Bats Global Markets Reports Record U.S. Options Market Share In April -...
Bats Global Markets, Inc. (Bats: BATS), a leading global operator of exchanges and services for financial markets, today reported April data and highlights, including record U.S. Options market share...
View ArticleBOX Options Exchange Price Improvement Activity For April
In the month of April price improved contracts on BOX Options Exchange (“BOX”) averaged 297,158 per day. Price improvement versus the prevailing NBBO for contracts submitted via BOX’s price improvement...
View ArticleCFTC Orders Chicago-Based Cunningham Commodities, LLC And Its Controller...
The U.S. Commodity Futures Trading Commission (CFTC) today issued an Order filing and simultaneously settling charges against Cunningham Commodities, LLC (Cunningham), a registered Futures Commission...
View ArticleWeekly Announcements â May 9, 2016
Announcing Expansion of LSN Law & Society: Private Law Sponsored eJournalread more...
View ArticleStochastic Portfolio Theory: A Machine Learning Perspective....
In this paper we propose a novel application of Gaussian processes (GPs) to financial asset allocation. Our approach is deeply rooted in Stochastic Portfolio Theory (SPT), a stochastic analysis...
View ArticleRobust framework for quantifying the value of information in pricing and...
We pursue the robust approach to pricing and hedging of financial derivatives. We investigate when the pricing--hedging duality for a regular agent, who only observes the stock prices, extends to...
View ArticleGeneralized semi-Markovian dividend discount model: risk and return....
The article presents a general discrete time dividend valuation model when the dividend growth rate is a general continuous variable. The main assumption is that the dividend growth rate follows a...
View ArticleMean-correction and Higher Order Moments for a Stochastic Volatility Model...
In an efficient stock market, the log-returns and their time-dependent variances are often jointly modelled by stochastic volatility models (SVMs). Many SVMs assume that errors in log-return and latent...
View ArticleCoherence and incoherence collective behavior in financial market....
Financial markets have been extensively studied as highly complex evolving systems. In this paper, we quantify financial price fluctuations through a coupled dynamical system composed of phase...
View ArticleForecasting time series with structural breaks with Singular Spectrum...
This study extends and evaluates the forecasting performance of the Singular Spectrum Analysis (SSA) technique using a general non-linear form for the re- current formula. In this study, we consider 24...
View ArticleTMX Group Limited Reports Results For The First Quarter 2016
TMX Group Limited [TSX:X] (“TMX Group”) today announced results for the first quarter ended March 31, 2016.read more...
View ArticleHKEX: Re-appointment Of Chairman Approved
Reference is made to the announcement of Hong Kong Exchanges and Clearing Limited (“HKEX”) dated 29 April 2016 in relation to the re-appointment of Mr Chow Chung Kong (“Mr Chow”) as the Chairman of the...
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LME Steel Scrap contract sees first voice-brokered trade
The London Metal Exchange (LME) today announces the first voice-brokered trade of its LME Steel Scrap contract. The trade was executed on 4 May 2016 by INTL FCStone Ltd of behalf of Stemcor.
View ArticleThai Bourse Market Report For April 2016
The Stock Exchange of Thailand (SET) Index was on the rise in April and recorded its highest level of 2016 at 1,423.90 on April 21, underpinned by the increase in global commodity prices, especially...
View ArticleITG Agrees to Sell ITG Investment Research
NEW YORK, May 10, 2016 (GLOBE NEWSWIRE) -- ITG (NYSE:ITG), a leading independent broker and financial technology provider, today announced that it has signed a definitive agreement to sell ITG...
View ArticleWarsaw Stock Exchange Monthly Statistics For April 2016
Warsaw Stock Exchange Monthly Statistics for April 2016 are now available:read more...
View ArticleBats Europe Successfully Operates Exchange From Disaster Recovery Facility -...
Bats Europe, Europe’s largest stock exchange, today announced the successful operation of its European business from the exchange’s disaster recovery (DR) office. The test constitutes a critical part...
View ArticleBrexit Bad For Financial Services Clients Says CISI Survey - CISI Survey Says...
A majority of financial services practitioners have indicated that Brexit would be bad for their clients, according to the latest online survey by the Chartered Institute for Securities &...
View ArticleISDA - Cross-Border Fragmentation Of Global Interest Rate Derivatives: Second...
The fracturing of the global interest rate swaps market that emerged in the aftermath of US swap execution facility rules coming into force shows no signs of reversing. Although concerns over market...
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