Tag Archives: confirmed

Confirmed bond liquidity issues coming!!

Confirmed bond liquidity issues coming!!

This is the 3rd alert in the last few weeks about this. We identified this in the last few weeks in a previous Meetup. To bad you were not part of that?

Post-financial-crisis regulation has sharply reduced investors’ freedom to buy and sell securities without affecting prices, according to many (many) market participants. Overheating in the bond market has exacerbated the problem, according to many others.

To read the entire article, go to http://bloom.bg/1Ii6v8F

 

From Bloomberg, Jun 26, 2015, 12:29:40 PM

Bank of England Governor Mark Carney said officials are monitoring whether the fixed-income market is vulnerable to liquidity risks.

To read the entire article, go to http://bloom.bg/1LKsqEk

This could be the catalyst we have been wondering about 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Confirmed that the quant and software developer are in charge at Goldman Sachs

Confirmed that the quant and software developer are in charge at Goldman Sachs

Sent from a newsletter subscriber so thanks to him

 

Highlighted quotes:

 

The good news for technologists hoping to make to the upper echelons of investment banking is that Goldman appears to be embracing the idea that technical people should remain in charge.

Nonetheless, this hasn’t sat overly well with some the IT staff at the bank, who feel the balance of power has shifted towards the quants.

 Lloyd Blankfein says that the bank is a “technology firm nowadays”, while Walker’s LinkedIn profile invites technologists to get in touch with the bank’s HR teams.

http://news.efinancialcareers.com/us-en/174323/rise-quants-goldman-sachs/?utm_campaign=MC_EDI&utm_source=AMS_US_ENG&utm_medium=EM_NW

Join my FREE newsletter to learn more Goldman Sachs quants

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Reminder and confirmed on Meetup on Pairs Trading with R Jan 17 7pm in Toronto!

 

Reminder and confirmed on Meetup on Pairs Trading with R Jan 17 7pm in Toronto!

Quant Finance Meetup member Alon Honig is stepping up to the plate. He has proposed topics including:

“Pairs Trading With R”
learn how to determine the profitability of a Pairs Trading arbitrage
strategy using the popular R program suite.
The presentation will include data and a complete R script so that you
may create and test your own strategies

Also:

I am currently running a side
statistical consulting business (in addition to my insurance
consulting job) that focuses on financial applications. I an very well
versed in R programming language and think that the members may
benefit from being introduced to this new platform.

the Presentation would follow the current format:
1) “quick” mathematical background on means (i.e. average) and medians
and how one calculates them
2) create an R function live that calculates the mean/median
3) explain the “pairs” trading strategy
3) apply both the statistical models to a pairs trading strategy
4) draw conclusions
5) questions

This will be a very good topic nad I like what I see in R so I am definitely going.
We are trying to sort the location for the NYorth Library or downtown still but
the date is firm at this point.

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!