz9xcQz
• CEV with Shifted Variance and its Volatility Smile. http://t.co/QQyaiTon
• A new look at short-term implied volatility in asset price models with jumps. http://t.co/FdNVjAzX
• A Closed-Form Solution of the Multi-Period Portfolio Choice Problem for a Quadratic Utility Function. ... http://t.co/FphU3T8s
• On the Exact Solution of the Multi-Period Portfolio Choice Problem for an Exponential Utility under Re... http://t.co/9ILLWaWd
• On the Equivalence of Quadratic Optimization Problems Commonly Used in Portfolio Theory. http://t.co/H2S2baSo
• How Fama Went Wrong: Measures of Multivariate Kurtosis for the Identification of the Dynamics of a N-D... http://t.co/Z4qcTUF0