MF Global’s US And UK Customers Got Screwed By A Little Thing Called Regulation T
Via Scoop.it - Algorithmic Trading
The Canadian customers got their money back in days.
Via businessinsider.com
Diversification Is Not Dead, You’ve Just Been Doing It Wrong
Via Scoop.it - Algorithmic Trading
Conventional wisdom says you can create portfolio diversification by allocating between: fixed income, equity, cash and maybe some real estate. Allocate your equity position between many different sectors is the mantra you’ve heard repeated over and over. But conventional wisdom fails to acknowledge that correlations change in different states of the world.
Via seekingalpha.com
Algorithmic Trading SubReddit
Via Scoop.it - Algorithmic Trading
A place for algo traders / code monkeys to post news, ideas, techniques, and discuss all things algo….
Via reddit.com
Prosecuting Wall Street (60 Minutes)
Via Scoop.it - Algorithmic Trading
60 Minutes on CBS News: “Prosecuting Wall Street” - Two high-ranking financial whistleblowers say they tried to warn their superiors about defective and even fraudulent mortgages. So why haven’t the companies or their executives been prosecuted?
Momentum Redux
Via Scoop.it - Algorithmic Trading
Momentum is being discovered in the blogosphere, once again. Hazah.
The finance literature includes a tradition of momentum, going back to early 1990s. Preceding academic treatment, momentum has…
Via quantivity.wordpress.com
Mean Reversion Redux
Via Scoop.it - Algorithmic Trading
Readers of Momentum Redux requested a similar post for the mean reversion literature, recognizing the ying-yang relationship of momentum and mean reversion. One of the most interesting wrinkles …
Via quantivity.wordpress.com
Broker Order Types
Via Scoop.it - Algorithmic Trading
A detailed discussion of the order types offered by most brokers, including market, limit, stop market, stop limit, market on close (MOC), market on open (MOO), etc orders.
Via algodude.hubpages.com
