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Blog Post: HighFrequencyTradingReview: Upcoming Panel Session on News Analytics and News-Based Trading

March 19, 2012 by MoneyScience   Comments (0)

This Thursday evening, I’ll be moderating The Mankoff Company’s “After the Bell” panel discussion on News-Based Trading, at the Grange Holborn Hotel in London.read more...

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Research Library: Hedge Fund Herding: The Apologists’ Evidence (pdf)

March 19, 2012 by MoneyScience   Comments (0)

Blerina Reca, Richard Sias and H. J. Turtle Abstract The popular press and conventional wisdom holds that hedge funds trade excessively, engage in herding, and, as a result, destabilize markets. We examine hedge fund herding using a proprietary dataset that identifies hedge funds filing 13(f) reports. Hedge funds’ role in the market dramatically increases over time and hedge funds exhibit much higher turnover than other institutional investors. Inconsistent with common perceptions,...

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Upcoming Panel Session on News Analytics and News-Based Trading

March 19, 2012 by mikeohara   Comments (0)

This Thursday evening, I’ll be moderating The Mankoff Company’s “After the Bell” panel discussion on News-Based Trading, at the Grange Holborn Hotel in London.

read more...

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Blog Post: RobertPestonBlog: Will China own our roads?

March 19, 2012 by MoneyScience   Comments (0)

The government believes that by handing over responsibility to the private sector for maintenance and expansion of motorways and trunk roads via long leases it would get more bang for its buck - and it hopes that drivers would be pleased to see that government revenues of perhaps a billion pounds a year had been pledged for the long term, not any longer subject to annual budget haggling.read more...

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The Week in MoneyScience - Digest 09/03/12

March 19, 2012 by MoneyScience   Comments (0)

Welcome to the MoneyScience Weekly Digest! To get a copy in your email box every week, you can SIGN UP HERE, or to see previous editions go HERE.read more...

Research Library: A Comprehensive Look at Financial Volatility Prediction by Economic Variables (pdf)

March 19, 2012 by MoneyScience   Comments (0)

Charlotte Christiansen, Maik Schmeling and Andreas Schrimpf   Abstract We investigate if asset return volatility is predictable by macroeconomic and financial variables and shed light on the economic drivers of financial volatility. Our approach is distinct due to its comprehensiveness: First, we employ a data-rich forecast methodology to handle a large set of potential predictors in a Bayesian Model Averaging approach, and, second, we take a look at multiple asset classes (equities,...

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