Canadian Defined Benefit Pension Plans Gain Further Ground In 2017: RBC...
Canadian defined benefit pension plans ended 2017 in positive territory, posting an annual return of 9.7 per cent, according to the $650 billion RBC Investor & Treasury Services All Plan Universe –...
View ArticleExchange Data International Introduces New Service: Option Analytics
Exchange Data International (EDI) is pleased to announce the launch of its new service: Option Analytics.read more...
View ArticleLuminex Adds Conditional Orders To Platform, Allowing For Smoother...
Luminex Trading & Analytics LLC, a buy side-owned trading venue delivering efficient, low-cost block executions, has added a conditional order type to its unique, buy side-only alternative trading...
View Articleenera Project: EWE And EPEX SPOT To Create Local Market Platform To Relieve...
The energy group EWE AG and the European Power Exchange EPEX SPOT have signed a cooperation agreement within the scope of the enera project in Essen today. As part of the project, both companies commit...
View ArticleNot Wages. Not Inflation. Volatility. ETFs.
The recent tumble in the market is being attributed to the wage report, a rise in interest rates, and concern about inflation. A reassessment of economic conditions does not lead to such a violent...
View ArticleWarren Buffet's Railroad Firm Joins Blockchain Alliance
A major U.S. freight railroad network operator owned by Warren Buffet's Berkshire Hathaway has joined the Blockchain in Transportation Alliance.
View ArticleBIS Chief Slams Bitcoin As Ponzi Scheme and Threat to Central Banks
The head of the Bank for International Settlements has blasted bitcoin as "a bubble," "a Ponzi scheme" and an "environmental disaster."
View ArticleNew Regulation for Crypto? US Senate Hearing Rekindles Debate
A hearing at the U.S. Senate Tuesday saw top lawmakers debate the need for new legislation to increase crypto industry oversight.
View ArticleMoscow Exchange: Risk Parameters Change On Securities Market
CCP NCC is changing risk parameters on Securities market for the following bonds starting from February 13, 2018:read more...
View ArticleTestimony On Virtual Currencies: The Oversight Role Of The U.S. Securities...
Chairman Crapo, Ranking Member Brown and distinguished senators of the Committee, thank you for the opportunity to testify before you today.[1]Â I am pleased that the Committee is holding this hearing...
View ArticleRemarks of Chairman J. Christopher Giancarlo at the Black History Month...
Remarks of Chairman J. Christopher Giancarlo at the Black History Month Celebration
View ArticleCollateral Unchained: Rehypothecation networks, concentration and systemic...
We study how network structure affects the dynamics of collateral in presence of rehypothecation. We build a simple model wherein banks interact via chains of repo contracts and use their proprietary...
View ArticleDynamics of Wealth Inequality. (arXiv:1802.01991v1 [physics.soc-ph])
We discuss a statistical model of evolution of wealth distribution, growing inequality and economic stratification in macro-economic scale. Evolution is driven by multiplicative stochastic fluctuations...
View ArticleDynamical regularities of US equities opening and closing auctions....
We first investigate static properties of opening and closing auctions such as typical auction volume relative to daily volume and order value distributions. We then show that the indicative match...
View ArticleGenerating virtual scenarios of multivariate financial data for quantitative...
In this paper, we present a novel approach to the generation of virtual scenarios of multivariate financial data of arbitrary length and composition of assets. With this approach, decades of realistic...
View ArticleVolatility options in rough volatility models. (arXiv:1802.01641v1 [q-fin.PR])
We discuss the pricing and hedging of volatility options in some rough volatility models. First, we develop efficient Monte Carlo methods and asymptotic approximations for computing option prices and...
View ArticleVenezuela's Cryptocurrency Plans Draw Ire at US Senate Hearing
Venezuela's plan to launch a cryptocurrency came under fire from U.S. lawmakers on Tuesday in a hearing that saw discussion on domestic regulation.
View ArticleEconomist Roubini: 'Crypto Crazies' Are 'Cyber Terrorists'
Noted economist Nouriel Roubini resumed his criticism of cryptocurrencies on Twitter Tuesday, calling the tech's enthusiasts "crypto-crazies."
View ArticleSEC Chief Clayton: 'Every ICO I've Seen Is a Security'
Initial coin offerings were one of several subjects up for discussion during Tuesday's U.S. Senate hearing.
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