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Posts tagged ‘Stock Market’

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CNBC ‘Freaking Out’ Over Decline in Ratings

“Squawk Box is down 16 percent in total viewers and 29 percent in the important 25-54 demographic bracket that advertisers buy.  On Tuesday, the show drew its lowest numbers of the year in total viewers — 99,000.”

 

Another indicator that the battered retail investor has finally left the party…
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Bayesian Adaptive Trading with a Daily Cycle (paper)

“We construct a model in which the trader uses information from observations of price evolution during the day to continuously update his estimate of other traders’ target sizes and directions. He uses this information to determine an optimal trade schedule to minimize total expected cost of trading, subject to sign constraints (never buy as part of a sell program). We argue that although these strategies are determined using very simple dynamic reasoning—at each moment they assume that current conditions will last until the end of trading—they are in fact the globally optimal strategies as would be determined by dynamic programming.”
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A Contagion of Black Swans

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Prosecuting Wall Street (60 Minutes)

Two high-ranking financial whistle blowers say they tried to warn their superiors about defective and even fraudulent mortgages. So why haven’t the companies or their executives been prosecuted? Steve Kroft reports.

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Macke Meltdown