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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.

Sebastien Lleo and William T. Ziemba
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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.

Wolfram
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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.

Séb Lleo & William Ziemba
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Derivatives Pricing and Trading in Incomplete Markets: A Tutorial on Concepts

In this article published by the Wilmott magazine, Dennis Yang illustrates various derivative pricing notions in incomplete markets using a simple example, with emphasis on how to use these pricing concepts to make systematic trading decisions.

Dennis Yang
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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.

Barbara Mack
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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.

Edward Talisse
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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.

Edward Talisse
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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?

Edward Talisse
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Inefficient Markets

In this article published by the Wilmott magazine, Ed Thorp discusses the "crash of 87", the most extreme stock market price jump of the twentieth century.

Ed Thorp
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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.

Edward Talisse

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