News-based trading strategies. (arXiv:1807.06824v1 [q-fin.TR])
The marvel of markets lies in the fact that dispersed information is instantaneously processed and used to adjust the price of goods, services and assets. Financial markets are particularly efficient...
View ArticleA unifying approach to constrained and unconstrained optimal reinsurance....
In this paper, we study two classes of optimal reinsurance models from perspectives of both insurers and reinsurers by minimizing their convex combination where the risk is measured by a distortion...
View ArticleDeep Learning-Based BSDE Solver for Libor Market Model with Application to...
The Libor market model is a mainstay term structure model of interest rates for derivatives pricing, especially for Bermudan swaptions, and other exotic Libor callable derivatives. For numerical...
View ArticlePop Icon Peter Gabriel Has Invested in a Blockchain Startup
Legendary musician and former Genesis lead singer Peter Gabriel has invested in blockchain startup Provenance.
View ArticleBillionaire Marc Lasry Sees Bitcoin's Price Reaching $40,000
Billionaire investor and fund manager Marc Lasry said the price of bitcoin has the potential to reach $40,000.
View ArticleSGX Proposes To Enhance Default Management Capabilities Of Derivatives And...
Singapore Exchange (“SGX”) is seeking public feedback on proposed amendments to the clearing rules of Singapore Exchange Derivatives Clearing Limited (“SGX-DC”) and the Central Depository (Pte) Limited...
View ArticleSix Months After MIFID II Go-Live, TABB Research Examines Systematic...
With MIFID II implementation now six months behind us and its impact on European equity market structure eagerly awaited, TABB Group says new execution forms are already gaining a foothold, including...
View Article$20K in Crypto: The First Bets on Prediction Market Augur Just Paid Out
A week after going live, the crypto-powered prediction market platform Augur is proving that it really works in the wild.
View ArticleThese Digital Monsters Live on Ethereum, But They'll Fight on Zilliqa
A popular decentralized game couldn't take ethereum's slow, costly transactions. But it's not leaving the chain behind entirely.
View ArticleGovernment-Backed Blockchain Trade Platform Launches in Singapore
A digital services firm owned by a Singapore government agency and a major port operator has launched a blockchain platform for cross-border trade.
View ArticleThe FCA’s Approach To Brexit: Our Preparations And Our Vision For The...
Speaker: Nausicaa Delfas, Executive Director of InternationalEvent: Bloomberg/TheCityUK, LondonDelivered: 19 July 2018Note: this is the speech as drafted and may differ from delivered versionread more...
View ArticleAlbar Capital Deploys FlexNOW - Easy-To-Install Multi-Asset Execution...
FlexTrade (@FlexTrade) today announced that Albar Capital Ltd., a new hedge fund led by Javier Velazquez (formerly of Millennium Capital Partners LLP), is now trading equities and futures using...
View ArticleHorizon Growth Prompts North American Expansion With Appointment Of Regional...
Horizon Software (Horizon), the world’s leading provider of electronic trading solutions and algorithmic technology, announced today the appointment of Francis Leclerc as Regional Manager for North...
View ArticleStablecoins Will Do More Than Just Reduce Crypto Price Volatility
Stablecoins will play an important role bridging traditional markets with the programmable financial tools enabled by crypto, argues Abra's CEO.
View ArticleSolactive Wins Most Innovative ETF Index Provider For 2017 Europe At The 14th...
Solactive is excited to announce that it has brought home another award! On the evening of July 19, Solactive was awarded Most Innovative ETF Index Provider for 2017 Europe at the 14th Annual Global...
View ArticleHong Kong’s Asset And Wealth Management Business Reached $24,270...
The Securities and Futures Commission (SFC) today released the findings of its annual Asset and Wealth Management Activities Survey, previously known as the Fund Management Activities Survey, which...
View ArticleUK Begins Research on Law Reform for Use of Blockchain Smart Contracts
The U.K. Law Commission has launched research looking at reforms that would clarify the use of blockchain-based smart contracts under British law.
View ArticleWestpac Helps 200 Outstanding Australian Businesses Take On Tomorrow
Today two hundred Australian businesses have been named as Westpac’s 2018 Businesses of Tomorrow, recognised for their vision and drive to help shape the nation’s economic future.read more...
View ArticleMOEX Commits To FX Global Code
Moscow Exchange (MOEX: MOEX) announces it has signed a statement of commitment to the FX Global Code, pledging to support robust, fair, liquid, open and transparent foreign exchange markets. read more...
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