The Financial Engineer

How to Use a Linear Regression to Identify Market Trends   On a trading chart, you can draw a line (called the linear regression line) that goes through the center of the price series, which you can analyze to identify trends in price. Although you can’t technically draw a straight line through the center of […]

Biggest Stocks Beat S&P 500 Most in 13 Years as Valuations Fall By Whitney Kisling – Jun 18, 2012 8:59 AM GMT+0200 The largest U.S. companies are beating the average stock in the Standard & Poor’s 500 Index by the most in more than a decade, fueled by rising dividends, valuations 31 percent below the […]

By Namitha Jagadeesh – Jun 18, 2012 1:31 PM GMT+0200   U.S. stock-index futures declined as Spanish borrowing costs surged, sparking speculation the country will be forced to ask for a bailout and outweighing optimism Greece will not leave the euro area. Goldman Sachs Group Inc. (GS) declined 0.8 percent in German trading. Facebook Inc. […]

By Daniel Kruger and Cordell Eddings – Jun 18, 2012 11:21 AM GMT+0200   As the U.S. recovery slows and Federal Reserve efforts to boost growth expire, there’s no consensus among the biggest bond dealers that the central bank will begin a fourth round of economic stimulus with consumer and corporate borrowing costs already at […]

Oil dropped from the highest level in a week as concern about Europe’s debt crisis outweighed optimism spurred by elections in Greece. Futures fell as much as 0.4 percent in New York after the Spanish 10-year bond yield rose to a euro-era record of 7.13 percent. Greece’s New Democracy and Pasok parties won enough seats […]

U.S. Stocks Rise For 2nd Straight Week On Stimulus Bets By Lu Wang – Jun 16, 2012 6:00 AM GMT+0200 U.S. stocks rose, giving the Standard & Poor’s 500 Index its first back-to-back weekly gain since April, amid speculation central banks will take steps to stimulate growth and contain a prolonged debt crisis in Europe. All 10 […]

(Reuters) – Stocks rose on Friday on optimism major world central banks will take coordinated action if the closely watched election in Greecethis weekend results in market turmoil. The news offset the latest round of weak U.S. economic data, which pointed to sluggish growth domestically. Officials of the Group of 20 leading industrialized nations told […]

(Reuters) – A wave of relief buying swept across financial markets on Monday after a rescue package of up to $125 billion for Spain’s banking sector eased some concerns about the euro zonedebt crisis. Spanish banks have been hit by a collapse in the real estate sector and a surge in bad loans but their […]

Méthode de calcul de la commission de performance Les gestionnaires de hedge funds se rémunèrent de deux manières. Ils perçoivent une commission de gestion (en général 1% à 2% des actifs gérés), ainsi qu’une commission de performance (en général 20% des actifs gérés). C’est ce que l’on nomme la structure 1-20, voire 2-20. La commission […]

(Reuters) – The S&P 500 ended its best week in 2012 on Friday, as investors returned to stocks after sources told Reuters that Spain was expected to request aid for its troubled banks. The Dow Jones industrial average climbed 93.16 points, or 0.75 percent, to end unofficially at 12,554.12. The Standard & Poor’s 500 Index advanced 10.65 […]

The Eurogroup and Madrid  said the bailout would be sufficient to cover estimated capital requirements ( up to 100 billion ) in Spain. With the rescue of Greece, Irland, Portugal  and now Spain, the EU and IMF have now committed around 500 billion euros to Finance European bailouts.