About

David Leinweber is a Haas Fellow in Finance at the Haas School of Business at UC Berkeley, and founding Director of the Center for Innovative Financial Technology at Berkeley. He is the founder of two pioneering financial technology firms and successfully managed multibillion-dollar institutional portfolios for many years.

Dr. Leinweber has consulted, published, and lectured widely on the use of advanced technology, artificial intelligence, and intelligence amplification in finance—always in an easy and accessible way—and has earned the reputation as “class clown of the quantitative investing industry.”

He received BS degrees in physics and electrical engineering from the Massachusetts Institute of Technology and a PhD in applied mathematics from Harvard University.

The most recent of the essays in this book were written in December 2008, while others go back to the start of electronic markets — a span of over 20 years, so there are a lot of people to thank. In more or less chronological order, Karen Goldberg, of the MacArthur High School math department for letting me play with what passed for a computer there, Henry Kendall of MIT, for letting me play with a real one, Harry Lewis at Harvard, for suggesting courses at the Harvard Business School; Bruno Augenstein and Willis Ware, at RAND Corporation, for getting me interested in real-time artificial intelligence; Steve Wyle at LISP Machines and Don Putnam and Lew Roth at Inference Corporation for encouragement and assistance to hammer the square peg of early artificial intelligence into the round hole of finance; Dale Prouty, Yossi Beinart, and Mark Wright of Integrated Analytics for rounding off the peg into MarketMind and later QuantEx; Ray Killian and Frank Baxter of Jefferies and ITG, for noticing that the rounded peg now did fit the finance hole.

All of the MarketMind and QuantEx users, observers, and tire kickers, who let me get an unusually broad exposure to investing and trading, particularly Evan Schulman, Blair Hull, David Shaw, Blake Grossman, Ron Kahn, Richard Rosenblatt, Steve Snider, Mike Epstein, Bill Pasqua, Chris Dean Andrew Lo, Robert Schwartz, and John Mulheren. Henry Lichstein for his push-the-envelope ideas on machine learning and text; Rob Arnott, John Dorian, and Tan Pham at First Quadrant, where we got to push many envelopes; Larry Russell, Eric Feigen, Scott Steadman, Jacob Sisk, Lew Roth, and others who helped start the — ahead of its time — textual firm Codexa, along with return engagements by our board members, Harry Lewis, Henry Lichstein, and Dale Prouty; John Leyard and Dave Porter at California Institute of Technology, where founders of firms ahead of their time are welcome; and my similarly inclined Berkeley colleagues, Hayne Leland, John O’Brien, Terry Hendershott, and Richard Lyons, for their help launching the Center for Innovative Financial Technology at the Haas School of Business.

Thanks go to authors and coauthors of previous versions of material appearing in Nerds on Wall Street, Ananth Madhavan, Salman Khan, and John O’Brien; and to John Wiley & Sons editors Pamela van Giessen and Emilie Herman.

In particular, the blue-ribbon, five-star, summa cum laude, golden oak-leaf cluster of author thanks goes to Marguerite Moreno, a Codexa co-conspirator, who in addition to being married to me for 22 years, bearing two children, and feeding them in addition to three dogs, took on what turned out to be the large and extensive task of organizing a book that has hundreds of pictures, quotations, and conceptual flotsam.

>>>>>> READ MORE HERE < <<<<<<

Wall Street Analytics