Japan's Securities And Exchange: Stewardship Code : 229 Institutional...
The Council of Experts Concerning the Japanese Version of the Stewardship Code (Chairman: Professor Hiroyuki Kansaku, University of Tokyo Graduate Schools for Law and Politics) published the Principles...
View ArticleKleros Partners With MARKET Protocol For Decentralized Derivatives Trading -...
Blockchain allows for an entirely new class of trustless trading. These new forms of transaction without central intermediaries bring higher security and lower costs to financial services. For this...
View ArticleFrench Supervisor AMF Announces New Approach To Identify Falsely Active...
BETTER FINANCE welcomes the recent publication by the French capital markets supervisor AMF of its "alternative" method to identify potential closet index funds. As pointed out in several studies by...
View ArticleBernstein: No, Crypto Markets Aren't Like the Dot-Com Bubble
Cryptocurrency and blockchain developers are building "parallel financial networks," according to a new report by Alliance Bernstein.
View ArticleBME: QUID PRO QUO ALQUILER SEGURO SOCIMI To Start Trading On MAB In 10 July
The Board of Directors of MAB has approved the listing of QUID PRO QUO ALQUILER SEGURO SOCIMI, following a thorough review of all the information presented by the company and after the favourable...
View ArticleSwiss Index Adjustments On The Occasion Of The Ordinary Index Review
SIX has decided to make changes to the index baskets on the basis of a recommendation from the Index Commission and in compliance with the SMI®, SLI®, SPI® and SXI® index rules. The indices will be...
View ArticleNasdaq June 2018 Volumes, 2Q18 Estimated Revenue Capture And Listings Statistics
Nasdaq (Nasdaq:NDAQ) today reported monthly volumes for June 2018, as well as quarterly volumes, number of listings and estimated revenue capture for the quarter ending June 30, 2018 on its investor...
View Article$7K Back in Play? Price Indicators Shift In Bitcoin Rally's Favor
It's been a standoff between the bitcoin bulls and bears over the past few days, but the bulls might getting ready to take charge.
View ArticleA Second Look at Post Crisis Pricing of Derivatives - Part I: A Note on Money...
The widely accepted view on derivatives pricing post-crisis states that - the price of a fully collateralized derivative transaction is obtained by discounting all associated cash flows with the cost...
View ArticleCo-impact: Crowding effects in institutional trading activity....
This paper is devoted to the important yet unexplored subject of crowding effects on market impact, that we call "co-impact". Our analysis is based on a large database of metaorders by institutional...
View ArticleProbability measure-valued polynomial diffusions. (arXiv:1807.03229v1 [math.PR])
We introduce a class of probability measure-valued diffusions, coined polynomial, of which the well-known Fleming--Viot process is a particular example. The defining property of finite dimensional...
View ArticleThresholded ConvNet Ensembles: Neural Networks for Technical Forecasting....
Much of modern practice in financial forecasting relies on technicals, an umbrella term for several heuristics applying visual pattern recognition to price charts. Despite its ubiquity in financial...
View ArticleEmergence of frustration signals systemic risk. (arXiv:1807.02923v1...
We show that the emergence of systemic risk in complex systems can be understood from the evolution of functional networks representing interactions inferred from fluctuation correlations between...
View ArticleFinancial Trading as a Game: A Deep Reinforcement Learning Approach....
An automatic program that generates constant profit from the financial market is lucrative for every market practitioner. Recent advance in deep reinforcement learning provides a framework toward...
View ArticleCapital Regulation under Price Impacts and Dynamic Financial Contagion....
We construct a continuous time model for price-mediated contagion precipitated by a common exogenous stress to the trading book of all firms in the financial system. In this setting, firms are...
View ArticleBitGo Adds 57 Ethereum Tokens In Largest-Ever Custody Service Expansion
Bitcoin veterans are jumping into the token economy with new licenses and custody options.
View ArticleBenson Oak Raising $100 Million for Blockchain-Focused Fund
Prague-based Benson Oak announced it is raising $100 million to launch an investment fund with a focus on blockchain startups in Israel.
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