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Devon McCormick introducing myself


Quant Researcher / PM
Hi Quantnet people -

I'm an experienced quant, currently independently consulting, with experience in asset-allocation, futures overlay, quant model development, international investing, process improvement, and Bayesian statistics. [I don't know why I'm shown as a "Junior Quant Analyst" other than the usual disease of overly-helpful software]

I've worked in quant groups at Morgan Stanley, Bankers Trust/Deutschebank, and New York Life Investment Management. I'm a founding member of the New York Financial Engineers. As part of this latter group, I'm doing a research project on "How Long to Hold Winners and Losers" - some of which is posted online on the group's Wiki at http://nyfinancialengineer.wikispaces.com/Projects (Projects 1 and 1a).

I'm also active in QWAFAFEW in New York (QWAFAFEW Worldwide | Quantitative Work Alliance for Applied Finance, Education & Wisdom) so maybe I'll see some of you at those meetings.

Devon McCormick, CFA


Welcome Devon, and thank you for sharing some of the information about your work and involvement in the field. Look forward to seeing more exchange of information here with us!


Thanks for the info on QWAFAEW, I'm going to try to attend the meeting.

Regards, Gus Tsahas