Equities Push to New Highs; S&P Testing 800, Dow Over 8000
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Former TSY Secretary Summers to Have Senior White House Role
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S&P at Highs, Up 4% to 783
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Stocks Rallying on News Geithner is Obama's TSY Secretary Pick
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BOC to Conduct C$1bln 14-Day Term PRA on Monday
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BOC to Conduct $2bln 28-Day Term PRA on Monday
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Former New Mexico Gov Bill Richardson Picked for Commerce Secretary --NBC
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NBC: NY FED's Geithner is Obama's Pick for TSY Secretary
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NYT: Hillary Clinton Accepts Obama's SecState Offer
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Kirkuk-Ceyhan Pipeline (300k BPD) Shut After Bombing, Fire --Reports
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Kirkuk-Ceyhan Pipeline Shut Due to Bomb Attack --Reports
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Moody's Puts TD on Outlook Neg
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S&P Selling Off, Down 0.9% at 746
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30yr Flat @ 125-25, Other Treasuries Still Lower
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Silver Closes 4.8% Higher at 9.48
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Platinum Closes Up 4.5% to 825.7
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Downturn Affecting Every Sector of US Economy --FED's Evans
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Petrobras taps 1.5 to 2mln barrels of oil (equivalent) near Espirito Santo- Rigzone
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GM Extends Holiday Factory Closure by 1 Week in Oshawa, CA
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Evans - US is Experiencing Disinflation; Deflation Risks Higher But Still Small
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Market heterogeneities and the causal structure of volatility - Part 2
FREE ARTICLE Part two of the paper exploring the correlation between historical and realized volatilities. By Paul Lynch and Gilles Zumbach read this
Catching up with technology: The impact of regulatory changes on ECNs/MTFs Part 1
FREE ARTICLE In recent years the landscape of trading venues has been transformed by technological advances. New trading concepts and infrastructures along the securities trading value chain have been established. With RegNMS ("Regulation National Market System") in read this
Catching up with technology: The impact of regulatory changes on ECNs/MTFs Part 2
FREE ARTICLE In recent years the landscape of trading venues has been transformed by technological advances. New trading concepts and infrastructures along the securities trading value chain have been established. With RegNMS ("Regulation National Market System") in read this
A generalised formula for European option values as the basis for an automated arbitrage strategy
FREE ARTICLE This paper considers a generalised approach to the problem of rational value calculation of European options. A distinctive feature of the suggested approach is a rejection of the base asset market being described by means of standard price formation mode read this
Pretests for genetic-programming evolved trading programs: “zero-intelligence” strategies and lottery trading - Part 1
FREE ARTICLE In this paper, we discuss a series of pretests, based on several variants of random search, aiming at giving more clearcut answers as to whether a GP scheme, or any other machine-learning technique, can be effective with the training data at hand. Precise read this
Pretests for genetic-programming evolved trading programs: “zero-intelligence” strategies and lottery trading - Part 2
FREE ARTICLE Part 2 of Pretests for genetic-programming evolved trading programs: “zero-intelligence” strategies and lottery trading bootstrap paper. By Shu-Heng Chen and Nicolas Navet read this
Entropy Rate and Profitability of Technical Analysis: Experiments on the NYSE US 100 Stocks
FREE ARTICLE The entropy rate of a dynamic process measures the uncertainty that remains in the next information produced by the process given complete knowledge of the past. It is thus a natural measure of the difficulty to predict the evolution of the process. T read this
Financial Data Mining with Genetic Programming: a Survey and Look Forward
FREE ARTICLE Genetic Programming (GP) is an appealing machine-learning technique for tackling financial engineering problems: it belongs to the family of evolutionary algorithms that have proven to be remarkably successful at handling complex optimization problems read this