CFTC Staff Extends Request For Comment Period On Draft Technical...
The U.S. Commodity Futures Trading Commission’s (CFTC) Division of Market Oversight and Office of Data and Technology staff today extended the request for comment period on the draft technical...
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Turkey-UK Partnership In Financial Services Conference To Be Organized On Feb...
In line with “Turkey-UK Partnership in Financial Services” project undertaken by UK Government a conference will be organized in Ä°stanbul on February 18-19, 2016. Borsa Ä°stanbul CEO Tuncay Dinç will...
View ArticleSGX Consults On Changes To Derivatives Rules And Contract Specifications
Singapore Exchange (SGX) is seeking public feedback on proposed amendments to the Futures Trading Rule, SGX-Derivatives Clearing (SGX-DC) Rules and various contract specifications.read more...
View ArticleEuronext Distinguishes Capital Market Participants And Calls For Portuguese...
The fifth edition of the Euronext Lisbon Awards, was held yesterday. During the event, the Portuguese Stock Exchange distinguished the issuers, financial intermediaries and other institutions, as well...
View ArticleBATS ETF Marketplace Welcomes New ProShares Managed Futures Strategy ETF
BATS Global Markets (BATS), the #1 U.S. market for the trading of exchange-traded funds (ETFs), today welcomed the ProShares Managed Futures Strategy ETF (BATS: FUT), which began trading today on The...
View ArticleBISX CEO Addresses Rotary Club Of East Nassau - BISX CEO: âBahamian...
In a decade defined more by economic challenge than growth worldwide, The Bahamas International Securities Exchange (BISX) market has surged nearly 400% from a market capitalization of $820 million at...
View ArticleSIFMA President And CEO Kenneth E. Bentsen, Jr. Named Chairman Of Financial...
SIFMA announced today that the members of the Engage China coalition have agreed the Honorable Kenneth E. Bentsen, Jr. will take over as chairman. Mr. Bentsen is currently the president and CEO of...
View ArticleFederal Reserve Board Issues Interim Final Rule Regarding Dividend Payments...
The Federal Reserve Board on Thursday issued an interim final rule that amends Regulation I to implement provisions of the Fixing America's Surface Transportation (FAST) Act. The FAST Act reduced the...
View ArticleBM&FBOVESPA Announces Results For The Fourth Quarter Of 2015
BM&FBOVESPA S.A. (ticker: BVMF3) today reported its fourth-quarter earnings for the period ending on December 31, 2015 (4Q15). In this quarter, revenues reached R$603.3 million, a 1.8% increase...
View ArticleIIIROC Issues Compliance Priorities Report For 2015/2016 - Signals Key...
The Investment Industry Regulatory Organization of Canada (IIROC) today published its annual Compliance Priorities Report outlining its key compliance and registration priorities for 2016.read more...
View ArticleOntario Securities Commission Releases Results Of Insider Reporting...
The Ontario Securities Commission (OSC) today published OSC Staff Notice 51-726 Report on Staff’s Review of Insider Reporting and User Guides for Insiders and Issuers, which sets out the results of its...
View ArticlePathways towards instability in financial networks. (arXiv:1602.05883v1...
There is growing consensus that processes of market integration and risk diversification may come at the price of more systemic risk. Indeed, financial institutions are interconnected in a network of...
View ArticleOn the Profitability of Optimal Mean Reversion Trading Strategies....
We study the profitability of optimal mean reversion trading strategies in the US equity market. Different from regular pair trading practice, we apply maximum likelihood method to construct the...
View ArticleOn utility maximization in the Arbitrage Pricing Model. (arXiv:1602.05758v1...
We consider a classical market model of mathematical economics with infinitely many assets: the Arbitrage Pricing Model.We study optimal investment under an expected utility criterion and prove the...
View ArticleValue-at-Risk and backtesting with the APARCH model and the standardized...
We examine the efficiency of the Asymmetric Power ARCH (APARCH) model in the case where the residuals follow the standardized Pearson type IV distribution. The model is tested with a variety of loss...
View ArticleThe Postulate of the Three Regimes of Economic Growth Contradicted by Data....
Economic growth in Western Europe, Eastern Europe, Asia, countries of the former USSR, Africa and Latin America were analysed. It is demonstrated that the fundamental postulate of the Unified Growth...
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VimpelCom To Pay $795 Million In Global Settlement For FCPA Violations
The Securities and Exchange Commission today announced a global settlement along with the U.S. Department of Justice and Dutch regulators that requires telecommunications provider VimpelCom Ltd. to pay...
View ArticleVimpelCom Limited And Unitel LLC Enter Into Global Foreign Bribery Resolution...
Amsterdam-based VimpelCom Limited, the world’s sixth-largest telecommunications company and an issuer of publicly traded securities in the United States, and its wholly owned Uzbek subsidiary, Unitel...
View ArticleInternational Customer Trades Hit 50.8% of Total Volume At TOCOM In January...
The Tokyo Commodity Exchange, Inc announced today that the January 2016 monthly volume of customer trades (combined sell & buy sides) originating overseas was 2,486,232 contracts, accounting for...
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