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Durable Goods Orders

August 24, 2011, 7:45 GMT

Durable Goods Orders, New Orders - M/M change, figures are scheduled for release on 2011-08-24 08:30:00 EST. Consensus forecast: Durable Goods Orders figures are expected to fall to 0.10 (from 7.60 ...
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Chicago Fed National Activity Index to move $CX

August 22, 2011, 13:04 GMT

Higher Chicago Fed National Activity Index, level, figures were released on 2011-08-22 08:30:00 EST.  The rise in the index is likely to move markets, and the following securities in particular, quan ...
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Quant Profile 8/15/2011: GOLD

August 15, 2011, 18:04 GMT

Rangold Resources, Ltd. (NYSE: GOLD), overly popular last week, is an effective hedge for the S&P 500, but performs poorly when the S&P 500 rises. Description: Rangold Reso ...
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In Depth: Hedges and safe havens, what’s the difference?

August 15, 2011, 16:02 GMT

A good portion of quantitative finance is devoted to nuances in definitions.  For example, the correlation and covariance and related yet different ideas: while both terms measure joint variation of ...
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Housing Market Index to rock $QTM at 10 AM ET

August 15, 2011, 13:15 GMT

Housing Market Index, Housing Market Index, figures are scheduled for release on 2011-08-15 10:00:00 EST. Quant response of prices of selected equities to a +1% change in Housing Market Index, Ho ...
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