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High Frequency Trading - Innovation or Rigging?
In this article, Edward Talisse asks the question; Are technological savvy and speedy traders bad for the long-term health of financial markets?
Mon 16 Jun 2014
Does the Bond-Stock Earning Yield Differential Model Predict Equity Market Corrections Better Than High P/E Models?
In this paper, Dr. Sébastien Lleo and Dr. William Ziemba extend the literature on crash prediction models in three main respects.
Thu 5 Jun 2014
Volcker Rule - A Whale with a Cigar
Edward Talisse discusses what the implications could mean for the impending Volcker Rule and what the outcome will be on fixed income and foreign exchange trading desks.
Tue 8 Apr 2014
Identifying Business Cycles Using RLink in Wolfram Finance Platform
In this white paper, Wolfram demonstrate the use of RLink by identifying business cycles that affect stock markets for periods generally lasting about four years.
Fri 4 Apr 2014
Financial Option Prices in Excel
In this article, both Marcin and Jeremy discuss the use of algorithms from the NAG Library to calculate prices for financial options.
Fri 4 Apr 2014
Exact First- and Second-Order Greeks by Algorithmic Differentiation
In this article, The Numerical Algorithms Group (NAG) work very closely with Uwe Naumann to help users take advantage of Algorithmic Differentiation methods.
Fri 4 Apr 2014
Democratization of Hedge Funds and Alternatives
In this article, Kristoffer Houlihan offers some advice for private clients and family offices entering the hedge fund investment space, and some practical considerations when evaluating an emerging manager.
Fri 4 Apr 2014
VaR as a Percentile
In this white paper Dr. Richard Diamond expands on the concept of Value at Risk (VAR) from a formula based on the critical value, to its true definition of being a property of the joint probability distribution of risk factors.
Fri 4 Apr 2014
