Chapter Pages

Event Driven Trading and the “New News”: The Other Information Revolution in Markets

San Francisco Metamathematical Finance - The talk covers the uses and abuses of mathematical methods in quantitative finance from the empirical and historical viewpoints
San Francisco Event Driven Trading and the “New News”: The Other Information Revolution in Markets - David Leinweber, Leinweber & Co.: Event Driven Trading and the “New News”: The Other Information Revolution in Markets
San Francisco Sovereign Correlation Methodology (by Vojislav Sesum, PhD, Moody’s Analytics) - Combines sovereign CDS data and a multifactor asset correlation model. Captures correlations between sovereigns as well as between sovereigns and other asset classes. Explicitly accounts for sovereign contagion effects.
San Francisco Goal-Driven Investing. LDI for Households. - March 8, 2011 SF QWAFAFEW presentation by Andrew Rudd, CEO & Founder, Nicolo Torre, Head of Research, and S. Raj Rajagopal, Associate Portfolio Manage.r Advisor Software, Inc. http://www.advisorsoftware.com
San Francisco Defensive and Dynamic Equity Strategies and Russell’s Stability Indexes - A presentation to San Francisco QWAFAFEW January 26, 2011
San Francisco Global Cross-Sectional Volatility Analysis - Jose Menchero, MSCI Barra, Global Cross-Sectional Volatility Analysis, 2010