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GreySpark Partners Releases Detailed Analysis of OMS and EMS Offerings

May 23, 2012 by mikeohara   Comments (0)

LONDON, 22nd May 2012 – GreySpark Partners, the capital markets consultancy, has published a new industry report after developing a detailed comparative analysis of Order Management Systems (OMSs) and Execution Management Systems (EMSs) on the market. The research looks at solutions that are available for Sellside use.

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Research Library: Why Rumors Spread Fast in Social Networks (pdf)

May 23, 2012 by MoneyScience   Comments (0)

Benjamin Doerr, Mahmoud Fouz, and Tobias Friedrich Abstract Understanding structural and algorithmic properties of complex networks is an important task, not least because of the huge impact of the internet. Our focus is to analyze how news spreads in social networks. We simulate a simple information spreading process in different network topologies and demonstrate that news spreads much faster in existing social network topologies. We support this finding by analyzing information spreading...

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Research Library: The Devil in HML's Details

May 23, 2012 by MoneyScience   Comments (0)

Clifford S. Asness AQR Capital Management, LLC Andrea Frazzini AQR Capital Management, LLC Abstract This paper challenges the standard method for measuring “value” used in academic work on factor pricing and behavioral finance. The standard method calculates book-to-price (B/P) at portfolio formation using lagged book data, aligns price data using the same lag (ignoring recent price movements), and hold these values constant until the next rebalance. We propose two simple...

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Research Library: Replumbing Our Financial System: Uneven Progress (pdf)

May 23, 2012 by MoneyScience   Comments (0)

Darrell Duffie Stanford University April 23, 2012 Abstract The financial crisis of 2007-2009 has spurred significant ongoing changes in the "pipes and valves" through which cash and risk flow in the center of our financial system. These include adjustments to the forms of lender-of-last-resort financing from the central bank and changes the infrastructure for the wholesale overnight financing of major dealer banks. Significant changes in the regulation of money market funds are under...

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