Go Back   nV News Forums > General Forums > Archived News Items

Newegg Daily Deals

Reply
 
Thread Tools
Old 08-28-12, 08:10 AM   #1
News
Registered User
 
Join Date: Jun 2009
Posts: 48,667
Post Supercomputing For Market Regulation

Over at Wall Street Technology, Melanie Rodler writes that the Center for Innovative Financial Technology at Lawrence Berkeley National Laboratory has received $100,000 in research donations to study the use of supercomputing and data intensive science to improve stability, regulation, and enforcement in U.S. markets.
Those responsible for market oversight could benefit from real-time ability to effectively monitor a complex system,' said Marcos Lopez de Prado, head of global quantitative research at the Tudor Investment Corporation. 'Recent events, including the Flash Crash and other market disruptions, have highlighted the need to solve potential inadequacies in market structure and execution. Our research, in collaboration with CIFT, has shown that relatively simple analytics, like the HFPIN metric of order flow toxicity, can provide up to an hour's advance warning of certain market anomalies.'

Read the Full Story.

Related posts:




More...
News is offline   Reply With Quote
Reply


Thread Tools

Posting Rules
You may not post new threads
You may not post replies
You may not post attachments
You may not edit your posts

BB code is On
Smilies are On
[IMG] code is On
HTML code is Off
Forum Jump


All times are GMT -5. The time now is 08:42 PM.


Powered by vBulletin® Version 3.7.1
Copyright ©2000 - 2014, Jelsoft Enterprises Ltd.
Copyright 1998 - 2014, nV News.