FIA's April 2017 SEF Tracker
Total trading volume on SEFs averaged $429.2 billion per day during the month of April, down 43.0% from the previous month and 5.2% from April 2016. The decrease in trading volume was driven mainly by...
View ArticleFrank Aldridge Appointed To NZX Board
NZX today announces the appointment of Frank Aldridge to its Board. Frank is currently the Managing Director of Craigs Investment Partners, which is partly owned by Deutsche Bank Group and is one of...
View ArticleLearning Strategies: Is Talking to Yourself Crazy or What?
Ulrich Boser has written an interesting piece for Harvard Business Review regarding learning strategies. Boser argues that our ability to learn new skills and assimilate large amounts of new...
View ArticleDuality for pathwise superhedging in continuous time. (arXiv:1705.02933v1...
We provide a model-free pricing-hedging duality in continuous time. For a frictionless market consisting of $d$ risky assets with continuous price trajectories, we show that the purely analytic problem...
View ArticleUS Department Of Justice: Former SEC Employee Pleads Guilty To Making False...
A former employee of the Securities and Exchange Commission (SEC) pleaded guilty today in federal court in Washington, D.C., to making false statements in government filings in order to conceal his...
View ArticleOntario Securities Commission Announces Roundtable On Proposed Business...
The Ontario Securities Commission (OSC) today announced that it will hold a roundtable to discuss stakeholder input on the CSA Notice and Request for Comment on Proposed National Instrument 93-101...
View ArticleRemarks Before The Bloomberg BNA Conference On Revenue Recognition, Sylvia E....
The Securities and Exchange Commission, as a matter of policy, disclaims responsibility for any private publication or statement by any of its employees. The views expressed herein are those of the...
View ArticleThomson Reuters And S&P Global Enter Strategic Transcript Data Agreement
A strategic data agreement between Thomson Reuters and S&P Global (NYSE: SPGI) will deliver the industry’s most comprehensive transcript data service to financial services professionals. Under the...
View ArticleWilliam Hinman Named Director Of SEC Division Of Corporation Finance
The Securities and Exchange Commission today announced that William H. Hinman will be named the new director of the agency’s Division of Corporation Finance.read more...
View ArticleNasdaq Announces End-Of-Month Open Short Interest Positions In Nasdaq Stocks...
At the end of the settlement date of April 28, 2017, short interest in 2,322 Nasdaq Global MarketSM securities totaled 7,409,700,882 shares compared with 7,392,861,463 shares in 2,331 Global Market...
View ArticleSEC: Enhancing The Demand For IPOs, Rick A. Fleming, Investor Advocate, NASAA...
Thank you, Claire [McHenry], for the kind introduction, and for the invitation to speak at the NASAA spring conference. I’ve been away from the NASAA family long enough that I now see new faces in the...
View ArticleNYSE Group Consolidated Short Interest Report
NYSE today reported short interest as of the close of business on the settlement date of April 28, 2017.read more...
View ArticleNew Zealand's Financial Markets Authoriity: Media Statement On NZX Updated...
The FMA today welcomes the publication of NZX’s updated Corporate Governance Code.read more...
View ArticleNZX Publishes Final NZX Corporate Governance Code
NZX today published its final NZX Corporate Governance Code (NZX Code). This is the first substantial update to the NZX Code since 2003 and represents a significant step forward for corporate...
View ArticleWright meets Markowitz: How standard portfolio theory changes when assets are...
This paper considers how to optimally allocate investments in a portfolio of competing technologies. We introduce a simple model representing the underlying trade-off - between investing enough effort...
View ArticleMachine Learning Techniques for Mortality Modeling. (arXiv:1705.03396v1...
Various stochastic models have been proposed to estimate mortality rates. In this paper we illustrate how machine learning techniques allow us to analyze the quality of such mortality models. In...
View ArticleBenchmark Dataset for Mid-Price Prediction of Limit Order Book data....
Presently, managing prediction of metrics in high frequency financial markets is a challenging task. An efficient way to do it is by monitoring the dynamics of a limit order book and try to identify...
View ArticleTMX Group Limited Reports Another Strong Quarter For Q1/17
TMX Group Limited [TSX:X] ("TMX Group") today announced results for the first quarter ended March 31, 2017.TMX Group Limited Reports Another Strong Quarter for Q1/17
View ArticleTMX Group Limited Increases Dividend To $0.50 Per Common Share
The Board of Directors of TMX Group Limited declared a dividend of $0.50 on each common share outstanding, an increase in $0.05 or 11%, from the previous $0.45 per common share. This dividend is...
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