Daily Hedge News

Establishing an index arbitrage model by applying neural networks method
by Chen AP, Chianglin CY, & Chung HP
This paper applies the neural network method to establish an index arbitrage model and compares the arbitrage performances to that from traditional cost of carry arbitrage model. From the empirical results of the Nikkei 225 stock index market, following conclusions can be stated: (1) The basis will get enlarged for a time period, more profitability may be obtained from the trend. (2) If the neural network is applied within the index arbitrage model, twofold of return would be obtained than traditional arbitrage model can do... More...

Quantitative Methods for Investment Analysis
by Dennis W. McLeavey, Jerald E. Pinto, David E. Runkle, Richard Armand Defusco
Average Customer Review:

Price: $95.00

Book Description
Quantitative Methods for Investment Analysis provides a blend of theory and practice to teach statistics within the context of finance and investments. No prior financial knowledge is assumed. Several features of this book are tailored specifically to help the reader. First, learning outcome statements (LOS) specify the objective of each chapter. Second, examples and problem practice are emphasized so that the reader can gain confidence in meeting the LOS objectives. Finally, examples and problems seek to present situations faced by investment practitioners and reflect the global investment community.

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Top Stories (Continued)

Australian hedge fund ‘tightens gate’ on withdrawals
Source: FT Alphaville
An Australian hedge fund manager has issued a pre-emptive warning in response to the widening US subprime lending turmoil. The move came as some hedge fund investors warned that more funds were likely to limit redemptions to prevent forced sales of illiquid assets at low prices, but that the true scale of the problem might not become clear until September, reports the FT. More...

Clinton Faces Pressure on Hedge Funds
Source: The New York Sun
Senator Obama is joining John Edwards in calling for hedge funds and private equity firms that go public to pay higher taxes, increasing the pressure on Senator Clinton to take a stand on an industry facing mounting scrutiny in Congress. More...

DAVID WEIDNER'S WRITING ON THE WALL: Beware Hedge Funds Bearing Gifts
Source: CNNMoney.com
Most investors view hedge funds like a distant cousin in the Mob.

They're kind of mysterious. They flash a lot of cash. They're charismatic. They seem to live a life of excitement, but their way of doing business is a little too rough and dangerous for everyone else. More...

IPM launches institutional hedge vehicles
Source: Global Pensions
Informed Portfolio Management (IPM) has launched two hedge fund programmes specifically for institutional investors.

Stockholm-based IPM has created the vehicles with Vequus Ltd, a new hedge fund investment research firm founded by Joe Roseman and Dylan Grice. More...

SEC's new rules assert control over hedge funds
Source: The Boston Globe
The Securities and Exchange Commission adopted new rules ensuring it can sue hedge funds for misleading investors, following a court ruling that put in doubt the regulator's authority over the $1.6 trillion industry. More...

Touradji Hedge Fund Gains 11% After Trailing Indexes (Update3)
Source: Bloomberg
Touradji Capital Management LP, the $1.7 billion commodity hedge fund firm run by Paul Touradji, rose about 11 percent in June after lagging behind benchmark indexes during the first five months of the year. More...

Top hedge fund’s staff in windfall
Source: The Business
BREVAN Howard, one of Europe’s top hedge funds, ploughed over £150m ($304.3m, E221.5m) into an affiliated company that provides it with staff and IT services in the year ending 31 July, according to documents filed at Companies House. More...

U.S. regulators say hedge fund woes won't spread
Source: Reuters UK
U.S. regulators said on Wednesday that Bear Stearns Cos. Inc. (BSC.N: Quote, Profile , Research) should be able to unwind the positions of its two troubled hedge funds without causing wider financial market distress. More...

Today's Stories unabridged on the web

Today's Humor

On a sunny morning, William's mother came into her son's room and said, "William, it's Sunday. Time to get up! Time to get up and go to church! Get up!"

From under the covers came mumbles, "I don't want to go!"

"What do you mean?" she said. "That's silly! Now get up and get dressed and go to church!"

"No!" he shot back. "I'll give you two reasons. I don't like them and they don't like me!"

"Nonsense," she told him. "I'll give YOU two reasons to go. First, you are 42 years old, and second, you are the PASTOR!"

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