PEGAS: Time Spread Contracts Confirm An Excellent Start With 6.1 TWh In February
PEGAS, the pan-European gas trading platform operated by Powernext, registered a total volume of 163.6 TWh in February 2017, driven by strong volumes, especially on the Futures segment with 92.6 TWh,...
View ArticleTurnover At Deutsche Börseâs Cash Markets At...
Order book turnover on Xetra, Börse Frankfurt and Tradegate Exchange across all asset classes stood at €109.0 billion in February (February 2016: €130.7 billion).read more...
View ArticleStatistics From Nasdaq Nordic Exchange February 2017 - Summary
Monthly statistics including stock and derivative statistics;read more...
View ArticleStartupbootcamp Expands To Latin America With The Launch Of A FinTech Program...
Startupbootcamp, the global accelerator network dedicated to scaling entrepreneurial innovation, has announced its expansion to the Latin American market through the launch of a dedicated fintech...
View ArticleFINRA Bars Registered Representative For Unauthorized And Unsuitable Trading...
The Financial Industry Regulatory Authority (FINRA) announced today that it has barred former K.C. Ward Financial registered representative Craig David Dima for making unauthorized and unsuitable...
View ArticleOpening Statement On Request For Comment On Possible Revisions To Statistical...
As Supreme Court Justice Louis Brandeis once wrote, “sunlight is said to be the best of disinfectants; electric light the most efficient policeman.”[1] Yet lightbulbs must be replaced from time to...
View ArticleOCC Announces Cleared Contract Volume Down One Percent In February
OCC, the world's largest equity derivatives clearing organization, announced today that total cleared contract volume in February was 333,411,251 contracts, down one percent from February 2016 volume...
View ArticleSEC Posts Notice Of Availability Of IFRS Taxonomy - Foreign Private Issuers...
The Securities and Exchange Commission today published a taxonomy on its website so that foreign private issuers that prepare their financial statements in accordance with International Financial...
View ArticleEuropean Commission Presents White Paper On The Future Of Europe: Avenues For...
As announced in President Juncker's 2016 State of the Union speech, the European Commission today presented a White Paper on the Future of Europe, which forms the Commission's contribution to the Rome...
View ArticleSEC Votes To Seek Public Input On Possible Change To Industry Guide 3
The Securities and Exchange Commission today voted to publish a request for public comment on disclosures called for by Industry Guide 3 - Statistical Disclosure by Bank Holding Companies.read more...
View ArticleNasdaq Files Annual Report On Form 10-K
On March 1, 2017, Nasdaq filed its annual report on Form 10-K for the fiscal year ended December 31, 2016 with the U.S. Securities and Exchange Commission (SEC). The Form 10-K can be accessed on...
View ArticleOntario Securities Commission To Host Teletownhalls During Fraud Prevention...
The Ontario Securities Commission (OSC) will host teletownhalls on March 2 and March 30 during Fraud Prevention Month, to help people learn more about frauds and scams that commonly target investors in...
View ArticleAre Trump and Bitcoin Good Partners?. (arXiv:1703.00308v1 [q-fin.GN])
During times of extreme market turmoil, it is acknowledged that there is a tendency towards "flight to safety". A strong (weak) safe haven is defined as an asset that has a significant positive...
View ArticleRecovering Linear Equations of XVA in Bilateral Contracts....
In this paper, we investigate conditions to represent derivative price under XVA explicitly. As long as we consider different borrowing/lending rates, XVA problem becomes a non-linear equa- tion and...
View ArticleIncremental computation of block triangular matrix exponentials with...
We study the problem of computing the matrix exponential of a block triangular matrix in a peculiar way: Block column by block column, from left to right. The need for such an evaluation scheme arises...
View ArticleOptimal Investment and Pricing in the Presence of Defaults....
We consider the optimal investment problem when the traded asset may default, causing a jump in its price. For an investor with constant absolute risk aversion, we compute indifference prices for...
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Machine Trading: Deploying Computer Algorithms to Conquer the Markets
Machine Trading is a practical guide to building your algorithmic trading business. Written by a recognized trader with major institution expertise, this book provides step-by-step instruction on...
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