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.