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Low-frequency = high volatility + easy implementation. High-frequency = low...

Low-frequency = high volatility + easy implementation. High-frequency = low volatility + hard implementation. No free lunch. #quant

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RT @statalgo: Low-frequency = high volatility + easy implementation....

RT @statalgo: Low-frequency = high volatility + easy implementation. High-frequency = low volatility + hard implementation. No free lunch. #quant

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Video: Two #R talks from Hadley Wickham http://bit.ly/lqXqpB #rstats #analytics

Video: Two #R talks from Hadley Wickham http://bit.ly/lqXqpB #rstats #analytics

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Emanuel Derman now blogging on Reuters: http://t.co/z4OrkYV #quant

Emanuel Derman now blogging on Reuters: http://t.co/z4OrkYV #quant

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RT @AbnormalReturns: Sunday links: growing a position http://bit.ly/lj6QRM

moneyscience: RT @AbnormalReturns: Sunday links: growing a position http://bit.ly/lj6QRM

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#rstats RT @links4R: Collection of useful R links http://t.co/MGGY0ku

#rstats RT @links4R: Collection of useful R links http://t.co/MGGY0ku

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The #quant Daily is out! http://bit.ly/hH4Sb0 ⸠Top stories...

The #quant Daily is out! http://bit.ly/hH4Sb0 ▸ Top stories today via @getquantjobs

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RT @fjnogales: #rstats RT @links4R: Collection of useful R links...

RT @fjnogales: #rstats RT @links4R: Collection of useful R links http://t.co/MGGY0ku

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VIDEO: China's premier pledges more UK trade

The Chinese Premier, Wen Jiabao, has been visiting the MG car plant at Longbridge near Birmingham, which is owned by a Chinese company.

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Straw calls for insurance reform

The former Justice Secretary Jack Straw is calling for reform of the motor insurance industry, to prevent insurers referring their clients to personal injury lawyers without permission.

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Writing a set of #KML drivers/tools for #rstats It's really a fun and easy...

Writing a set of #KML drivers/tools for #rstats It's really a fun and easy format to hack on :)

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Credit card use falls 13% in year

Credit card use fell last year as people turned to cash and debit cards to avoid borrowing, shopkeepers say.

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Optimal High Frequency Trading with limit and market orders....

We propose a framework for studying optimal market making policies in a limit order book (LOB). The bid-ask spread of the LOB is modelled by a Markov chain with finite values, multiple of the tick...

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Maximum entropy distribution of stock price fluctuations. (arXiv:1106.4957v1...

The principle of absence of arbitrage opportunities allows obtaining the distribution of stock price fluctuations by maximizing its information entropy. This leads to a physical description of the...

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China's leader due at Number 10

China's Premier Wen Jiabao will meet David Cameron at Downing Street later as he continues his three-day visit to the UK.

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Capital, politics and bank weaknesses

Jon Danielsson, 27 June 2011A debate is raging on capital adequacy requirements for banks. The UK wants to be allowed to “top up” the agreed levels, i.e. to impose stricter capital standards than...

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Is the US welfare state growing or declining?

Yonatan Ben-Shalom, Robert Moffitt, John Karl Scholz, 27 June 2011What is happening to the US welfare state? According to this column, and contrary to the views of many, the US welfare state has not...

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VIDEO: Pakistan's fitness industry boom

Pakistan's fitness industry is perhaps one of the few sectors of the country's economy that has boomed in recent years.

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Global interest rates 'must rise'

The Bank for International Settlements (BIS) warns that low interest rates are a threat to global financial stability.

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UK faces potential 'brain drain'

More than one in four workers in the UK would move abroad for a better job, a survey suggests.

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