Mean Reversion And Trend Following
Via Scoop.it - Algorithmic Trading
Many investment strategies can be classified into two large groups: mean reversion and trend following.
Via curatedalpha.com
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
Corzine Doesn’t Know
Via Scoop.it - Algorithmic Trading
The Reuters Mashup: Asked what happened to more than a billion dollars in investment money, John Corzine, former US senator, Governor of New Jersey and chief…
Via youtube.com
Corzine Defends Tenure, Puzzles Over Missing Funds
Via Scoop.it - Algorithmic Trading
A contrite Jon Corzine expressed both sorrow and a firm defense of his actions Thursday in his first public appearance since the collapse of MF Global in late October. Still, Mr.
Via online.wsj.com
Why The UK Trail Of The MF Global Collapse May Have “Apocalyptic” Consequences For The Eurozone, Canadian Banks, Jefferies And Everyone Else | ZeroHedge
Via Scoop.it - Algorithmic Trading
MF Global exposes the 2011 equivalent of the 2008 AIG: virtually unlimited leverage via the shadow banking system, in which there are practically no hard assets backing the infinite layers of debt created above, and which when finally unwound, will create a cataclysmic collapse of all financial institutions, where every bank is daisy-chained to each other courtesy of multiple layers of “hypothecation, and re-hypothecation.”
Via zerohedge.com
MF Global and the great Wall St re-hypothecation scandal
Via Scoop.it - Algorithmic Trading
MF Global’s bankruptcy revelations concerning missing client money suggest that funds were not inadvertently misplaced or gobbled up in MF’s dying hours, but were instead appropriated as part of a mass Wall St manipulation of brokerage rules that…
Via newsandinsight.thomsonreuters.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
A Contagion of Black Swans
Via Scoop.it - Algorithmic Trading
Black Swans are occurring with greater regularity and with greater overall impact.
Via thestreet.com
