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May 16
Shortly after the internet explosion of the 1990s, technology was immediately integrated into the classrooms. Technology, even though symbolizes advancement in human knowledge, was seen as a setback by many educators. Many efforts have been established to help educators realize the benefits of technology and ways of implementing them in the classroom. This advancement created a constantly expanding gap between the student’s perception on the use of technology within the learning atmosphere, and the teacher’s perception and limitations.

Via: DeVry University
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?
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!
The Worlds Richest Hedge Fund Managers
Click here for a larger pic.
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May 5
Penny stocks, also known as cent stocks in some countries, are common shares of small public companies that trade at less than $1.00. For example, in the United Kingdom, stocks priced under £1 are called penny shares. In the case of many penny stocks, the market price has previously fallen dramatically and the company's market capitalisation is very small compared to the total size of the balance sheet; such stocks are considered to be highly speculative and high risk but may have a large potential for profit.

Before investing in risky penny stocks, below infographic is a list of things you need to know about it.

Via: StockRockandRoll
May 2
My colleague forwarded this email to me, I guess some of you may be interested.

First International Conference on Futures and other Derivative Markets
15-16 October 2012
Beihang University, Beijing, China

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)
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