Remember me

Register  |   Lost password?

The Trading Mesh

Bookmark & Share

Brief description: Jacob is the founder and MD of MoneyScience. He is the former Publisher of the Academic Journal, Quantitative Finance.and now sits on the Editorial Board as a Commissioning Editor.

Twitter URL:

LinkedIn Profile: linkedin

Skills: publishing, consulting,

Joined: March 30th, 2011


MoneyScience wrote a new blog post titled The New Investor

Tom C. W. Lin University of Florida - Fredric G. Levin College of Law Abstract A sea change is happening in finance. Machines appear to be on the rise and humans on the decline. Human endeavors have become unmanned endeavors. Human thought and human deliberation have been replaced by computerized analysis and mathematical models. Technological advances have made finance faster, larger, more global, more interconnected, and less human. Modern finance is becoming an industry in which the main players are no longer entirely human. Instead, the key players are now cyborgs: part machine, part...
(2228 days ago,(2013/03/18))

MoneyScience wrote a new blog post titled High-Frequency Trading and the Execution Costs of Institutional Investors (pdf)

H/T @CarlCarrie on Twitter Jonathan Brogaard, Terrence Hendershott, Stefan Hunt, Torben Latza, Lucas Pedace, Carla Ysusi FSA OCCASIONAL PAPERS IN FINANCIAL REGULATION While some institutional investors are concerned that high frequency trading increases the cost of investing, others suggest that high frequency trading has been beneficial, for example by creating more accurate and faster pricing of securities and adding liquidity to the market. Understanding the facts, and so which of these viewpoints is closer to reality, is a much-needed input to policy formation. The FCA will remain open...
(2282 days ago,(2013/01/24))

MoneyScience wrote a new blog post titled The Trading Profits of High Frequency Traders

Via The Big Picture Matthew Baron, Jonathan Brogaard and Andrei Kirilenko Abstract We examine the profitability of high frequency traders (HFTs). Using transaction level data with user identifications, we find that high frequency trading (HFT) is highly profitable: HFTscollectively earn over $23 million in trading profits in the E-mini S&P 500 futures contract during themonth of August 2010. The profits of HFTs are mainly derived from Opportunistic traders, but alsofrom Fundamental (institutional) traders, Small (retail) traders, and Non-HFT Market Makers. WhileHFTs bear some risk, they...
(2288 days ago,(2013/01/17))


HFT Research from MoneyScience logo

MoneyScience 2624 days ago,(2012/02/16)          

Aleph Blog Logo

MoneyScience 2870 days ago,(2011/06/16)          

Predictably Irrational Logo

MoneyScience 2870 days ago,(2011/06/16)