Rosenthal Collins Group Signs With Eventus Systems For Trade Surveillance -...
Eventus Systems, Inc., a provider of innovative regtech software solutions for the capital markets, announced today that Rosenthal Collins Group LLC (RCG(r)), a leading independent futures brokerage...
View ArticleSecurities Commission Malaysia Charges Two Former Investment Bankers And...
The Securities Commission Malaysia (SC) today charged two former senior investment bankers and another individual at the Kuala Lumpur Sessions Court with insider trading of Hirotako Holdings Bhd...
View ArticleEEX New Participant: Elektrix S.A.
Elektrix S.A. has been admitted to exchange trading for Phelix Futures and Options, French Financial Power Futures and Options, Italian Financial Power Futures and Options, Nordic Financial Power...
View ArticleMake-A-Wish Israel, Opened Trading At TASE To Mark Start Of 'Good Deeds Week'
​Yesterday, Make-A-Wish Israel, which grants life-changing wishes to children with critical illnesses, opened the trading on the Tel-Aviv Stock Exchange (TASE). The opening bell was rung by Wish...
View ArticleFIA Elects New Board Members At Annual Meeting
FIA today announced the election of directors to its board at its annual meeting in Boca Raton, Fla. Fourteen directors were elected for a two-year term.read more...
View Article43rd Annual FIA Boca Conference: Opening Remarks At Boca 2018 By Walt Lukken
On March 13, FIA President and CEO Walt Lukken outlined several issues currently facing the futures and cleared derivatives industry at the 43rd Annual FIA Boca conference. Lukken noted the 10 year...
View ArticleDual Moments and Risk Attitudes. (arXiv:1612.03347v2 [q-fin.RM] UPDATED)
In decision under risk, the primal moments of mean and variance play a central role to define the local index of absolute risk aversion. In this paper, we show that in canonical non-EU models dual...
View ArticleA Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data:...
We propose a new multivariate conditional correlation model able to deal with data featuring both observational noise and asynchronicity. When modelling high-frequency multivariate financial...
View ArticleTheoretical and empirical analysis of trading activity. (arXiv:1803.04892v1...
Understanding the structure of financial markets deals with suitably determining the functional relation between financial variables. In this respect, important variables are the trading activity,...
View ArticleA Generalization of the Robust Positive Expectation Theorem for Stock Trading...
The starting point of this paper is the so-called Robust Positive Expectation (RPE) Theorem, a result which appears in literature in the context of Simultaneous Long-Short stock trading. This theorem...
View ArticleCategorizing Variants of Goodhart's Law. (arXiv:1803.04585v1 [cs.AI])
There are several distinct failure modes for overoptimization of systems on the basis of metrics. This occurs when a metric which can be used to improve a system is used to an extent that further...
View ArticleMinimising the expectation value of the procurement cost in electricity...
In this paper, we formulate a method for minimising the expectation value of the procurement cost of electricity in two popular spot markets: {\it day-ahead} and {\it intra-day}, under the assumption...
View ArticlePathwise moderate deviations for option pricing. (arXiv:1803.04483v1 [q-fin.MF])
We provide a unifying treatment of pathwise moderate deviations for models commonly used in financial applications, and for related integrated functionals. Suitable scaling allows us to transfer these...
View ArticleCFTC Official Backs Winklevoss Brothers' Crypto Self-Regulation Bid
CFTC Commissioner Brian Quintenz has expressed approval over a virtual commodities SRO proposed by Gemini founders Tyler and Cameron Winklevoss.
View ArticleNo-Fork Guarantee? New Cryptocurrency Touts Resistance to Code Splits
Hedera, a new public ledger developed by enterprise DLT software firm Swirlds, uses a patented codebase to prevent forking or cloning of the currency.
View ArticleICOs Go to Washington: What to Expect When Congress Talks Crypto
The U.S. House's Capital Markets, Securities and Investment subcommittee will explore cryptocurrencies and ICO markets in a hearing on Wednesday.
View ArticleSquare Seeks BitLicense to Bring Bitcoin Buying to New York
Square is in the process of applying for a BitLicense in a bid to expand its Cash App's bitcoin option to New York residents.
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Estimating Future Stock Returns, December 2017 Update
The future return keeps getting lower, as the market goes higherread more...
View ArticleMonetary Authority Of Singapore Moves Towards Zero Duplication Of Data...
The Monetary Authority of Singapore (MAS) today unveiled the roadmap to transform its data collection approach from financial institutions. The roadmap includes measures to progressively reduce...
View ArticleColt And PCCW Global Demonstrate Speedy Payment Settlements Using Blockchain...
Colt Technology Services and PCCW Global, the international operating division of HKT, have collaborated with Clear, a blockchain start-up company, to demonstrate that inter-carrier settlement times...
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