CFTC Obtains Default Judgment Orders Against Three Magee Family Members Of...
The U.S. Commodity Futures Trading Commission (CFTC) today announced that Judge Lynn Adelman of the U.S. District Court for the Eastern District of Wisconsin entered an Order of Default Judgment and...
View ArticleVibrato and automatic differentiation for high order derivatives and...
This paper deals with the computation of second or higher order greeks of financial securities. It combines two methods, Vibrato and automatic differentiation and compares with other methods. We show...
View ArticleAn "inverse square law" for the currency market: Uncovering hidden...
Identifying universal behavior is a challenging task for far-from-equilibrium complex systems. Here we investigate the collective dynamics of the international currency exchange market and show the...
View ArticleUsing String Invariants for Prediction Searching for Optimal Parameters....
We have developed a novel prediction method based on string invariants. The method does not require learning but a small set of parameters must be set to achieve optimal performance. We have...
View ArticleA new decomposition of portfolio return. (arXiv:1606.05877v1 [q-fin.MF])
For a functionally generated portfolio, there is a natural decomposition of the relative log-return into the log-change in the generating function and a drift process. In this note, this decomposition...
View ArticleCalPERS Names Douglas Hoffner Interim CEO
The California Public Employees' Retirement System (CalPERS) Board of Administration today appointed Douglas Hoffner as the Pension Fund's Interim Chief Executive Officer (CEO) as it completes its...
View ArticleInternational Customer Trades Increased To 52.1% Of Total Volulme At Tokyo...
The Tokyo Commodity Exchange, Inc announced today that the May 2016 monthly volume of customer trades (combined sell & buy sides) originating overseas was 2,172,946 contracts, accounting for 52.1...
View ArticleSGX Welcomes Frasers Logistics & Industrial Trust To Mainboard
Singapore Exchange (SGX) today welcomed Frasers Logistics & Industrial Trust to its Mainboard under the stock code “BUOU”. read more...
View ArticleNetwork Service Interruption At SIX
As already outlined in our statement yesterday, there have been a number of network disruptions to our services. Though various services from different divisions have been affected, the processing of...
View ArticleFidessa And Commcise Solve Industry MiFID II Unbundling Conundrum - New...
Fidessa group plc (LSE: FDSA) has today announced a new partnership with Commcise that brings to the market a transactional method for funding Research Payment Accounts (RPAs). This allows the industry...
View ArticleDeutsche Börse Establishes A Corporate Venture Capital Platform
As an important additional element of its growth strategy “Accelerate”, Deutsche Börse Group today announced the launch of a dedicated corporate venture capital (CVC) platform – DB1 Ventures. The DB1...
View ArticleProject Sentinel: Industry Participants Collaborate On MiFID II...
Project Sentinel, a collaborative initiative by a group of banks to mutualise the cost of MiFID II implementation in the OTC front office, has announced the creation of a normalised regulatory data...
View ArticleJapanâs Financial Services Agency: Publication Of The Report By The...
The “Working Group on Financial Group of the Financial System Council” (chairman Shinsaku IWAHARA, professor, Waseda University Law School) has discussed and deliberated nine times on the institutional...
View ArticleESMA: Steven Maijoor Speaks At European Parliament On MiFID II
Steven Maijoor, Chair of the European Securities and Markets Authority (ESMA), today gave a statement to the European Parliament’s Economic and Monetary Affairs Committee (ECON) on MiFID II during its...
View ArticleJapanâs Financial Services Agency: Publication Of The Final Report By...
The “Working Group on Payment and Transaction Banking” of the Financial System Council (chairman Tetsuo MORISHITA, professor, Sophia University Law School) has discussed and deliberated seven times on...
View ArticleACER Publishes The 4th Edition Of The Guidance On The Application Of REMIT
ACER publishes the 4th edition of the Guidance on the application of REMITThe Agency has recently published the 4th edition of the Guidance on the application of Regulation (EU) No 1227/2011 of the...
View ArticleBrainstorming at Google
Fast Company has published an article this week titled, "How to Brainstorm Like a Googler." The author is Veronique Lafargue, global head of content strategy at Google Apps for Work. In many ways,...
View ArticleCME Group and BarclayHedge Honor Managed Futures Leaders at Fifth Annual...
CME Group, the world's leading and most diverse derivatives marketplace, and BarclayHedge, recognized managed futures industry leaders at the fifth annual Managed Futures Pinnacle Awards last...
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