Do you want to learn Stat Arb/Quant Trading?

[Li Cai]

I am interested as well. Could you please post more details if/when it's finalized?

 

[whipsaw]

Me either. And though I'm living in Berlin, Germany, I'd consider traveling for your class. What's your opportunity cost per student in a fully filled class - to gauge my expenses?

 

[Jayanthan]

I am interested in that class as well, but online though

 

[lucasnutz]

Me too, but I am located in Colombia.

 

[jimkliew]

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 with others, (3) program extremely well. I noticed that some of the notes/programs/models are a bit outdated and I am currently too busy to keep this site current. I need people who can get things done, no excuses.

In exchange, I will mentor you (if chosen) and help you develop your quant skills and help map out your career. Who knows, maybe we could write and try to publish some interesting research papers together! Please send me your CV, pic, and why you think you'd be a great quant leader. Thanks again.

Kindest regards,
Prof Liew
Email: jliew@stern.nyu.edu
Please Note: I will only contact you if you make the initial cut.

 

[Sherlock]

Prof Liew, how many hours per week do you think this "position" will require? I am sure it depends on the person's skills and knowledge but still do you have any idea on average how much time and devotion it would entail? I am asking because I am sure that most of the people who decide to apply to this position would have another main responsibility like school or job. Thanks in advance for your answer.

 

[Rajat Goyal]

Prof Liew, Is it essential to be in NYC to be eligible for this or can we be working on this remotely as well?

 

[jimkliew]

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 basis. The hope is to keep it fresh with current research, models, code (peer reviewed), etc.

Rajat, it is not essential to be in NYC. I'm looking for top quant leaders at IIT and top schools across the world. I'm also anxiously awaiting candidates from Baruch and Columbia to step-up and apply.

We are currently moving forward to get AQC non-profit status in the US. Once we get the chapters built out a bit more, we will schedule an annual symposium where students/academics will submit their research papers for a peer review process. We are currently assembling the Steering Committee which will consists of top academics to help screen the submissions. Please stay tuned for our "Call for Papers."

The AQC annual symposium will probably be held in NYC, place to be determined. We plan to have several tracks -- short-presentations of new research/quant models/techniques, etc. Also, we will have a competition whereby "chosen" quant works will present their strategies to a panel of industry professionals. Not sure if you've ever seen "Shark-Tank": http://abc.go.com/shows/shark-tank/, but we will have something along the same vein. Intense and exciting! So bring your A-game!

We're still flushing everything out. Thoughts and suggestions are appreciated.

Kindest regards,
Prof Liew
Email: jliew@stern.nyu.edu

 

[AndrewChang]

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 basis. The hope is to keep it fresh with current research, models, code (peer reviewed), etc.

Rajat, it is not essential to be in NYC. I'm looking for top quant leaders at IIT and top schools across the world. I'm also anxiously awaiting candidates from Baruch and Columbia to step-up and apply.

We are currently moving forward to get AQC non-profit status in the US. Once we get the chapters built out a bit more, we will schedule an annual symposium where students/academics will submit their research papers for a peer review process. We are currently assembling the Steering Committee which will consists of top academics to help screen the submissions. Please stay tuned for our "Call for Papers."

The AQC annual symposium will probably be held in NYC, place to be determined. We plan to have several tracks -- short-presentations of new research/quant models/techniques, etc. Also, we will have a competition whereby "chosen" quant works will present their strategies to a panel of industry professionals. Not sure if you've ever seen "Shark-Tank": http://abc.go.com/shows/shark-tank/, but we will have something along the same vein. Intense and exciting! So bring your A-game!

We're still flushing everything out. Thoughts and suggestions are appreciated.

Kindest regards,
Prof Liew
Email: jliew@stern.nyu.edu

Just my 2 cents, I took Professor Liew's stat arb class at Baruch and I found it very interesting and helpful. I learned a lot about stat arb trading and my group actually met with PDT (it was amazing). One of the great soft skills that you learn from the class is that communication and presentations are as important as the strategy itself and AQC should be a great way for you to learn this and learn strategies as well.

 

[dstefan]

Professor Liew was not only an excellent instructor for our students, but also a great mentor, helping them network and putting them in front of people with headcount and hiring needs, which is rare and very valuable. I am certain that whomever he will selected to help expanding AQC will greatly benefit from similar mentoring and support.

 

[Derek Yang]

I am interested in that class. Really keen on it.

Any update on this class in 2013?