Saturday, December 4, 2010

Weekend News 03 Dec

Thursday, December 2, 2010

Polynomials 02 Dec



Source: Ninja Trader

DECEMBER 2, 2010: LARGE GAPS--S&PS AND BONDS AS EXAMPLES

Source: Jim Dalton

HFT/Algo News 01 Dec

  • Algo Trading Systems. (Futures Magazine)
  • Stable Market? 18,209 "Mini Crashes" in Last 5 Years Claim Otherwise. (Zerohedge)
  • LCH.Clearnet Margin Increase Milestones. (Zerohedge)
  • Paolo Pellegrini Coming Back as a Quant. (Zerohedge)
  • Cantor Gaming Implements Algorithms to Mimic Stock Trading in Sports Betting. (Wired)

Polynomials 01 Dec



Source: Ninja Trader

Wednesday, December 1, 2010

Mid Week News 01 Dec "The Fed-o-li-cious Edition"

  • Fed's Credit Facilities show Foreign Banks Among Others Huge Beneficiaries. (Zerohedge)
  • Synopsis of The Fed's $3.3 Trillion Bailout Program. (FT Alpha)
  • Fed Primary Dealer Credit Facility 2008. (FT Alpha)
  • PIMCO receives a $7.1 Billion from the Fed. (Dealbreaker)
  • Citi Beats Goldman... In Tapping the Fed's Credit Facilities. (Dealbreaker)
  • Dollar Strength. (Bloomberg)
  • Chinese Yuan Appreciation. (Bloomberg)
  • Paul Volcker Questions US Dollar's Role. (Bloomberg)
  • Cute Analysis of Shadow Money. No Inflation Here! (FT Alpha)
  • Alexander Hamilton on Shadow Money and Debt. (FT Alpha)
  • Another House Price Decline. (FT Alpha)