Good resources for research papers

General Working Papers: Arxiv  Vixra   SSRN (Huge collection) Ideas  Econoacademics EconPapers: Very large collection of economics working papers Look at Repec too University wise working paper series: Harvard Working Paper 1 Harvard Business School Working Paper Archive  London Business School Working Papers Sloan School of Management Working Papers Index University of Chicago Center for Research in Security Prices (CRSP) University of Michigan Business School Yale School of Management International […]

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Revisiting Stochastic

I am expecting a long gap from JOB and nothing can be better for me to learn and apply. I am planning to learn, revisit and clarify my mathematical concepts starting with elementary stochastic process. *I really don’t have relevant back ground to give expert advice. This article is purely for my own learning. I will appreciate, if you can provide me with relevant tutorial […]

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Do we need stock exchanges?

 Bombay stock exchange is one of the oldest stock exchanges in Asia.  Currently, BSE, NSE and some more exchanges which are competing each other for success, clients and liquidity. The way the Indian market has opened up investment opportunities for the world , we can’t deny the role of these stock exchanges.But, one article that has made me think about the contribution of these stock exchanges is in relation to growth […]

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Is the east more sexier for tourists?

Is the east more sexier for tourists?

Source: http://mondediplo.com/IMG/arton6510.png This image chart reveals something unusual.   Is the east more sexier for tourist? Asia-pacific region attracts around 22% of global tourists and all the major destinations in the region are marked as sex tourist destination. It makes me believe that Asia is getting sexier :). The most of these places are favorite with Asian.  If you are planning to go Amsterdam , please think about […]

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Overview of Indian Quant Mutual Funds

In a quant (quantitative) fund, an investor manager employs computer-based numeric and mathematical model to select securities. The computer-model determines buy or sell decision for the fund managers, avoiding human intervention. Quantitative model for investment has become widespread with the advent of modern computers and Internet connectivity. The use of complex theories of mathematics to physics in the model puzzle investors even the most sophisticated […]

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Indian Hedge funds struggle in the first half

http://www.indianhedgefunds.in/indian-hedge-funds-struggle-through-first-half/ Hedge funds are not performing well this year. Hedge Fund Research Inc.’s HFRX Global Hedge Fund Index  was down 1.59% in June. In the first half of  2011, hedge funds averaged a loss of -2.12%  Among emerging  markets, Brazil and Russia hedge funds fared better, with average return of  1.18% and 1.64%  respectively for the same period. Indian hedge funds have the worst performance […]

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IIP data and Market (2011 January)

IIP data and Market (2011 January)

Industrial output in November grew at its slowest in a year and a half. The 2.7% rise was way below the 11.3% annual growth in the previous month and under the median forecast of 6.6% in a Reuters poll. Disappointing industrial output data  was expected to drag market down. However market jumped back to 5860 level  with very strong  global clues  and  short covering.  NSE […]

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A short only gold strategy: Breaking the Momentum

Gold has been used throughout history as money and has been a relative standard for currency equivalents specific to economic regions or countries.  It is the most popular hedging instrument againts economy.  When bad news starts coming to market, gold price starts increasing. Here is a chart og gold price from Jan 2000 to  August 2010. Trend is definitely upword and few investors might dare […]

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Simple Strategy for Indian Market : 1

Simple Strategy  for Indian Market : 1

Long time back, I was through an interview process. The interviewer gave me a pair of equities to formulate a trading strategy. I worked on it  for a week and got a very simple strategy which should work on real market. However, by that time I had completely made my mind to stick to my organization. Yesterday, I made my mind to do further analysis […]

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Banks are gold mines only in Q3

The title may surprise you, but you can’t ignore the statistics. Every sector shows its strength depending on  the economy, government policies and supply/demand. Here is my observation on Banking sector: From 2003 to 2010, Banking sector  has been doing well in Q3 except 2002. Using 2003-2010  NSE-Bankex data Average return in Q3: 21% Minimum return in Q3: 9.4% (2004) Maximum return in Q3: 43%  […]

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