TSX Ignite 2016 Live Event Series Visits Calgary On June 22 - Market Open...
Toronto Stock Exchange (TSX) and TSX Venture Exchange continue this year's TSX Ignite live event series in Calgary on Wednesday, June 22. On Thursday, June 23, the Exchanges along with representatives...
View ArticleNational 4-H Council And CME Group Bring Commodity Carnival To 150 State And...
CME Group, the world's leading futures exchange, and National 4-H Council are partnering for a fourth consecutive year to bring their popular and award-winning fair experience, Commodity Carnival, to a...
View ArticleCanadian Securities Regulators Publish List Of Unprotected Marketplaces
Today, the Canadian Securities Administrators (CSA) published CSA Staff Notice 23-316 Order Protection Rule: Implementation of the Market Share Threshold and Amendments to Companion Policy 23-101...
View ArticleIn CFTC Enforcement Action, Federal Court Orders Florida Resident Todd Owen...
The U.S. Commodity Futures Trading Commission (CFTC) today announced that Judge Beth Bloom of the U.S. District Court for the Southern District of Florida granted the CFTC’s motion for entry of final...
View ArticleFinancial Services Regulators Work Together To Strengthen Consumer Protection...
The Investment Industry Regulatory Organization of Canada (IIROC) and the Insurance Council of British Columbia (Council) have signed a Memorandum of Understanding (MOU) that will enable joint...
View ArticleCFTC Obtains Default Judgment Orders Against Three Magee Family Members Of...
The U.S. Commodity Futures Trading Commission (CFTC) today announced that Judge Lynn Adelman of the U.S. District Court for the Eastern District of Wisconsin entered an Order of Default Judgment and...
View ArticleVibrato and automatic differentiation for high order derivatives and...
This paper deals with the computation of second or higher order greeks of financial securities. It combines two methods, Vibrato and automatic differentiation and compares with other methods. We show...
View ArticleAn "inverse square law" for the currency market: Uncovering hidden...
Identifying universal behavior is a challenging task for far-from-equilibrium complex systems. Here we investigate the collective dynamics of the international currency exchange market and show the...
View ArticleUsing String Invariants for Prediction Searching for Optimal Parameters....
We have developed a novel prediction method based on string invariants. The method does not require learning but a small set of parameters must be set to achieve optimal performance. We have...
View ArticleA new decomposition of portfolio return. (arXiv:1606.05877v1 [q-fin.MF])
For a functionally generated portfolio, there is a natural decomposition of the relative log-return into the log-change in the generating function and a drift process. In this note, this decomposition...
View ArticleCalPERS Names Douglas Hoffner Interim CEO
The California Public Employees' Retirement System (CalPERS) Board of Administration today appointed Douglas Hoffner as the Pension Fund's Interim Chief Executive Officer (CEO) as it completes its...
View ArticleInternational Customer Trades Increased To 52.1% Of Total Volulme At Tokyo...
The Tokyo Commodity Exchange, Inc announced today that the May 2016 monthly volume of customer trades (combined sell & buy sides) originating overseas was 2,172,946 contracts, accounting for 52.1...
View ArticleSGX Welcomes Frasers Logistics & Industrial Trust To Mainboard
Singapore Exchange (SGX) today welcomed Frasers Logistics & Industrial Trust to its Mainboard under the stock code “BUOU”. read more...
View ArticleNetwork Service Interruption At SIX
As already outlined in our statement yesterday, there have been a number of network disruptions to our services. Though various services from different divisions have been affected, the processing of...
View ArticleProfessor Michael Dougan on the EU Referendum
Michael Dougan on the EU referendum & the facts and figures circulated by both ‘Leave’ and ‘Remain’ https://t.co/CFHqp3rMwj — Hedge Fund Focus…read more...
View ArticleEEX Exchange Council: Michael Redanz Elected As New Chairman
On 15 June, the Exchange Council of the European Energy Exchange (EEX) held their second meeting of 2016 in Leipzig. In addition to changes in the staffing of the council, the meeting focused on new...
View ArticleESMA Calls For Economic Advisors To Join Stakeholder Panel
The European Securities and Markets Authority (ESMA) has published today a call for candidates for its Group of Economic Advisors (GEA), an expert stakeholder group which assists ESMA's Committee for...
View ArticleEDHEC: Risk Allocation Strategies Applied To Alternative Risk Factors Could...
In a new study entitled “Factor Investing and Risk Allocation: From Traditional to Alternative Risk Premia Harvesting”, drawn from the Lyxor Asset Management research chair on “Risk Allocation...
View ArticleShenzhen Stock Exchange Market Bulletin 20 June, 2016, Issue 20
China's top securities regulator tightened the scrutiny on IPOs to eliminate any unqualified new share issues by companies. CSRC will particularly look into IPO fraud by companies that attempt to...
View ArticleASIC Finalises Relief To Smooth Transition For Responsible Entities To...
Following its announcement on 2 June 2016 (refer: 16-176MR), ASIC has granted relief to assist responsible entities of registered schemes to allow them to make changes to their constitutions without...
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