Third Annual FTSE Russell Survey Signals Smart Beta Turning Point For Asset...
FTSE Russell today confirmed a turning point in the consideration and implementation of smart beta indexes among global institutional asset owners. According to its third annual global institutional...
View ArticleEuro Area Systemic Stress Contained Despite Bouts Of Global Financial Market...
The euro area financial system was able to absorb the strong turmoil around the turn of the year according to the latest Financial Stability Review of the European Central Bank (ECB). Bank, financial...
View ArticleBats ETF Marketplace Welcomes New Elkhorn ETF - EPRF Begins Trading Today On...
Bats Global Markets, Inc. (Bats: BATS), the #1 U.S. market for the trading of exchange-traded funds (ETFs), today welcomed the Elkhorn S&P High Quality Preferred ETF (Bats: EPRF).read more...
View ArticleSTOXX Changes Composition Of Benchmark Indices - Results Of The Second...
STOXX Ltd., the operator of Deutsche Boerse Group’s index business, and a global provider of innovative and tradable index concepts, today announced the new composition of STOXX Benchmarks and their...
View ArticleIPC Systems Now Providing Connectivity To Hotspot - Customers Can Now...
Hotspot, a leading institutional foreign exchange (FX) market owned and operated by Bats Global Markets, and IPC Systems, Inc., a leading global provider of specialized communications and managed...
View ArticleNYSE, NYSE ARCA And NYSE MKT Short Interest Reports
NYSE today reported short interest as of the close of business on the settlement date of May 13, 2016.read more...
View ArticleSIFMA Executive Vice President Randy Snook Remarks At SIFMA 2016 Fixed Income...
Good afternoon. I’m Randy Snook, Executive Vice President, Business Policy and Practices at SIFMA, and I’m pleased to welcome you to this year’s Fixed Income Market Structure Seminar. Before we begin,...
View ArticleClearing Members Analyze The Resolution Of Central Counterparties In New...
As central counterparties (CCPs) continue to play an increasingly important role in the global financial system, The Clearing House and the International Swaps and Derivatives Association (ISDA) today...
View ArticleRemarks At The Meeting Of The SEC Advisory Committee On Small And Emerging...
Thank you, Sara [Hanks] and Stephen [Graham]. First, I want to welcome everyone — our new committee members, as well as our returning members. I was unable to attend your first meeting in February, but...
View ArticleSIFMA AMG Supports Congressional Action To Address The Puerto Rico Municipal...
The Asset Management Group of SIFMA (SIFMA AMG), whose members are U.S. asset management firms who serve millions of individual and institutional investors, today released the following statement from...
View ArticleSEC Prevents Traderâs Profits From False Filing
The Securities and Exchange Commission has obtained a court order to freeze the profits of a trader who allegedly manipulated a technology stock through a false regulatory filing traced to a computer...
View ArticleThomson Reuters Analyst Awards 2016: Winners Of Canada Awards Announced - TD...
Thomson Reuters today announced the winners of the 2016 Thomson Reuters Analyst Awards for Canada. This is the fourteenth year that the awards have been presented to the top ranking stock analysts and...
View ArticleMPI Analysis Measures Effect That Peruvian Stock Indices Outperforming The...
In new geo-specific analysis announced today, MPI (Markov Processes International) identifies the effect that Peruvian stock indices that have outperformed the S&P by nearly 40% this year have had...
View ArticleThomson Reuters Analyst Awards 2016: Winners Of U.S. Awards Announced -...
Thomson Reuters today announced the winners of the 2016 Thomson Reuters Analyst Awards for the U.S. This is the eleventh year that the awards have been presented to the top ranking stock analysts and...
View ArticleThomson Reuters Analyst Awards 2016: Winners Of U.S. Awards Announced -...
Thomson Reuters today announced the winners of the 2016 Thomson Reuters Analyst Awards for the U.S. This is the eleventh year that the awards have been presented to the top ranking stock analysts and...
View ArticleCBOE, C2 And CFE Trading Schedule For The Memorial Day Holiday
CBOE Holdings, Inc. (NASDAQ: CBOE) today announced the following trading schedule for Chicago Board Options Exchangeï¢ (CBOEï¢), C2 Options Exchange (C2) and CBOE Futures Exchange (CFEï¢) in...
View ArticleThomson Reuters Announces Annual Renewal Of Normal Course Issuer Bid
Thomson Reuters Corporation (TSX / NYSE: TRI), the world’s leading source of intelligent information for businesses and professionals, today announced that it has received approval from the Toronto...
View ArticlePathwise Iteration for Stochastic Dynamic Programs. (arXiv:1605.07500v1...
We introduce a novel numerical approach for a class of stochastic dynamic programs which arise as discretizations of backward stochastic differential equations or semi-linear partial differential...
View ArticleLinear Credit Risk Models. (arXiv:1605.07419v1 [q-fin.MF])
We introduce a novel class of credit risk models in which the drift of the survival process of a firm is a linear function of the factors. These models outperform the standard affine default intensity...
View ArticleDiscrete Wavelet Transform-Based Prediction of Stock Index: A Study on...
Financial Times Series such as stock price and exchange rates are, often, non-linear and non-stationary. Use of decomposition models has been found to improve the accuracy of predictive models. The...
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