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
View ArticleRT @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
View ArticleVideo: 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
View ArticleEmanuel Derman now blogging on Reuters: http://t.co/z4OrkYV #quant
Emanuel Derman now blogging on Reuters: http://t.co/z4OrkYV #quant
View ArticleRT @AbnormalReturns: Sunday links: growing a position http://bit.ly/lj6QRM
moneyscience: RT @AbnormalReturns: Sunday links: growing a position http://bit.ly/lj6QRM
View Article#rstats RT @links4R: Collection of useful R links http://t.co/MGGY0ku
#rstats RT @links4R: Collection of useful R links http://t.co/MGGY0ku
View ArticleThe #quant Daily is out! http://bit.ly/hH4Sb0 ⸠Top stories...
The #quant Daily is out! http://bit.ly/hH4Sb0 ⸠Top stories today via @getquantjobs
View ArticleRT @fjnogales: #rstats RT @links4R: Collection of useful R links...
RT @fjnogales: #rstats RT @links4R: Collection of useful R links http://t.co/MGGY0ku
View ArticleVIDEO: 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.
View ArticleStraw 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.
View ArticleWriting 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 :)
View ArticleCredit 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.
View ArticleOptimal 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...
View ArticleMaximum 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...
View ArticleChina'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.
View ArticleCapital, 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 âtop upâ the agreed levels, i.e. to impose stricter capital standards than...
View ArticleIs 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...
View ArticleVIDEO: 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.
View ArticleGlobal interest rates 'must rise'
The Bank for International Settlements (BIS) warns that low interest rates are a threat to global financial stability.
View ArticleUK 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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