In CFTC Enforcement Action, Federal Court Orders Florida Resident Todd Owen...
The U.S. Commodity Futures Trading Commission (CFTC) today announced that Judge Beth Bloom of the U.S. District Court for the Southern District of Florida granted the CFTC’s motion for entry of final...
View ArticleFinancial Services Regulators Work Together To Strengthen Consumer Protection...
The Investment Industry Regulatory Organization of Canada (IIROC) and the Insurance Council of British Columbia (Council) have signed a Memorandum of Understanding (MOU) that will enable joint...
View ArticleCFTC Obtains Default Judgment Orders Against Three Magee Family Members Of...
The U.S. Commodity Futures Trading Commission (CFTC) today announced that Judge Lynn Adelman of the U.S. District Court for the Eastern District of Wisconsin entered an Order of Default Judgment and...
View ArticleVibrato and automatic differentiation for high order derivatives and...
This paper deals with the computation of second or higher order greeks of financial securities. It combines two methods, Vibrato and automatic differentiation and compares with other methods. We show...
View ArticleAn "inverse square law" for the currency market: Uncovering hidden...
Identifying universal behavior is a challenging task for far-from-equilibrium complex systems. Here we investigate the collective dynamics of the international currency exchange market and show the...
View ArticleUsing String Invariants for Prediction Searching for Optimal Parameters....
We have developed a novel prediction method based on string invariants. The method does not require learning but a small set of parameters must be set to achieve optimal performance. We have...
View ArticleA new decomposition of portfolio return. (arXiv:1606.05877v1 [q-fin.MF])
For a functionally generated portfolio, there is a natural decomposition of the relative log-return into the log-change in the generating function and a drift process. In this note, this decomposition...
View ArticleCalPERS Names Douglas Hoffner Interim CEO
The California Public Employees' Retirement System (CalPERS) Board of Administration today appointed Douglas Hoffner as the Pension Fund's Interim Chief Executive Officer (CEO) as it completes its...
View ArticleESMA: Steven Maijoor Speaks At European Parliament On MiFID II
Steven Maijoor, Chair of the European Securities and Markets Authority (ESMA), today gave a statement to the European Parliament’s Economic and Monetary Affairs Committee (ECON) on MiFID II during its...
View ArticleJapanâs Financial Services Agency: Publication Of The Final Report By...
The “Working Group on Payment and Transaction Banking” of the Financial System Council (chairman Tetsuo MORISHITA, professor, Sophia University Law School) has discussed and deliberated seven times on...
View ArticleProfessor Michael Dougan on the EU Referendum
Professor of European Law at the University of Liverpool, Professor Dougan provides his viewpoint on the EU referendum, and discussed the facts and figures circulated by both the ‘Leave’ and ‘Remain’...
View ArticleHKEX And KRX Sign Non-Binding Letter Of Intent
Hong Kong Exchanges and Clearing Limited (HKEX) and Korea Exchange (KRX) today (Tuesday) signed a non-binding letter of intent (LOI) to explore the cross-listing of their equity derivatives in each...
View ArticleFirst Independent Chinese Issuer Lists ETF On London Stock Exchange
London Stock Exchange today welcomes a new fixed income ETF from Fullgoal Asset Management (HK) Limited (Fullgoal), a leading Chinese investment firm. The Fullgoal FTSE China Onshore Sovereign and...
View ArticleHKEX: Arrangements For Adjustment Of Hengan Structured Products And Options
Hong Kong Exchanges and Clearing Limited (HKEX) has announced the arrangements for the adjustment to Hengan International Group Company Limited (Hengan) structured products and options to account for...
View ArticleProfessor Michael Dougan on the EU Referendum
Michael Dougan on the EU referendum & the facts and figures circulated by both ‘Leave’ and ‘Remain’ https://t.co/CFHqp3rMwj — Hedge Fund Focus…read more...
View ArticleEEX Exchange Council: Michael Redanz Elected As New Chairman
On 15 June, the Exchange Council of the European Energy Exchange (EEX) held their second meeting of 2016 in Leipzig. In addition to changes in the staffing of the council, the meeting focused on new...
View ArticleESMA Calls For Economic Advisors To Join Stakeholder Panel
The European Securities and Markets Authority (ESMA) has published today a call for candidates for its Group of Economic Advisors (GEA), an expert stakeholder group which assists ESMA's Committee for...
View ArticleEDHEC: Risk Allocation Strategies Applied To Alternative Risk Factors Could...
In a new study entitled “Factor Investing and Risk Allocation: From Traditional to Alternative Risk Premia Harvesting”, drawn from the Lyxor Asset Management research chair on “Risk Allocation...
View ArticleShenzhen Stock Exchange Market Bulletin 20 June, 2016, Issue 20
China's top securities regulator tightened the scrutiny on IPOs to eliminate any unqualified new share issues by companies. CSRC will particularly look into IPO fraud by companies that attempt to...
View ArticleASIC Finalises Relief To Smooth Transition For Responsible Entities To...
Following its announcement on 2 June 2016 (refer: 16-176MR), ASIC has granted relief to assist responsible entities of registered schemes to allow them to make changes to their constitutions without...
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