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  1. 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...
  2. 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...
  3. 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...
  4. 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...
  5. jimkliew

    Very interesting video from Bartt (BOTQ). Thx!

    Battle of the Quants
  6. jimkliew

    Free Education in France?

    I heard in France, some Universities have classes that are free and open to all. Is that true? Thx.
  7. 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...
  8. 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
  9. 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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