WEEKLY DIGEST 2014, October 05 - 12 for Quantitative Analysis, Trading and Developing
WEEKLY DIGEST 2014, September 28 - October 05 for Quantitative Analysis, Trading and Developing
QUANTITATIVE RESEARCH AND TRADING - A Calendar Spread Strategy in VIX Futures
Fitch Solutions: Exit of AMD CEO Sends CDS to Widest Level since February
(The following statement was released by the rating agency)
NEW YORK, October 14 (Fitch) A change up at the top is sending credit default swap (CDS) spreads for Advanced Micro Devices (AMD) to its widest level since early this year, according to Fitch Solutions in its latest CDS Case Study Snapshot. Five-year CDS on AMD widened 15% in the last two trading days of last week to price at the widest levels observed since February.
Germany cuts growth forecasts amid recession fears, as Ireland unveils budget - business live
Rolling business and financial news, as Berlin cuts its growth forecasts after weak investor confidence added to the torrent of bad German data
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The Dollar, The Fed And The Market
The rising dollar is likely to produce a number of instances of disappointing corporate earnings. Of course, it also gives managements an "excuse" for that disappointment. There is, in fact, considerable legitimacy to the "excuse." Corporations will earn fewer dollars than they would have with a weaker dollar, but the dollars will be more valuable. Because the Fed has the interest rate already set at zero, the main impact on monetary policy is likely to be an extension of the date on which the Fed raises rates.
Regulatory work underway and lessons learned
Remarks given by Mark Carney, Governor of the Bank of England at the 29th Annual G30 International Banking Seminar, Washington D.C 12 October 2014
Sacha KELLER, Spécialiste Trading Algo (Head of Quants JFD Brokers)et Mathieu BURBAU, Trader Pro 1/2 (in French Language):
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That's all news for quants for past week sorry
