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May 2
A Review of Volatility and Option Pricing: a review of the most significant volatility models and option pricing methods, beginning with constant volatility models up to stochastic volatility.

Read Big Text Files Column by Column: use a new R package "colbycol" to read big data column by column in R to partly overcome memory issue.

Forecasting Yield Curves with Survey Information:  could this information-rich supplementary data be used to improve the interest rate forecasting models for out-of-sample forecasts? slides here.

100+ Years of Financial Risk Measurement and Management: I selectively survey several key strands of literature on financial risk measurement and management. I begin by showing why the need for financial risk measurement and management exists, and then I turn to relevant aspects of return distributions and volatility fluctuations, with implicit emphasis on market risk for equities.

Ceres Solver - A Nonlinear Least Squares Minimizer: Ceres Solver is a portable C++ library that allows for modeling and solving large complex nonlinear least squares problems.

Infographic: Is the Black Scholes Model Responsible for the Credit Crunch: a simple defense of the Black Scholes model for credit crunch.
Apr 24
There is a large debate on whether we should blame the Black Scholes model for the credit crisis, for example, Guardian publishes an article "The mathematical equation that caused the banks to crash" discussing the issue that the Black-Scholes equation was the mathematical justification for the trading that plunged the world's banks into catastrophe.

Should we? I don't think so, the black scholes is just a weapon, it is the person who use it improperly should be blamed instead. This infographic is a simple defense of the Black Scholes model.
a defense of black scholes model
Apr 20
A Generalized Measure of Riskiness: a generalized options’ implied measure of riskiness based on the risk neutral return distribution of financial securities is able to provide asset allocation implications and successfully predict the cross section of 1-, 3-, 6-, and 12-month ahead risk-adjusted returns of individual stocks.

Identifying financial crises in real time: we develop a new measure to study the behavior of stochastic time series, which permits to distinguish events which are different from the ordinary, like financial crises.

Free Historical Intra-Daily Data: how to download free intraday data from Google Finance.

New ranking of London's hedge funds: ranking by size.
 London's hedge funds
Apr 18
Developed by George Lane in the 1950s, the Stochastic Oscillator is one of the most popular stock trading indicators, that provide good signals in many Forex pairs, stocks and commodities. In this article we will describe how to profit with it and catching bottoms and tops.

First of all it is important to understand the formula of the Stochastic Oscillator:

Main Stochastic (%K) = 100 * (Closing Price - Lowest Close of Last 5 Bars) / (Highest High of Last 5 Bars - Lowest Close of Last 5 Bars)
Signal Stochastic (%D) = 3-Period Exponential Moving Average of the Main Stochastic

From the formula we can derive that the main stochastic is showing us the relative location of current price in relation to the range of last 5 bars. Low readings indicate that price is near a support level (the lowest point of the range) and high readings indicate that price is near a resistance level (the highest point of the range).

Most traders enter trades when the main stochastic crosses the signal stochastic line - when a cross is from below it is a long signal, and when the cross is from below it is a short signal.



Another trading method is to enter trades when the Stochastic Oscillator crosses the 60 level (long trade), and when it crosses the 40 level (for shotr trade). It is a trend-following approach that works well in stock charts with strong trends.



It is remarkable that an indicator that was developed 60 years ago is still useful and still generates powerful signals to this day, on many stocks and commodities.

One can also improve the formula of the Stochastic to take into account ranges that are shifting: Channels instead of parallel trends. The improved formula would show the location of price in relation to the boundaries of regression channel, giving much more accurate signals that take into account the trend as well, and not just flat high and low.

We highly recommend getting to know this indicator and mastering the trading systems presented here. It can provide very accurate signals, both trend-following and reversal signals, and can provide you with trading edge.
Apr 17
Paying for college is a top financial priority for many people, but the ever-increasing cost for higher education is beyond many people's financial reach. When you don't have savings or investments to cover the cost of your children's college education, you may need to investigate loan options. Federal college loans are loans that the federal government funds to help students or parents pay for the cost of a college education. I am sure the following useful infographic will help you know more about the Federal loans and apply for one successfully.


Via: Online College
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