资讯

Jane Street could face awkward questions from its clearing brokers and bank counterparties, after the prop trader was accused ...
Minimising execution costs for large orders is a fundamental challenge in finance. Firms often depend on brokers to manage ...
Accusations by the Indian securities regulator that market maker Jane Street manipulated the country’s stocks and derivatives ...
Ankur Aneja has left his role as head of euro swaps and European government bond trading at Barclays, after 20 years with the ...
US mutual funds and exchange-traded funds went into April’s tariff turmoil holding the highest net long US dollar position in recent years.
Some of the most dramatic VAR overshoots have taken place at the US ’s top systemic dealers. Goldman Sachs logged two in Q3 ...
Even more promising, experts say it could avert a costly tick-box compliance culture that can leave staff disillusioned ...
Foreign-owned US intermediate holding companies (IHCs) again fared worse than their US peers in the Federal Reserve’s latest stress test, fitting a pattern observed through several past exercises.
Original research Machine learning and a Hamilton–Jacobi–Bellman equation for optimal decumulation: a comparison study This paper ascertains a decumulation strategy for the holder of a defined ...
Decumulation of a defined contribution pension plan posed as an optimal stochastic control. Problem solved by conventional Hamilton–Jacobi–Bellman equation and machine learning approaches. Solution ...
Europe’s markets watchdog may soon have sweeping new powers, but experts say it will have to shed its reputation as slow, ...
When Jane Street sued Millennium Partners in April last year for poaching traders who ran a highly profitable but secret ...