Recent content by jimkliew

  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...
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