Int'l Customer Trades At TOCOM Records Highest Volume Of 2,677,075 Contracts...
The Tokyo Commodity Exchange, Inc announced today that the February 2016 monthly volume of customer trades (combined buy and sell sides) originating overseas was 2,677,075 contracts, recording a new...
View ArticleJapan Exchange Group Notice Of Revision To Earnings Forecast And Dividend...
In light of recent market conditions, JPX has revised the average daily trading values and volumes, which were the assumptions used in the consolidated earnings forecast in the "Notice of Revision to...
View ArticleASIC Commences Proceedings In Connection With The Spike In Securities Prices...
ASIC has commenced proceedings in the Federal Court of Australia in Sydney against Whitebox Trading Pty Limited and its sole director and principal, Johannes Boshoff, following an investigation into...
View ArticleTransforming Japanâs Fund Flow: Keynote Speech By Nobuchika Mori...
Thank you, Mr. Matheson, for your kind introduction. Good afternoon,everyone. It is my pleasure to be back here in New York. From 2003 to 2006, I served as the chief representative of the Japanese...
View ArticleSGX Welcomes Anchor Resources To Catalist
Singapore Exchange (SGX) today welcomed Anchor Resources Limited (Anchor Resources) to Catalist under the stock code “43E”. read more...
View ArticleDubai International Financial Centre Welcomes Delegation From European Union...
His Excellency Essa Kazim, Governor of Dubai International Financial Centre (DIFC), today welcomed Ann-Sophie Kisling, Chair of the Middle East/Gulf Working Group of the European Union Council, and a...
View ArticleClik here to view.
New: Discrete Homotopy Analysis for Optimal Trading Execution with Nonlinear...
Optimal execution in financial markets is the problem of how to trade a large quantity of shares incrementally in time in order to minimise the expected cost. In this paper we study the problem of the...
View ArticleClik here to view.
If Someone Tries to Sell You, Donât Buy It
Picture Credit: Arturo de Albornoz || “Do unto others, as you would have others do unto you.” — Y’shua Ha’Mushiachread more...
View ArticleSaudi Stock Exchange: Announcement Of The Board Of Directors And Senior...
The Capital Market Authority announces the Board of Directors and Senior Executives Trading Restriction Periods according to Article (50) of the Listing Rules as the following: read more...
View ArticleThe Saudi Stock Exchange Announces The Publication Of The Weekly Stock Market...
The total value of shares traded for the week ending 17 March 2016 amounted to SAR 26.57 billion, decreasing by 19.29% over the previous week; while total stock market capitalization reached SAR...
View ArticleHow to Combine a Billion Alphas. (arXiv:1603.05937v1 [q-fin.PM])
We give an explicit algorithm and source code for computing optimal weights for combining a large number N of alphas. This algorithm does not cost O(N^3) or even O(N^2) operations but is much cheaper,...
View ArticleStatistically similar portfolios and systemic risk. (arXiv:1603.05914v1...
We propose a similarity measure between portfolios with possibly very different numbers of assets and apply it to a historical database of institutional holdings ranging from 1999 to the end of 2013....
View ArticleOnline Networks, Social Interaction and Segregation: An Evolutionary...
We have developed an evolutionary game model, where agents can choose between two forms of social participation: interaction via online social networks and interaction by exclusive means of...
View ArticleEstimating the Integrated Parameter of the Locally Parametric Model in...
In this paper, we give a general time-varying parameter model, where the multidimensional parameter follows a continuous local martingale. As such, we call it the locally parametric model. The quantity...
View ArticleBank distress in the news: Describing events through deep learning....
While many models are purposed for detecting the occurrence of events in complex systems, the task of providing qualitative detail on the developments is not usually as well automated. We present a...
View ArticleASIC Reviews Culture, Conduct And Conflicts Of Interest In Vertically...
ASIC has today released a report outlining its findings of an extensive review of the conflicts management practices in vertically integrated businesses in the funds management industry.read more...
View Article