bondmicrostructure.blogspot.com
Bond Market Microstructure: January 2013
http://bondmicrostructure.blogspot.com/2013_01_01_archive.html
Tracking the impact of real-time transparency and electronic trading on the U.S. bond and credit default swap markets. Monday, January 21, 2013. Univariate statistics penalize multivariate filters. A while ago I wrote about simple accuracy statistics. Thanks to Nick West and George Papanicolaou) is a clean exposition of the point and is based on an independent numerical study. Here is the abstract:. In this report a simple piecewise constant curve based model is used to analyze the ability of various.
bondmicrostructure.blogspot.com
Bond Market Microstructure: Listing of New and Old Corporate Bond Trading Venues
http://bondmicrostructure.blogspot.com/2013/01/listing-of-new-and-old-corporate-bond.html
Tracking the impact of real-time transparency and electronic trading on the U.S. bond and credit default swap markets. Thursday, January 10, 2013. Listing of New and Old Corporate Bond Trading Venues. Liquidity, stats and so forth. New York Stock Exchange. Specialist Bond Liquidity Providers (BLPs). Closed (BondDesk Institutional) and open (BondDesk ATS). Sell side to buy side RFQ model. Sell side to buy side RFQ model. Sell side to buy side. High Yield only ( stats. Citi clients (hybrid electronic/voice).
arcflame.com
ArcFlame Interactive :: Porfolio of Work
http://www.arcflame.com/portfolio.php
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