Monthly Archives: March 2012

Liability Driven Investment – Variant of Asset Liability Management

Undoubtedly, the pension systems are in a crisis. Corporations, governments and regulators need to adopt new approaches before individuals are left alone with their pension and healthcare planning. An increasing dependency ratio (ratio of pensioners versus workers) has forced governments … Continue reading

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Portfolio Optimisation – OptiRisk Systems

This white paper introduces Markowitz mean-variance model with a general overview and sets out to explain why and how the finance industry has fully embraced this as method of choice for portfolio planning. The main focus of the white paper … Continue reading

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Workshops on Quantitative Finance – London

OptiRisk Systems in collaboration with UNICOM Seminars Ltd is pleased to bring to you its series of yearly events on Hidden Markov Models, Interest Rate Modeling, Portfolio Analysis and Asset Liability Management. The workshops are delivered by subject experts and … Continue reading

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With High-Frequency Trading, Financial Firms Face New Challenges

Reblogged from Cisco Blog In recent years, the financial industry has witnessed a revolution. To discuss, debate, and seek a bit of consensus on the crucial issues impacting the industry, I met earlier this year in New York with a … Continue reading

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Using Twitter To Predict Financial Markets

Past research has looked at the sentiment on Twitter to predict stock price, but until now little research has focused on the volume of tweets and the way tweets are linked. Reblogged from Wall Street & Technology Researchers have developed … Continue reading

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Trade to improve your portfolio

Continuing the Debate from The Economist An  interesting write-up from Abnormal Returns One of the persistent themes on Wall Street is that investing strategies go in and out of favor on a regular basis.  Oftentimes this has to do with … Continue reading

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Debate – High Frequency Trading Beneifits the Quality of Markets

The debate hosted by The Economist For the Motion Jim Overdahl Vice-president, Securities and Finance Practice, National Economic Research Associates High-frequency trading has improved the overall quality of markets. Trading costs are lower, markets are deeper and more liquid, discrepancies … Continue reading

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The next big UI challenge is making big data human

Reblogged from GigaOm IBM’s Jeopardy-playing supercomputer Watson is now getting a gig in the retail banking sector as part of an IBM partnership with Citi. This is in addition to its position as a diagnostic assistant for doctors. But the … Continue reading

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Quantitative Trading: Economist Approach vs. Mathematician Approach

Algorithmic Trading, Investment, by Haksun Li. Thank you Lewis for introducing me to the field of “Quantitative Equity Portfolio Management”. It opens my eyes to the other spectrum of “Quantitative Trading.” Apparently what Lewis considers quantitative trading is very different … Continue reading

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News Analytics for Electronic Trading

- By Michael Sun In an article “Sentimental education” published in the The Trade, Issue 24, April to June 2010, Professor Gautam Mitra, Director of OptiRisk Systems, was interviewed and argued that “ News data can give alternative investment managers … Continue reading

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