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GBR Market Wrap: Halftime Reports and Happy Fourth!

In this Week’s Issue: July 1, 2011 Weekly Snapshot Market Barometers Halftime Reports Recommended Read/Audio Weekly Snapshot • Euro area seasonally-adjusted unemployment rate was 9.9% in May (Eurostat) • Purchasing managers’ indexes in Asia and Europe at multi-month lows (Reuters) • Japan’s Tankan survey shows sentiment worsened sharply after quake (WSJ) • U.S. corn futures … Continued

Beta(ful) Market Hypotheses

In my many years as a derivative trader and hedge fund manager, I forged a solid and long-lasting relationship with risk. Like a beautiful but dangerous woman, risk permeated my professional life—a constant courtship leading me to many attempts at fully understanding its mysterious ways. A never-ending effort! The theoretical foundations of risk analysis were … Continued

VC Firms Still Expecting High ROIs

Can’t see the above video? Click here to watch or read the transcript. In this video interview, John K. Paglia, PhD, Associate Professor of Finance at the Graziadio School of Business and Management, discusses the Pepperdine Private Capital Markets Project, which was released on July 27, 2009, in conjunction with a Los Angeles and California statewide economic forecast … Continued

High Frequency Trading: The Rise of the Machines

Davide Accomazzo, MBA As a professional trader, you are confronted daily with all kinds of dynamics and situations that require a flexible and adaptive mind. You are faced with multiple variables constantly interacting with each other and your task is to process ever-changing information quickly and profitably. Valuations arbitrage, reflexive supply-and-demand dynamics, and structural changes … Continued