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A Tale of Two Indexes Predicting Equity Market Downturns in China
Sebastien Lleo and William T. Ziemba investigate whether traditional crash predictors, predicts crashes for the Shanghai Stock Exchange Composite Index and the Shenzhen Stock Exchange Composite Index.
Backtesting Trading Strategies Using Wolfram Finance Platform
This white paper explores one possibility for evaluating portfolio performance using the Wolfram Finance Platform, describing it's thought process.
Can Warren Buffett Also Predict Equity Market Downturns?
In this paper, Dr. Sébastien Lleo and Dr. William T. Ziemba investigate whether this ratio is a statistically significant predictor of equity market downturns.
Excerpt from a chapter on High Frequency Trading in The World Scientific Handbook of Futures Markets
In this short piece from a chapter in The World Scientific Handbook of Futures Markets, Barbara Mack presents an overview on HFT, case studies, and a summary of select regulations in the United States.
Financials and Bank Performance. Plus an 18 Month Forecast.
Edward Talisse gives a comprehensive financials and bank performance overview of 2014 so far, plus an 18 month forecast.
Geezers Need Excitement: Trading Jitters and the Volume Myth
Declining trading volumes is a fact. But the idea that high volume is good and low volume is bad is a fallacy. In this article, Ed Talisse looks at 5 market shocks that are driving trading volumes lower.
High Frequency Trading - Innovation or Rigging?
In this article, Edward Talisse asks the question; Are technological savvy and speedy traders bad for the long-term health of financial markets?
Road Kill
In this article Edward Talisse discusses his time working around the world in market trading. He gives his views on the current state of the global financial markets and what lies ahead for the future.
Sell in May and Go Away in the Equity Index Futures Markets
Constantine Dzhabarov and William T. Ziemba explain when the best time is to sell in the index futures markets.
The Honest Truth about Dishonesty: Market Manipulation and Why Some Strings are More Powerful than Others
This short piece by Edward Talisse looks at the ways in which financial institutions and individuals have manipulated the market over the years and what it means for the future.
