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Vancouver Meeting: Stupid Quant Tricks


Wednesday, February 25, 2009 - 5:15pm

Water Street Café, 300 Water Street (across from the steam clock), Vancouver

The Vancouver Chapter of QWAFAFEW

Stupid Quant Tricks:

Benchmarks, portfolio optimization & business risk

by Cam Hui

Abstract

Portfolio optimization isn’t as straightforward as risk model vendors have you believe. How do you set up a benchmark that conforms not only to client preferences but also minimizes the manager’s own business risk?

This is part of a part of a project on the business of portfolio management that Cam Hui is working on. For more details see http://humblestudentofthemarkets.blogspot.com/2009/01/feedback-on-book-project.html

Biography

Mr. Hui has been involved in the equity quantitative analysis since 1985, both on the buy side and the sell side. He was a portfolio manager with the Batterymarch organization for over ten years managing US, Canadian, EAFE and emerging market portfolios. Additionally, he managed equity market neutral portfolios for a hedge fund in Stamford, CT. He is currently semi-retired and living in Vancouver with his family. He maintains his interests in the markets with his blog

Humble Student of the Markets and advises hedge funds and other clients as an independent consultant.

When

Wednesday, February 25. 2009

5:15 pm Registration, networking, refreshments and hors d’oeuvres

5:45 pm Presentation

6:15 pm Dinner and more networking

Where

Water Street Café

300 Water Street (across from the steam clock)

Cost

$10, to be paid at the door (includes beverage and hors d’oeuvres)

Please RSVP to qwafafew.vancouver@gmail.com

(www.qwafafew.org)

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