Running The Numbers on High Yield Bonds – Martin Fridson – BNP Paribas

Max Golts – Diversification, Oprtimization and Liquidity

Read this before attending Nov 9 QWAFAFEW-NYC MEMBERS-ONLY Meeting.  It is Markopolos Submission to SEC on Madoff

2010_Sep_28_Greiner: g-factor model alternative for measuring VAR

Bob Gay’s presentation on collecting true and accurate fundamentals on ETF portfolios – available for free on www.the-gears.com

RESEARCH ON SENTIMENT-BASED SMART MONEY INVESTMENT MODELS AND IMPLICATIONS FOR INVESTORS Dirk Renick PhD Manager Quantitative Research< Thomson Reuters Starmine – courtesy of Thomson Reuters June 16 2010

Data Requirements for Valid Backtests – June 16 Presentation by Marcus Bogue of Charter Oak Systems courtesy of Thomson Reuters

Optimization Analytics – Issues for Plan Sponsors and Consultants presented bY jennifer Bender to joint PRMIA/QWAFAFEW Meeting Mar 23 2010

He fell hard for a beautiful model but ended up broke, hurt, jobless, and confused – Bill Margrabe presentation to joint PRMIA/QWAFAFEW Meeting March 23 2010

Carty Presentation on ETP Sutiability for CLients from July 20

Joseph Mezrich Presentation to QWAFAFEW-NYC of Unintended Consequences of Analyst Estimates Revisions since Reg-FD on May 25 2010

Presentation on Recent Events and Valuation Issues Concerning Inverse and Leveraged ETFs by Joanne Hill to QWAFAFEW-NYC on June 29 2010

Active Asset Allocation Using ETFs by Marvin Appel June 29 2010

New York Meeting: Pricing Macro in Equity Factors & Modeling Liquidity Risk 26 May 2009 (NewYork-Meeting-20090526.pdf by NYC QWAFAFEW)

A write-up of the talk given to New York QWAFAFEW on January 27, 2009

Presentation slides and accompanying text and tables.

NewYork File: NewDirectionsBehavioralF-Calianos-20080325a (Calianos2008Mar25.pdf by Andreas Calianos)

NewYork File: TrendyTrenDont-Gilbert-20080325b (Trendy TrenDon’t – QWAFAFEW-CA.pdf by Nili Gilbert)

NewYork File: Eliminating Tail Risk In Trading (QUAFF SLIDE SHOW.pdf by Adam Burczyk)