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  1. jimkliew

    Do you want to learn Stat Arb/Quant Trading?

    Sherlock, the leaders will setup the AQC chapters at their respective schools. I will put them in touch with other leaders (around the world) so that we can establish a strong global network of quants. The site www.AlphaQuantClub.com will eventually be managed by student-groups on a rotating...
  2. jimkliew

    Do you want to learn Stat Arb/Quant Trading?

    Hello Everyone, I'm looking for a few good leaders to help me expand my AQC (www.AlphaQuantClub.com). Ideally, you will be in a MFE program or have strong programming skills and a strong desire to improve your quant/business skills. The minimum standards are (1) highest integrity, (2) work well...
  3. jimkliew

    Do you want to learn Stat Arb/Quant Trading?

    Hi Folks. I'm currently teaching this Stat Arb/Quant Trading course at Baruch. Maybe Alain and I could co-teach an expanded course for a fee. Kindest regards, Prof Liew
  4. jimkliew

    Do you want to learn Stat Arb/Quant Trading?

    What if I taught the class on Quant Network? That would be a riot, no? :cool:
  5. jimkliew

    Do you want to learn Stat Arb/Quant Trading?

    Unfortunately, remote teaching doesn't work very well. I've tried it before with limited success. :(
  6. jimkliew

    Do you want to learn Stat Arb/Quant Trading?

    Open enrollment starts....now! Please apply per above specifications. My email is: jimkliew@gmail.com. This is conditional, if I can find a suitable class room to teach the group and I don't get pulled away by some consulting work, ok? ;) "The only requirements to enroll in my course are that...
  7. jimkliew

    GloMo and CoMo on QuantNetwork?

    I'm envisioning a place where people can easily see the daily performance of efficiently constructed hedge fund barometers. Many of these barometers happen to be correlated to the historical return streams generated by some of the largest hedge funds. For example, our GloMo is correlated to some...
  8. jimkliew

    GloMo and CoMo on QuantNetwork?

    Who wants to see daily performance of our Global Momentum Strategy (GloMo) and Commodity Momentum Strategy (CoMo) on QuantNetwork? (Available on www.AlphaQuantClub.com ) We have launched two of our hedge fund barometers, to help investors gauge the opportunities of momentum across different...
  9. jimkliew

    Free C++ cointergration code

    Available on www.AlphaQuantClub.com, sign-up for free and download it. (Thanks to my trusty TA Chingiz, please thanks him directly -- chingiz.tairbekov@gmail.com) Please email him fixes/bugs etc. it's still work-in-progress. I'm always looking for students who want to build quant models...
  10. jimkliew

    Quant Programming Contest

    Alain, great stuff..thanks for posting it! Hi Max, tell Mark G I said hello.
  11. jimkliew

    Do you want to learn Stat Arb/Quant Trading?

    Dates for next Stat Arb class in 2011 Please note the following dates for next set of classes held on Thursday 6-8pm at 1221 Avenue of Americas: (1) Jan 6th; (2) Jan 13th; (3) Jan 20th; (4) Jan 27th; (5) Feb 3rd. Please do apply. Thanks again, Jim Email: jimkliew@gmail.com
  12. jimkliew

    Do you want to learn Stat Arb/Quant Trading?

    ooVoo.com to the rescue I'm trying ooVoo.com with two students this class. If it works well, we've had one session so far, I'll do the remote teaching going forward. Please do apply even if you're overseas. Thanks again, Jim
  13. jimkliew

    Intersting story today about a quant model that blew up selling puts (?)

    (I thought this was interesting...) BCS Mistake May Be Costly Folks, pull up your option quote screen and take a look at the ADRs for BCS. See all those March 2011 puts trading? Any idea why? Well our computers lit up like the proverbial Christmas tree as March 20, 19, 18 and 17 puts...
  14. jimkliew

    Do you want to learn Stat Arb/Quant Trading?

    One spot left Please note there is one vacancy remaining due to a scheduling conflict. I encourage all to apply. First class starts on Wednesday December 1st at 6-8pm, at 1221 Avenue of Americas 42nd Floor. Kindest regards, Jim Liew (Email: jimkliew@gmail.com)
  15. jimkliew

    Do you want to learn Stat Arb/Quant Trading?

    ThinkDifferent, what if I find, teach, train, and launch the next James Simons? ThinkDifferent, what if I find, teach, train, and launch the next James Simons? Will I get any credit for that? ;) I think that's more likely at my old age. Did you know that the old Russian Mathematician used to...
  16. jimkliew

    Do you want to learn Stat Arb/Quant Trading?

    Wow, thanks! Impressed by me? Wow, thanks! But the reality is I'm just a regular guy (originally from Oklahoma) trying to build my business. I teach to raise money to buy data/equipment/pay rent/to meet great people, and to get help programming these quant models. The odds are completely...
  17. jimkliew

    Do you want to learn Stat Arb/Quant Trading?

    Looking for someone with video/audio experience Hello everyone. I'm looking for some help with video/audio so that I can broadcast my class overseas via the internet. Curious to know if anyone could help me out? Does that even make sense, or can you suggestion some other possible solutions...
  18. jimkliew

    Do you want to learn Stat Arb/Quant Trading?

    I'm looking for super bright students/programmers with no finance background who have a burning desire to learn Stat Arb/Quant Trading. I will teach it to you over a course of 5 weeks. In return, I request that you help me build my quant strategies -- systematic trading strategies that...
  19. jimkliew

    The Goldman Sachs Suggested Reading List

    My favorite books (from GS list), this humble-list should give you a good sense of finance. Reminiscences of a Stock Operator (Wiley Investment Classics) by Edwin Lefevre A Random Walk Down Wall Street: The Time-Tested Strategy for Successful Investing (Completely Revised and Updated)by Burton...
  20. jimkliew

    Ex–Goldman Sachs Quant Mark Carhart Is Launching A New Firm

    Go Mark and Attilio! They are going to raise a ton of capital! :thumbsup:
  21. jimkliew

    Very interesting video from Bartt (BOTQ). Thx!

    Battle of the Quants
  22. jimkliew

    Fund seeding

    Seeding I'm curious now, how many people here have models that seek capital on the order of $5m-10m range? Maybe we could have a competition and collectively launch something...Could be fun, no?
  23. jimkliew

    Fund seeding

    Seed or see? Suminda, I think you mean "seed" rather than "see", right? Thx.
  24. jimkliew

    Free Education in France?

    I heard in France, some Universities have classes that are free and open to all. Is that true? Thx.
  25. jimkliew

    NYU MSMF Invitation to Courant Seminar on US Mean-Reversion and FX Optimal Pairs on Oct 12th (Tues 5:30pm)

    talk is open to everyone (but you have to be smart!) kbharadwaj, it's open to everyone. i'm just trying to be a wise-cracker. are you in india? the seminar is at nyu's courant today at 5:30pm. courant is across from nyu's stern business school on the south-east corner of washington square park...
  26. jimkliew

    NYU MSMF Invitation to Courant Seminar on US Mean-Reversion and FX Optimal Pairs on Oct 12th (Tues 5:30pm)

    the docs please find the revised presentation and paper for this talk. thanks again, jim WHAT? joy, you can't make it? ...it's just not going to be the same without you! ;)
  27. jimkliew

    NYU MSMF Invitation to Courant Seminar on US Mean-Reversion and FX Optimal Pairs on Oct 12th (Tues 5:30pm)

    Hello folks, Just wanted to personally invite you to a talk I'm going to give at NYU's Courant Institute on Tuesday Oct 12th at 5:30pm. I will be presenting two works both joint research with my best students: (1) US Mean-Reversion Examined and (2) FX Optimal Pairs Examined. Please find my...
  28. jimkliew

    Looking for labels...looking for 1-min bar data

    I'm looking for 1-minute bar data for stocks, futures, and fx, hopefully a couple of years back. Curious to know if anyone out there has this data and would be interested in collaborating on some joint research projects. Thanks again, Jim Email: jimkliew@gmail.com
  29. jimkliew

    Sharing admission essays

    Stay golden pony boy! I completely agree with Ken. Do what's right gentlemen/ladies always. Small things like this tend to snowball, shall I say the "M" word?
  30. jimkliew

    send me your resume and test scores to jimkliew@gmail.com thanks.

    send me your resume and test scores to jimkliew@gmail.com thanks.
  31. jimkliew

    AlphaQuantClub

    Great questions! Joy, thanks for the tip never heard of Algodeal! Andy, also check out SumZero - the opposite of zero sum (competitor to VIC). Founders are good guys too. As for why would you post up your idea/model, it would be to gain access to other people's ideas/models and input from...
  32. jimkliew

    AlphaQuantClub

    Hello everyone, I'm working on a new start-up Alpha Quant Club please have a look and provide me your feedback. It's similar to the Value-Investing-Club, whereby you have to propose a quant model/idea with back-test, if accepted; you become a member and have access to all the other quant models...
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