A Tale of Two Bubbles
Lots of gyrations in Japan lately. Â Below is a chart that lines up the US and Japanese 10 year PE ratios so their bubbles are synched. Â This goes to show just how ginormous the 1989 bubble was in...
View ArticleMy Mantra is Diversity
âMy mantra is diversity. I clone my mentors. I copy everything they do, and then I innovate on top of it.â – Henry Markram Great article in this month’s Wired Magazine.
View ArticleTravel & Macro Pessimism, Micro Optimism (Part III)
I will be in Las Vegas this Friday and Alaska later this month if any readers are local and want to meetup! This is the third post I have done that focus on cool new ideas and startups I have never...
View ArticleQTAA Paper Update: Introduction 1/10
Below we have updated our 2006 white paper. Â While you can download the full 70+ page paper here, I’ve also chopped it up into a series of more digestible posts for the blog. Â Updates included in...
View ArticleQTAA Paper Update: The Current Challenge 2/10
Below we have updated our 2006 white paper.  While you can download the full 70+ page paper here, I’ve also chopped it up into a series of more digestible posts for the blog.  —- While investors...
View ArticleMutual Fund vs ETF Fees
The granddaddy of mutual fund vs. ETF fees, active and passive (courtesy of Morgan Stanley’s very excellent ETF Quarterly):
View ArticleQTAA Paper Update: Manage Your Risk 4/10
Below we have updated our 2006 white paper.  While you can download the full 70+ page paper here, I’ve also chopped it up into a series of more digestible posts for the blog.  â- STEP 2 â...
View ArticleQTAA Paper Update: Go Global 3/10
Below we have updated our 2006 white paper.  While you can download the full 70+ page paper here, I’ve also chopped it up into a series of more digestible posts for the blog.  —- Modern portfolio...
View ArticleGottex Brokers Opens London Office
Gottex Brokers, one of the leading interdealer brokers in interest rate derivative products and a specialist in Swiss interest rate derivatives, today announces that it has opened a London office,...
View ArticleNYSE Liffe Sets July 1 Clearing Transition to ICE Clear Europe
NYSE Liffe, the derivatives division of NYSE Euronext and ICE Clear Europe, a wholly-owned subsidiary of IntercontinentalExchange, today announced plans to begin clearing the London-based derivatives...
View ArticleUniversity of Technology, Sydney Expands Master of Quantitative Finance...
UTS Quantitative & Financial Engineering Students Strengthen Skill Set with Numerix Market and Credit Risk Analyticsread more...
View ArticleTrad-X Launches Sterling Interest Rate Swaps
Trad-X, the global hybrid platform for trading interest rate swaps, today announced the launch of its Sterling interest rate swap product.read more...
View ArticleTrading Technologies Launches Connectivity to Eris Exchange
New gateway also links TT clients to GovExread more...
View ArticleEmlak braves volatility with $2.1bn cap hike
Emlak Konut, the Turkish real estate investment trust, launched a T4bn ($2.1bn) capital increase on Friday (May 31), running straight into a 10% Istanbul market sell-off as political protests gripped...
View ArticleSberbank continues recruitment drive in FICC
Sberbank CIB has hired Francois Mantion and Raymond Bird to senior positions in its fixed income, currencies and commodities division.
View ArticleOpera CMH bondholders to mull tweaks
Bondholders in the 2006 Opera Finance (CMH) commercial mortgage securitisation are set to meet to vote on a proposed tweak to the way money raised from the sale will be distributed to each tranche.
View ArticleRussian home firm goes domestic for $275m
PIK Group, Russiaâs largest property developer, completed a $275m capital raise on Thursday evening, with an all-domestic syndicate and share offering reflecting issuersâ growing confidence in...
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