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"Cyborg Finance" paper 5 May 2013 | 06:00 pm
Little pre-abstract primer for this paper: Detective Del Spooner : Human beings have dreams. Even dogs have dreams, but not you, you are just a machine. An imitation of life. Can a robot write a symph...
Biggest arb ever recorded ends 20 May... 2 May 2013 | 02:37 pm
Fascinating paper from Robert Treue III’s Barnegat Fund documenting what has been called in the popular press the largest arbitrage ever recorded . In the financial upheaval around the opening of this...
Thank heavens for auditor research 7 Jan 2013 | 06:32 pm
Original here . Adulterated below.
Congressional reports & Chinese tech companies... 22 Oct 2012 | 04:45 pm
Background here and here .
From Merrill Lynch stock analyst to financial astrologer 7 Oct 2012 | 01:25 pm
Brilliant . Not sure what it says about Merrill Lynch's training methods though. Favourite quote from the 'Transcript' tab (and it was a hard decision): "Knight Capital did not take our advice to down...
SmackDown time? Porsche 911 vs Honda Fit... 21 Sep 2012 | 04:51 pm
The choice would seem clear enough: But two funny things happened this week to Porsche. The first: CEO, Matthias Mueller, remarked that he anticipated flat demand into 2013 despite great results so fa...
Eurozone bank deposits: sell the bleeders 19 Sep 2012 | 02:01 pm
B loomberg today published this article on deposit flight from weaker to stronger members of the Eurozone banking fraternity. One might wonder if there is a relative value opportunity in this – for ex...
Apple, pairs & Samsung 17 Sep 2012 | 09:16 pm
Apple vs Samsung (cointegrated spread w/Kalman filter adaptive beta) Little 'blog-app' for you. Does it truly not take a genius as Samsung suggest? Can 2 million iPhone 5 pre-orders be wrong? Apple vs...
Man vs Machine: the algos take on fat fingers 13 Aug 2012 | 03:48 pm
Lewis vs Bolt Bubl é vs Sinatra Palin vs Ryan HFT Algorithms vs Fat Fingers The debates rage. Well, at least one of them does ( Ed: Bubl é ? Are you serious? ). A comparison: HFT Algorithms Fat Finger...
Casino Capitalism: hedge it! 20 Apr 2012 | 02:02 am
“It is usually agreed that casinos should, in the public interest, be inaccessible and expensive. And perhaps the same is true of Stock Exchanges. That the sins of the London Stock Exchange are less t...
