Additional Resources
Back to the basics: pick stocks or use index funds
Stock pickers compared to index fund
http://www.sltrib.com/home/2669666-155/stock-pickers-push-back-against-index-fund
Bondcube – platform
Bondcube
CBOE volatility
CBOE
http://www.cboe.com/products/vix-index-volatility?gclid=CN_QuJul8tQCFchKDQodzRAKEw
Complexity of algo trading
http://www.ted.com/talks/lang/eng/kevin_slavin_how_algorithms_shape_our_world.html
Complexity theory and Finance (Zeidan and Richardson)
Computer trading
The Future of Computer Trading in financial markets:
http://www.bis.gov.uk/foresight/our-work/projects/published-projects/computer-trading
Computers (The) that run the stock market
http://money.cnn.com/2013/07/08/investing/stock-market-citadel/index.html
Direct listing
Source: Bloomberg BusinessWeek May 22-May 28 2017
“An unusual way for a company to go public, in which the owners have their private shares converted into stocks listed on an exchange. Unlike conventional initial public offering, a direct listing does not raise money”.
Note: companies which are privately funded may at times decide to go public and direct listing is one way to do so
Dodd-Frank Act
http://www.sec.gov/about/laws/wallstreetreform-cpa.pdfhttp://www.sec.gov/about/laws/wallstreetreform-cpa.pdf
Dow 101
Dow 101
http://www.postandcourier.com/article/20140706/PC05/140709749/1177/dow-101-the-dow-and-how-it-works
Federal Reserve (central bank)
http://www.federalreserve.gov/aboutthefed/default.htm
Federal Reserve Education
www.federalreserveeducation.org
Fierce Finance: insightful news and analysis
Financial engineering
Financial engineering – resources
Financial engineering – resources
http://www.wiley.com/WileyCDA/Section/id-350113.html
Financial innovation 2012-2013
Financial innovation: interesting debate
Financial Innovation: A Risky Business? – YouTube
www.youtube.com/watch?v=l–anUZPoBUShare
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Nov 28, 2012 – Uploaded by ColumbiaBusiness
On September 7, 2012 the Sanford C. Bernstein & Co. Center for Leadership and Ethics at Columbia Business …
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We are pleased to announce that “Financial Innovation: A Risky Business?” will be airing on Sunday, March 24 at 7 PM on WNET/THIRTEEN!
www.ritholtz.com/blog/…/financial–innovation-a-risky–busines…CachedShare
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2 days ago – On September 7, 2012 the Sanford C. Bernstein & Co. Center for Leadership and Ethics at Columbia Business School filmed Financial …
Financial reform – chronicle
http://www.pbs.org/newshour/bb/politics/jan-june13/kaiser_05-27.html
FINRA (Financial Industry Regulatory Authority)
Glass Steagall 21st century
http://www.nationalreview.com/article/353404/21st-century-glass-steagall-act-james-pethokoukis
Glass Steagall solution via Dodd-Frank Wall Street Reform Act 2010
http://useconomy.about.com/od/criticalssues/p/Dodd-Frank-Wall-Street-Reform-Act.htm
Glass-Steagall Act i.e. Banking Act, 1933 (full text)
http://archive.org/details/FullTextTheGlass-steagallActA.k.a.TheBankingActOf1933
Glass-Steagall needed more than ever
http://www.policymic.com/articles/54839/glass-steagall-act-it-s-needed-now-more-than-ever
Glass-Steagall repealed i.e. Gramm-Leach-Bliley Act 1999
http://en.wikipedia.org/wiki/Gramm%E2%80%93Leach%E2%80%93Bliley_Act
Google Trends can predict the market
Hedge Fund Research
http://www.hedgefundresearch.com
HFT Australia sets new rules on dark pools, HFT (Fierce Finance)
http://www.fiercefinanceit.com/story/australia-sets-new-rules-dark-pools-hft/2013-08-14
http://www.fiercefinanceit.com/story/australia-sets-new-rules-dark-pools-hft/2013-08-14
HFT does not raise futures volatility – new study (Aug 2013)
http://www.reuters.com/article/2013/08/27/trading-fast-study-idUSL2N0GS1XH20130827
HFT tax (Fierce Finance)
http://www.fiercefinanceit.com/story/uk-lawmakers-endorse-hft-tax/2013-07-31
http://www.fiercefinanceit.com/story/uk-lawmakers-endorse-hft-tax/2013-07-31
High Frequency Trading (HFT), Algo Trading: indepth look
1) Basic explanation: http://www.investopedia.com/terms/h/high-frequency-trading.asp
2) HFT Study: http://www.investopedia.com/terms/h/high-frequency-trading.asp
3) What Computer-Powered High Frequency Trading Looks and Sounds Like:
http://motherboard.vice.com/blog/what-high-frequency-trading-looks-and-sounds-like
4) HFT (Gomber, Arndt, Lutat & Uhle: https://deutsche-boerse.com/dbg/dispatch/en/binary/gdb_content_pool/imported_files/public_files/10_downloads/11_about_us/Public_Affairs/High_Frequency_Trading.pdf
5) The Problem of HFT, book by Haim Bodek
6) New York Times Topics: http://topics.nytimes.com/topics/reference/timestopics/subjects/h/high_frequency_algorithmic_trading/index.html
7) HFT: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1858626
8) HFT literature review: http://www.futuresindustry.org/epta/downloads/hft-literature-review-may-2012.pdf
9) Research and Commentary, The Heartland Institute: http://heartland.org/policy-documents/research-commentary-high-frequency-trading
10) Scholarly sources, Columbia Law School: http://web.law.columbia.edu/capital-markets/current-topics/scholarly-sources
11) Brilliant paper defining HFT … : http://quantlabs.net/blog/2012/01/brilliant-paper-defining-hft-algo-trading-non-hft-algo-strategies/
12) The Good, the Bad and the Ugly of HFT (Journal of Trading): http://www.iijournals.com/doi/abs/10.3905/jot.2012.8.1.058
13) Can High Frequency Traders Game Futures: http://www.iijournals.com/doi/abs/10.3905/jot.2012.7.2.075
14) Shall we haggle in pennies at the speed of light … : http://www.utexas.edu/law/magazine/wp/wp-content/uploads/centers/clbe/bartlett.pdf
15) The impact of HFT on market integrity: an empirical examination: https://www.q2forum.com/articles/001_12-1057-dr24-impact-high-frequency-trading-on-market-integrity.pdf
16) Algo trading: http://www.financialexpress.com/news/in-a-volatile-mkt-algo-trading-turnover-touches-new-high/1142178
17) High frequency trading, policy analysis paper (CATO Institute): http://www.cato.org/publications/policy-analysis/high-frequency-trading-do-regulators-need-control-tool-informationally?gclid=CNvoyYGum7kCFZSi4AodPw4AYQ
Intelligent automated portfolio manager
Intelligent automated portfolio manager
http://content.schwab.com/web/retail/public/schwab_intelligent_portfolios/?bmac=sws
Investing
Investment action plan
http://www.blackrockplan.com/?cmp=forward&chn=ba&c=cnbc
Investments advanced
learning DVD: Advanced investments
http://www.thegreatcourses.com/tgc/courses/course_detail.aspx?cid=5751
Investments and securities – resources
http://www.wiley.com/WileyCDA/Section/id-350119.html
IOSCO
International Organization of Securities Commissions:
http://en.wikipedia.org/wiki/International_Organization_of_Securities_Commissions
http://www.investopedia.com/terms/i/iosco.asp
IOSCO 2013: http://iosco2013.lu/
Mercantile exchanges
https://www.google.com/?gws_rd=ssl#q=mercantile+exchange
Mortgage-bond types
Homing in on mortgage-bond types (Feb 10, 2015) Adam Zoll
http://news.morningstar.com/articlenet/article.aspx?id=683694
NANEX the rise of the HFT machines
http://www.nanex.net/aqck/2804.HTMLhttp://www.nanex.net/aqck/2804.HTML
Oversight as a factor (credit: New York Times)
http://dealbook.nytimes.com/2013/08/15/morning-agenda-oversight-at-jpmorgan-is-scrutinized/
http://dealbook.nytimes.com/2013/08/15/morning-agenda-oversight-at-jpmorgan-is-scrutinized/
Physics (The) of Finance (Kirill Ilinski) and related books
http://www.amazon.com/Physics-Finance-Modelling-Non-Equilibrium-Pricing/dp/0471877387
http://www.amazon.com/Physics-Finance-Modelling-Non-Equilibrium-Pricing/dp/0471877387