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MoneyScience: MoneyScience's event: ICEPFM 2020: 14. International Conference...

Events this week: ICEPFM 2020: 14. International Conference on Econophysics and Physics of Financial Markets https://t.co/JoMVMzlSxy — moneyscience…

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Algorithmic Trading – From Microwave Technology to Colocation and...

Algorithmic Trading – From Microwave Technology to Colocation and Neural Networks https://t.co/uX0QdU6y0X — Financial Technology (@fin_tech) January 20, 2020

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How Inequality Imperils Cooperation - Issue 79: Catalysts - Nautilus

How Inequality Imperils Cooperation: A game theorist breaks down the effects of inequality https://t.co/EOfbqdWQ46 — moneyscience (@moneyscience) January 20,…

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MoneyScience: Libor Benchmark Reform: An Overview of Libor Changes and Its...

A useful #Libor benchmark rate reform and yield curve primer - https://t.co/FXC0iYDwao — Risk Management (@Risk_Mgmt) January 20, 2020

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MoneyScience: MoneyScience's post: Call for Papers - The Journal of...

Call for Papers - The Journal of Systematic Investing (JSI) https://t.co/DgON933JVm — moneyscience (@moneyscience) January 20, 2020

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MoneyScience: LIBOR Fallback: A Quantitative Perspective (Quant Summit...

Resource: LIBOR Fallback: A Quantitative Perspective (Quant Summit Presentation Slides) https://t.co/UqAigAXuIz — moneyscience (@moneyscience) January 20,…

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Billionaire Icap founder Michael Spence backs £100m fintech fund

Michael Spencer, City grandee and founder of interdealer broker Icap, has become the cornerstone investor of a new UK fintech fund that is aiming to raise up to…

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ESG: Why the Ratings Diverge

A recent MIT Sloan research paper looks at the degree to which various environmental, social, and governance (ESG) ratings diverge and why. The paper is the work of Florian Berg and Roberto Rigobon,...

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The behavioural approach to gender equality: changing how we think about...

Over the last decade, our approach to gender inequality in the UK workplace has remained relatively static. We’ve pitched the business case for change, tried to transform mindsets with diversity and...

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Singular diffusions, constant elasticity of variance processes and...

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Do individual investors trade differently in different financial markets?

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MoneyScience: Beyond LIBOR: A Primer on the New Benchmark Rates

Resource: Beyond LIBOR: A Primer on the New Benchmark Rates https://t.co/Ueq5AfPlx3 — moneyscience (@moneyscience) January 20, 2020

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MoneyScience: Burying LIBOR

Resource: Burying LIBOR https://t.co/CliSHFEBbg — moneyscience (@moneyscience) January 20, 2020

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The End of the Bonus Culture Is Coming to Wall Street

Wall Street Pay: The End of Traders' Bonus Culture Is Coming Soon - Bloomberg https://t.co/s8YOOECYPd — Jeremy M. Kissel (@JeremyKissel) January 21, 2020

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The Great Purge of 1933

How Antisemitism Destroyed Mathematics in GermanyContinue reading on Cantor’s Paradise »

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SEC Files Charges Against Scheme to Sell Fictitious Interests in Marijuana...

The Securities and Exchange Commission today announced charges against Guy S. Griffithe and Robert W. Russell, and three companies they controlled, for an alleged scheme that defrauded investors who...

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Hope May Not Be a Strategy…But Neither is a 60/40

By Guest Contributor Aaron Filbeck, CFA, CAIA, CIPM, Associate Director, Content Development The death of the 60/40 may be a welcome change for multi-asset investors who understand that exposure to...

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MoneyScience: Quant Jobs

Quant Jobs in the UK - https://t.co/ZdCCF2rDSr #quant #jobsearch — moneyscience (@moneyscience) January 21, 2020

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Is the presidential premium spurious?

Publication date: Available online 20 January 2020Source: Journal of Empirical FinanceAuthor(s): Oumar Sy, Ashraf Al ZamanAbstractA hotly debated question in finance is whether the higher stock returns...

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A Dynamic Bayesian Model for Interpretable Decompositions of Market...

We propose a heterogeneous simultaneous graphical dynamic linear model (H-SGDLM), which extends the standard SGDLM framework to incorporate a heterogeneous autoregressive realised volatility (HAR-RV)...

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