CQF Winter 2012

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Nov 2009 Issue
Issue 43 of Wilmott was published in Sep 2009 - Download PDFs here.
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In This Issue
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Regulars
Editor's Letter 73KB
News 79KB
Car Reviews 188KB
The skewed world of Jan Darasz 217KB
Columns & Features
Cover Story: Rational Expectations 259KB

FTSE: Quant - The Next Generation of Investment Strategy Indices 249KB

Sybase: Regulating the Money 278KB

Thomson Reuters: Expert Panel: Exploiting High Frequency Quantitative Trading Opportunities 169KB

Microsoft: Solver Foundation - Fresh Light 105KB

Bill Ziemba: What Signals Worked and What Did Not 1980–2009: Part III 731KB

Aaron Brown: Risk Manager Without Portfolio 157KB

FINCAD: Absolute Destination 99KB

REvolution: R for REvolution 72KB

Satyajit Das:GFC Cures - Placebo Effects 150KB

Ed Thorp: My Encounters with Madoff’s Scheme and Other Swindles 72KB

Mike Staunton: Exploring for VIX 182KB