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Daily Archives: August 22, 2014

Evaluation of Systematic Trading Programs

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Munenzon, Mikhail, Evaluation of Systematic Trading Programs (August 11, 2014). Available for download at SSRN: http://ssrn.com/abstract=2478676

“This paper is intended as a non-technical overview of the issues I found valuable in evaluation of systematic trading programs both as a systematic trader and as a large, institutional investor, having looked at numerous, diverse managers in this space on a global basis over the years. Some of the topics discussed below apply to discretionary traders and all types of investment organizations though the focus will always remain on systematic trading. Throughout this paper, I assume that systematic trading refers to an investment program for exchange listed instruments or spot FX that generates signals, manages positions and executes applicable orders via an automated, previously programmed process with little or no human interference. The list of topics is not by any means exhaustive but it should be sufficient to allow an investor to start on the path towards successful allocations with systematic trading managers. As I hope will become clear over the course of this paper, systematic trading is a highly unique field with its own set of advantages over other investment approaches that investors should not overlook.”

NOAA analysis reveals significant land cover changes in U.S. coastal regions

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“A new NOAA nationwide analysis shows that between 1996 and 2011, 64,975 square miles in coastal regions — can area larger than the state of Wisconsin — experienced changes in land cover, including a decline in wetlands and forest cover with development a major contributing factor. Overall, 8.2 percent of the nation’s ocean and Great Lakes… Continue Reading

Security Experts: EPIC Correct About Body Scanners-Invasive and Ineffective

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“The first independent analysis of backscatter x-ray body scanners corroborate the claims EPIC and others have made for several years: The scanners are invasive and ineffective. In a detailed report published in 2005, EPIC warned that the x-ray body scanners amounted to a virtual strip search and were an ineffective means of airport security. Freedom of Information Act documents later obtained… Continue Reading

State Open Data Policies and Portals

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“This report by the Center for Data Innovation provides a snapshot of states’ efforts to create open data policies and portals and ranks states on their progress. The six top-scoring states are Hawaii, Illinois, Maryland, New York, Oklahoma, and Utah. Each of these states has established an open data policy that requires basic government data,… Continue Reading

The Scope and Potential of FTC Data Protection

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Hartzog, Woodrow and Solove, Daniel J., The Scope and Potential of FTC Data Protection (July 1, 2014). 83 George Washington Law Review, 2015, Forthcoming; GWU Law School Public Law Research Paper No. 2014-40; GWU Legal Studies Research Paper No. 2014-40. Available for download at SSRN: http://ssrn.com/abstract=2461096 “For more than fifteen years, the Federal Trade Commission (FTC)… Continue Reading

Gap Between Higher- and Lower-Wealth Households Widens

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“Median net worth increased between 2000 and 2011 for households in the top two quintiles of the net worth distribution (the wealthiest 40 percent), while declining for those in the lower three quintiles (the bottom 60 percent), according to new statistics released today by the U.S. Census Bureau. The result was a widening wealth gap… Continue Reading