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Dec
2
[Pinned] Free Mini Email Trading Course
A guest post from Adam.
First of all I want to thank you for having me as a guest for mathfinance.cn! My name is Adam Hewison. I was a former floor trader on the IMM, IOM, NYFE and LIFFE as well as a risk manager of a large, multinational corporation in Geneva, Switzerland. I also have written books on forex trading and trend following. In 1995, I co-founded MarketClub. I’ve been in the trading biz for over three decades and have seen it all. I created this course as a way to give back and share trading tips and techniques that I still use in my trading today.
In my Free Mini Email Course, I will show and explain the tools and strategies you need to increase your success rate in the marketplace.
(1) The importance of psychology in price movement
(2) How to spot mega trends
(3) Understanding of technical price objectives
(4) How to picture price objectives
(5) How to trade with moving averages
(6) How to use point and figure trading techniques
(7) How to use the RSI indicator
(8) How to correctly use stochastics in your trading
(9) How to use the ADX indicator to capture trends
(10) How to capitalize on natural market cycles.
Plus, you will learn all about fibonacci retracements, MACD, Bollinger Bands and much more.
Just fill out the form and we’ll get you started right away.
Every success,
Adam Hewison
PS: another guest article by Adam Don't Join Marketclub until You Read This Ino MarketClub Review is posted here, and a special offer for readers is here.
First of all I want to thank you for having me as a guest for mathfinance.cn! My name is Adam Hewison. I was a former floor trader on the IMM, IOM, NYFE and LIFFE as well as a risk manager of a large, multinational corporation in Geneva, Switzerland. I also have written books on forex trading and trend following. In 1995, I co-founded MarketClub. I’ve been in the trading biz for over three decades and have seen it all. I created this course as a way to give back and share trading tips and techniques that I still use in my trading today.
In my Free Mini Email Course, I will show and explain the tools and strategies you need to increase your success rate in the marketplace.
(1) The importance of psychology in price movement
(2) How to spot mega trends
(3) Understanding of technical price objectives
(4) How to picture price objectives
(5) How to trade with moving averages
(6) How to use point and figure trading techniques
(7) How to use the RSI indicator
(8) How to correctly use stochastics in your trading
(9) How to use the ADX indicator to capture trends
(10) How to capitalize on natural market cycles.
Plus, you will learn all about fibonacci retracements, MACD, Bollinger Bands and much more.
Just fill out the form and we’ll get you started right away.
Every success,
Adam Hewison
PS: another guest article by Adam Don't Join Marketclub until You Read This Ino MarketClub Review is posted here, and a special offer for readers is here.
May
21
Noise as Information for Illiquidity: We propose a measure of liquidity for the overall financial market by exploiting its connection with the amount of arbitrage capital in the market and observed price deviations in US Treasuries.
The Risk Map: A New Tool for Validating Risk Models: This paper presents a new method to validate risk models: the Risk Map. This method jointly accounts for the number and the magnitude of extreme losses and graphically summarizes all information about the performance of a risk model. We show that the Risk Map can be used to validate market, credit, operational, or systemic risk estimates (VaR, stressed VaR, expected shortfall, and CoVaR) or to assess the performance of the margin system of a clearing house.
Deviations from Put-Call Parity and Stock Return Predictability: Deviations from put-call parity contain information about future returns. Using the difference in implied volatility between pairs of call and put options to measure these deviations we find that stocks with relatively expensive calls outperform stocks with relatively expensive puts by 51 basis points per week.
Nassim Taleb on the J.P.Morgan Trading Loss: Nassim Taleb interviewed on the J.P.Morgan Trading Loss (May 2012).
The Risk Map: A New Tool for Validating Risk Models: This paper presents a new method to validate risk models: the Risk Map. This method jointly accounts for the number and the magnitude of extreme losses and graphically summarizes all information about the performance of a risk model. We show that the Risk Map can be used to validate market, credit, operational, or systemic risk estimates (VaR, stressed VaR, expected shortfall, and CoVaR) or to assess the performance of the margin system of a clearing house.
Deviations from Put-Call Parity and Stock Return Predictability: Deviations from put-call parity contain information about future returns. Using the difference in implied volatility between pairs of call and put options to measure these deviations we find that stocks with relatively expensive calls outperform stocks with relatively expensive puts by 51 basis points per week.
Nassim Taleb on the J.P.Morgan Trading Loss: Nassim Taleb interviewed on the J.P.Morgan Trading Loss (May 2012).
May
10
Alpha Generation and Risk Smoothing using Volatility of Volatility: We put forward a framework that produces a formulain which returns become a function of volatility and therefore become somewhat morepredictable. We show that this strategy produces excess returns giving us the upside of leverage without the downside.
The Cross Section of Expected Returns with MIDAS Betas: This paper employs mixed data sampling (MIDAS) to estimate a portfolio’s conditional beta with the market and with alternative risk factors. We show that beta estimates under MIDAS present lower mean absolute forecasting errors and generate a better out-of-sample performance of the optimized portfolios relative to OLS betas.
Online resources for handling big data and parallel computing in R: links to online documents and slides on handling big data and parallel computing in R.
The Worlds Richest Hedge Fund Managers Exposed: how much do the Worlds richest hedge fund managers make?
The Cross Section of Expected Returns with MIDAS Betas: This paper employs mixed data sampling (MIDAS) to estimate a portfolio’s conditional beta with the market and with alternative risk factors. We show that beta estimates under MIDAS present lower mean absolute forecasting errors and generate a better out-of-sample performance of the optimized portfolios relative to OLS betas.
Online resources for handling big data and parallel computing in R: links to online documents and slides on handling big data and parallel computing in R.
The Worlds Richest Hedge Fund Managers Exposed: how much do the Worlds richest hedge fund managers make?
May
8
Just how much do the Worlds richest hedge fund managers make? This infographic explores who earned the most last year and just what a millionaire hedge fund manager looks like. It uncovers the truth about how many women are in the upper leagues of hedge fund management and breaks down the elite group by age revealing what the typical millionaire manager is like.
Many people grossly mis-estimate just how much hedge fund managers make, often quoting celebrities they assumed to of earned more. The fact is that this elite group generally goes by unreported and anonymous despite the fact they make more than the GDP equivalent of many small countries combined, every year, even in the depths of one of the worse financial recessions the world has seen for decades.
Uncover the secrets of the elite group that makes up the worlds richest hedge fund managers and share with your friends in this catch infographic!
Click here for a larger pic.
Many people grossly mis-estimate just how much hedge fund managers make, often quoting celebrities they assumed to of earned more. The fact is that this elite group generally goes by unreported and anonymous despite the fact they make more than the GDP equivalent of many small countries combined, every year, even in the depths of one of the worse financial recessions the world has seen for decades.
Uncover the secrets of the elite group that makes up the worlds richest hedge fund managers and share with your friends in this catch infographic!
Click here for a larger pic.
May
2
My colleague forwarded this email to me, I guess some of you may be interested.
________________________________________
CALL FOR PAPERS
The Shanghai Futures Exchange, Beihang University and Renmin University of China are jointly organizing a conference on the topic of futures and other derivative markets. This conference aims to join academics and business economists to discuss a wide variety of topics on global derivative especially futures markets and their implications for practitioners.
Submission: Complete papers should be sent to DerivativeConference@gmail.com by July 8, 2012. Feel free to address any enquiries to this address as well.
Participation: There is no registration fee for the conference. Presenting authors (one for each paper) will be provided two nights of accommodation at the Vision Hotel close to Beihang University. Announcement of accepted papers will be made July 29, 2012.
Publication : All papers accepted for the conference are eligible to be considered for publication in the JOURNAL OF FUTURES MARKETS in a special issue devoted to the conference. If you wish your paper to be considered for publication in the JFM, please indicate so in your email. Papers will be reviewed for the JFM upon receipt using its normal criteria. Note that the acceptance of a paper to the conference is not a guarantee of publication by the JFM. All papers will go through the journal’s standard blind review process.
Conference Organizers : Professors Liyan HAN (Beihang University), Ke TANG (Renmin University of China) and Huiyan ZHANG (Shanghai Futures Exchange)
First International Conference on Futures and other Derivative Markets
15-16 October 2012
Beihang University, Beijing, China
________________________________________
CALL FOR PAPERS
The Shanghai Futures Exchange, Beihang University and Renmin University of China are jointly organizing a conference on the topic of futures and other derivative markets. This conference aims to join academics and business economists to discuss a wide variety of topics on global derivative especially futures markets and their implications for practitioners.
Submission: Complete papers should be sent to DerivativeConference@gmail.com by July 8, 2012. Feel free to address any enquiries to this address as well.
Participation: There is no registration fee for the conference. Presenting authors (one for each paper) will be provided two nights of accommodation at the Vision Hotel close to Beihang University. Announcement of accepted papers will be made July 29, 2012.
Publication : All papers accepted for the conference are eligible to be considered for publication in the JOURNAL OF FUTURES MARKETS in a special issue devoted to the conference. If you wish your paper to be considered for publication in the JFM, please indicate so in your email. Papers will be reviewed for the JFM upon receipt using its normal criteria. Note that the acceptance of a paper to the conference is not a guarantee of publication by the JFM. All papers will go through the journal’s standard blind review process.
Conference Organizers : Professors Liyan HAN (Beihang University), Ke TANG (Renmin University of China) and Huiyan ZHANG (Shanghai Futures Exchange)
