Lexically Diverse Hedge Funds Outperform
Do you want to have an outperforming hedge fund? Then write a description of your investment strategy more creatively, clearly and use more synonyms... Of course, I am just kidding. However, a recent...
View ArticleU.S. Financial Regulatory Agencies Join the Global Financial Innovation Network
The Commodity Futures Trading Commission (CFTC), Federal Deposit Insurance Corporation (FDIC), Office of the Comptroller of the Currency (OCC), and the Securities and Exchange Commission (SEC) today...
View ArticleMoneyScience: MoneyScience's post: Joel Bessis on Risk Management in Banking
Joel Bessis on Risk Management in Banking https://t.co/OeeP5Nnr7W pic.twitter.com/TzMTfTdv0X â moneyscience (@moneyscience) October 24, 2019
View ArticleMoneyScience: Introduction to QuantLib Development with Luigi Ballabio
Early Bird' Discount Ends this Week. Introduction to #QuantLib Development with Luigi Ballabio. Intensive 3-day Course. London. Dec 2-4, 2019.â¦
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The Basics of Big-O and Sorting Algorithms
What is “Big O”?Continue reading on Cantorâs Paradise »
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How to solve the Rubik’s Cube
in 8 simple stepsContinue reading on Cantorâs Paradise »
View ArticleShort sellers betting against Tesla lose more than $1 billion in single day...
Short sellers betting against Tesla lose more than $1 billion in single day as stock surges https://t.co/XVq48rwms3 â moneyscience (@moneyscience) October 25,â¦
View ArticleJudge rules ex-Deutsche Bank traders can be prosecuted under wire fraud law...
A Chicago federal judge on Monday says a deceptive commodities trading tactic known as spoofing can be prosecuted under the wire fraud statute.â¦
View ArticleIf you invested in tesla one year ago today
On a side note, if you invested in tesla one year ago today you'd have a nice clean -0.06% return https://t.co/rk0WjX28vU pic.twitter.com/IqKdqZfQNt â Steveâ¦
View ArticleSubscribe to read | Financial Times
Obituary. William Fouse, quantitative analyst, 1928-2019 - The âFather of the index fundâ who co-founded Mellon Capital Management https://t.co/ir80svzbVX ââ¦
View ArticleGood institutions and banking sector competitiveness: A semi-parametric evidence
Publication date: Available online 25 October 2019Source: Finance Research LettersAuthor(s): Aklesso Y.G. Egbendewe, Djoulassi K. OloufadeAbstractThis research examines the role of institutionsâ...
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Reporting an R-Squared Measure for Count Data Models
This post was prompted by an email query that I received some time ago from a reader of this blog. I thought that a more "expansive" response might be of interest to other readers............In spite...
View ArticleMerger Arb: A Dis-economy of Scale
A new paper in the Journal of Economics and Business presents data on merger arb, and which factors, especially  sector size and individual fund size, do or do not have an impact on the alpha...
View ArticleSparsity and Stability for Minimum-Variance Portfolios. (arXiv:1910.11840v1...
The popularity of modern portfolio theory has decreased among practitioners because of its unfavorable out-of-sample performance. Estimation errors tend to affect the optimal weight calculation...
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