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Our popular course Introduction to QuantLib Development will be taking place June 18-20th, 2018.

 

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The Reformed Broker wrote a new blog post titled This Week on TRB
These were the most read posts on the site this week, in case you missed it: ...
10 hours ago
Complexity Digest wrote a new blog post titled Methods for quantifying effects of social unrest using credit card transaction data
Societal unrest and similar events are important for societies, but it is often difficult to quantify their effects on individuals, hindering a timely and effective policy-making in emergencies and in particular localized social shocks such as protests. Traditionally, effects are assessed through economic indicators or surveys with relatively low temporal and spatial resolutions. In this work, we compute two behavioral indexes, based on the use of credit card transaction data, for measuring the economic effects of a series of protests on consumer actions and personal consumption. Using data...
23 hours ago
The Reformed Broker wrote a new blog post titled Clips From Today’s Halftime Report
Tech, retail, and a regulatory settlement in the trader blitz from CNBC. MKM Partners: Twitter is going to $40 from CNBC. GE leads the Dow but may not mean it is a good time to buy from CNBC....
24 hours ago
Numerix LLC wrote a new blog post titled New Forces Impacting E-Trading of OTC Derivatives
Title: New Forces Impacting E-Trading of OTC DerivativesPublication Date & Time: Thu, 04/19/2018 - 01:15When we look at the derivatives market today, we see several trends delivering impactful change. Two in particular—MiFID II and trading technology innovation—are propelling two main phenomena: an increasing placement of exotic derivatives onto electronic platforms and advancing competition from a new kind of entrant into the market. REQUEST THE WHITE PAPER:MiFID-II and Real-Time Technology Fortify Electronic Trading In this blog, Numerix Chief Marketing Officer James Jockle...
yesterday
All About Alpha wrote a new blog post titled DON’T FEAR THE ROBO!
By Diane Harrison Technology advances have infiltrated every corner of finance, including the world of wealth management. While few can argue with the positives of automated, algorithm-based portfolio management platforms, the advent of the cost-efficient, dispassionate robo-advisor has struck fear into the heart of many a financial advisor and fundRead More
yesterday
The Reformed Broker wrote a new blog post titled What I told the traders
A person like me could never have built what I’ve built on a foundation of quicksand...
yesterday
The Reformed Broker wrote a new blog post titled focus ‘pon your soul
Only newsletter people are tallying up good calls and bad calls. ...
yesterday
The Aleph Blog wrote a new blog post titled Why I Watch the Thirty
Photo Credit: andy carter=============I like long bonds.  I am not saying that I like them as an investment.  I like them because they tell me about the economy.Though I argued to the Obama Administration that they should issue Fifties, Centuries and Perpetuals, the Thirty-year bond remains the longest bond issued.  I think its yield tells us a lot about the economy.How fast is nominal growth?  Look at the Thirty; it is highly correlated with that.What should the Fed use for its monetary policy?  Look at the Thirty, and don’t let the Five-year note get a higher yield than it.  Also,...
2 days ago
All About Alpha wrote a new blog post titled Oil Price Shocks and Economic Growth
The U.S. is withdrawing from a multilateral agreement with Iran that was aimed at dissuading the Iranian regime from further progress toward nuclearization. In the meantime, the U.S. and its allies have bombed Syria in retaliation for that country’s chemical attacks on its people, and a shake-up in the topRead More
2 days ago
The Reformed Broker wrote a new blog post titled Clips From Today’s Halftime Report
 Big earnings movers in the blitz from CNBC. Argus: time to buy Walmart from CNBC. U.S. stocks trade lower as rising rates spook investors from CNBC....
2 days ago
Complexity Digest wrote a new blog post titled The Silurian Hypothesis: Would it be possible to detect an industrial civilization in the geological record?
If an industrial civilization had existed on Earth many millions of years prior to our own era, what traces would it have left and would they be detectable today? We summarize the likely geological fingerprint of the Anthropocene, and demonstrate that while clear, it will not differ greatly in many respects from other known events in the geological record. We then propose tests that could plausibly distinguish an industrial cause from an otherwise naturally occurring climate event.   The Silurian Hypothesis: Would it be possible to detect an industrial civilization in the geological...
2 days ago
Complexity Digest wrote a new blog post titled Population Structure Promotes the Evolution of Intuitive Cooperation and Inhibits Deliberation
Spatial structure is one of the most studied mechanisms in evolutionary game theory. Here, we explore the consequences of spatial structure for a question which has received considerable empirical and theoretical attention in recent years, but has not yet been studied from a network perspective: whether cooperation relies on intuitive predispositions or deliberative self-control. We examine this question using a model which integrates the “dual-process” framework from cognitive science with evolutionary game theory, and considers the evolution of agents who are embedded within a...
2 days ago
Complexity Digest wrote a new blog post titled The Role of Criticality of Gene Regulatory Networks on Emergent Properties of Biological Systems
Center for Collective Dynamics of Complex Systems (CoCo) Seminar Series April 18, 2018 Hyobin Kim (Systems Science, Binghamton University) “The Role of Criticality… Source: vimeo.com
2 days ago
The Reformed Broker wrote a new blog post titled Reps
Get the reps in. See what happens. ...
2 days ago
Complexity Digest wrote a new blog post titled Synergy from reproductive division of labor and genetic complexity drive the evolution of sex
Computer experiments that mirror the evolutionary dynamics of sexual and asexual organisms as they occur in nature were used to test features proposed to explain the evolution of sexual recombination. Results show that this evolution is better described as a network of interactions between possible sexual forms, including diploidy, thelytoky, facultative sex, assortation, bisexuality, and division of labor between the sexes, rather than a simple transition from parthenogenesis to sexual recombination. Diploidy was shown to be fundamental for the evolution of sex; bisexual reproduction emerged...
3 days ago
Complexity Digest wrote a new blog post titled Resisting Influence: How the Strength of Predispositions to Resist Control Can Change Strategies for Optimal Opinion Control in the Voter Model
In this paper, we investigate influence maximization, or optimal opinion control, in a modified version of the two-state voter dynamics in which a native state and a controlled or influenced state are accounted for. We include agent predispositions to resist influence in the form of a probability q with which agents spontaneously switch back to the native state when in the controlled state. We argue that in contrast to the original voter model, optimal control in this setting depends on q: For low strength of predispositions q, optimal control should focus on hub nodes, but for large q,...
3 days ago
Complexity Digest wrote a new blog post titled How Criticality of Gene Regulatory Networks Affects the Resulting Morphogenesis under Genetic Perturbations
Whereas the relationship between criticality of gene regulatory networks (GRNs) and dynamics of GRNs at a single-cell level has been vigorously studied, the relationship between the criticality of GRNs and system properties at a higher level has not been fully explored. Here we aim at revealing a potential role of criticality of GRNs in morphogenesis, which is hard to uncover through the single-cell-level studies, especially from an evolutionary viewpoint. Our model simulated the growth of a cell population from a single seed cell. All the cells were assumed to have identical intracellular...
3 days ago