Wealth dynamics in a sentiment-driven market. (arXiv:1705.07092v1 [q-fin.TR])
We study dynamics of a simulated world with stock and money, driven by the externally given processes which we refer to as sentiments. The considered sentiments influence the buy/sell stock trading...
View ArticleQuadratic hedging with multiple assets under illiquidity with applications in...
We propose a hedging approach for general contingent claims when liquidity is a concern and trading is subject to transaction cost. Multiple assets with different liquidity levels are available for...
View ArticleCDS Rate Construction Methods by Machine Learning Techniques....
Regulators require financial institutions to estimate counterparty default risks from liquid CDS quotes for the valuation and risk management of OTC derivatives. However, the vast majority of...
View ArticleConduct Risk - distribution models with very thin Tails. (arXiv:1705.06868v1...
Regulatory requirements dictate that financial institutions must calculate risk capital (funds that must be retained to cover future losses) at least annually. Procedures for doing this have been...
View ArticleShanghai Futures Exchange: Notification On Schedule For Continuous Trading...
According to the rules on continuous trading, the Exchange further clarifies the detailed schedule for continuous trading hours during the Dragon Boat Festival as follows: read more...
View ArticleThe Saudi Stock Exchange (TADAWUL) Announces The Publication Of Restriction...
The Saudi Stock Exchange (TADAWUL) announces the has assign of dedicated page on its website for the updates related to the restriction periods for board of directors and senior executives trading,...
View ArticleShanghai Futures Exchange: Notice On Market Risk Control During Dragon Boat...
According to the Announcement by the Exchange on Trading Schedule during Dragon Boat Festival for 2017, the Exchange’s futures markets will be closed from May 28 through May 30. According to the Risk...
View ArticleAmman Stock Exchange: 25th Of May Public Holiday To Celebrate Jordan...
According to the Prime Minister's announcement on the occasion of Jordan Independence Day, the Amman Stock Exchange (ASE) will be closed on Thursday 25 May, 2017.
View ArticleEminent International Macroeconomist Jeffrey Frankel Appointed Monetary...
The National University of Singapore (NUS) and the Monetary Authority of Singapore (MAS) have jointly appointed Professor Jeffrey Frankel as the MAS Term Professor in Economics and Finance from 22 to...
View ArticleNRI And JPX Embark On Project To Formulate Strategy For Money Market And...
Nomura Research Institute, Ltd. (CEO: Shingo Konomoto, HQ: Tokyo, NRI) and Japan Exchange Group, Inc. (Group CEO: Akira Kiyota, HQ: Tokyo, JPX) have embarked on a project entitled “Money Market and...
View ArticleCodel Partners With GMEX To Deliver A Paradigm Shift For Commodity Trading -...
Codel, the digital notary service provider, today announced a partnership with GMEX Technologies, a wholly owned subsidiary of GMEX Group, and provider of multi-asset exchange trading and post trade...
View Articlemai-Listed Companies Report Growth In Both Sales And Net Profit In Q1/2017
Companies listed on Market for Alternative Investment (mai) reported the aggregate sales of THB 34.66 billion (approx. USD 990 million) for the first three months of 2017, rising 12.42 percent compared...
View ArticleNZX: Senior Managers' Relevant Interest Notices
Please see the attached Senior Managers’ Relevant Interest Notice for Mark Peterson, Bevan Miller, Aaron Jenkins, Joost van Amelsfort and David Godfrey.read more...
View ArticleThe Quants Run Wall Street Now
For decades investors imagined a time when data-driven traders would dominate financial markets That day has arrived https://t.co/G6e2y9C2oE â Risk Managementâ¦
View ArticleTRADEcho Strengthens Position As A Market Leader As 259 Firms Now Contracted...
TRADEcho, the partnership between London Stock Exchange and Boat Services providing a one stop shop for MiFID II transparency services, saw a very positive increase in sales in Q1 and Q2. This recent...
View ArticleSolactive Launches Stable Income Europe Index - A Smart Beta Strategy...
Solactive, the innovative German index engineer, is happy to announce the launch of the Solactive Stable Income Europe Index. This index is replicating the performance of 50 European shares selected on...
View ArticleSET Market Report For April 2017
The Stock Exchange of Thailand (SET) index ended April at 1,566.32 points, gaining 1.52 percent from the end of 2016. Like most stock exchanges in the region, the Thai stock market was an attractive...
View ArticleClearstream’s Monthly Report - Taking T2S Cross-Border - T2S Volumes...
Five years ago, the first nine Central Securities Depositories (CSDs) signed the agreement with the Eurosystem to set up the pan-European settlement platform TARGET2-Securities (T2S). T2S set out to...
View ArticleUBS MTF Trading Notice N7 - MinLIS In Stock Universe File
UBS MTF would like to announce an update to the UBS MTF Stock Universe published on our server.read more...
View ArticleBetter Finance - A Twin-Peaks Approach To The European System Of Financial...
With up to 20 expert members taking part in the four stakeholder groups of the European Supervisory Authorities (ESAs), including 3 vice-chairs, Better Finance is the user-side NGO that is most...
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