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	<title>Nerds on Wall Street &#187; quantitative investment management</title>
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	<link>http://nerdsonwallstreet.com</link>
	<description>Computational Finance</description>
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		<item>
		<title>Part 1 &#8211; Wired Markets</title>
		<link>http://nerdsonwallstreet.com/wired-financial-markets-509/</link>
		<comments>http://nerdsonwallstreet.com/wired-financial-markets-509/#comments</comments>
		<pubDate>Sun, 24 May 2009 20:45:21 +0000</pubDate>
		<dc:creator>David Leinweber</dc:creator>
				<category><![CDATA[computational finance]]></category>
		<category><![CDATA[algorithmic trading strategies]]></category>
		<category><![CDATA[electronic markets]]></category>
		<category><![CDATA[finance engineering]]></category>
		<category><![CDATA[finance technology]]></category>
		<category><![CDATA[financial markets]]></category>
		<category><![CDATA[money management]]></category>
		<category><![CDATA[portfolio management]]></category>
		<category><![CDATA[quant]]></category>
		<category><![CDATA[quant finance]]></category>
		<category><![CDATA[quantative investing]]></category>
		<category><![CDATA[quantitative analysis]]></category>
		<category><![CDATA[quantitative analyst]]></category>
		<category><![CDATA[quantitative finance]]></category>
		<category><![CDATA[quantitative investing]]></category>
		<category><![CDATA[quantitative investment]]></category>
		<category><![CDATA[quantitative investment management]]></category>
		<category><![CDATA[quantitative management]]></category>
		<category><![CDATA[quantitative money management]]></category>
		<category><![CDATA[quantitative strategy]]></category>
		<category><![CDATA[quants]]></category>
		<category><![CDATA[wall street]]></category>
		<category><![CDATA[wall street analytics]]></category>
		<category><![CDATA[wall street history]]></category>
		<category><![CDATA[wall street investment]]></category>
		<category><![CDATA[wall street market]]></category>
		<category><![CDATA[wall street quantitative finance]]></category>
		<category><![CDATA[wall street stock market]]></category>
		<category><![CDATA[wall street technology]]></category>
		<category><![CDATA[wall street trading]]></category>

		<guid isPermaLink="false">http://nerdsonwallstreet.com/?p=509</guid>
		<description><![CDATA[ Financial Markets &#8211; Electronic Markets
Not too long ago, going to a stock market meant you would meet lots of new people who were energetically shouting, running around, and making a mess with great quantities of paper. No more. Visiting a financial market now is more like visiting a telephone exchange. Computers and network gear [...]]]></description>
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		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>Forward by Ted Aronson</title>
		<link>http://nerdsonwallstreet.com/forward-by-ted-aronson-497/</link>
		<comments>http://nerdsonwallstreet.com/forward-by-ted-aronson-497/#comments</comments>
		<pubDate>Sun, 24 May 2009 20:25:20 +0000</pubDate>
		<dc:creator>David Leinweber</dc:creator>
				<category><![CDATA[Nerds on Wall Street]]></category>
		<category><![CDATA[algorithmic trading strategies]]></category>
		<category><![CDATA[computational finance]]></category>
		<category><![CDATA[finance engineering]]></category>
		<category><![CDATA[finance technology]]></category>
		<category><![CDATA[money management]]></category>
		<category><![CDATA[portfolio management]]></category>
		<category><![CDATA[quant]]></category>
		<category><![CDATA[quant finance]]></category>
		<category><![CDATA[quantative investing]]></category>
		<category><![CDATA[quantitative analysis]]></category>
		<category><![CDATA[quantitative analyst]]></category>
		<category><![CDATA[quantitative finance]]></category>
		<category><![CDATA[quantitative investing]]></category>
		<category><![CDATA[quantitative investment]]></category>
		<category><![CDATA[quantitative investment management]]></category>
		<category><![CDATA[quantitative management]]></category>
		<category><![CDATA[quantitative money management]]></category>
		<category><![CDATA[quantitative strategy]]></category>
		<category><![CDATA[quants]]></category>
		<category><![CDATA[wall street]]></category>
		<category><![CDATA[wall street analytics]]></category>
		<category><![CDATA[wall street history]]></category>
		<category><![CDATA[wall street investment]]></category>
		<category><![CDATA[wall street market]]></category>
		<category><![CDATA[wall street quantitative finance]]></category>
		<category><![CDATA[wall street stock market]]></category>
		<category><![CDATA[wall street technology]]></category>
		<category><![CDATA[wall street trading]]></category>

		<guid isPermaLink="false">http://nerdsonwallstreet.com/?p=497</guid>
		<description><![CDATA[Nerds on Wall Street Forward by Ted Aronson
Quantitative finance is not a topic usually associated with laughter. That is about to change with the publication of Nerds on Wall Street.
I was first exposed to Dave Leinweber’s wit when he delivered a speech entitled “Nerds on Wall Street.” I believe the event happened 20 or 25 [...]]]></description>
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		<item>
		<title>Introduction to Nerds on Wall Street</title>
		<link>http://nerdsonwallstreet.com/introduction-to-nerds-on-wall-street-479/</link>
		<comments>http://nerdsonwallstreet.com/introduction-to-nerds-on-wall-street-479/#comments</comments>
		<pubDate>Sun, 24 May 2009 20:00:15 +0000</pubDate>
		<dc:creator>David Leinweber</dc:creator>
				<category><![CDATA[computational finance]]></category>
		<category><![CDATA[algorithmic trading strategies]]></category>
		<category><![CDATA[finance engineering]]></category>
		<category><![CDATA[finance technology]]></category>
		<category><![CDATA[money management]]></category>
		<category><![CDATA[portfolio management]]></category>
		<category><![CDATA[quant]]></category>
		<category><![CDATA[quant finance]]></category>
		<category><![CDATA[quantative investing]]></category>
		<category><![CDATA[quantitative analysis]]></category>
		<category><![CDATA[quantitative analyst]]></category>
		<category><![CDATA[quantitative finance]]></category>
		<category><![CDATA[quantitative investing]]></category>
		<category><![CDATA[quantitative investment]]></category>
		<category><![CDATA[quantitative investment management]]></category>
		<category><![CDATA[quantitative management]]></category>
		<category><![CDATA[quantitative strategy]]></category>
		<category><![CDATA[quants]]></category>
		<category><![CDATA[wall street]]></category>
		<category><![CDATA[wall street analytics]]></category>
		<category><![CDATA[wall street history]]></category>
		<category><![CDATA[wall street investment]]></category>
		<category><![CDATA[wall street market]]></category>
		<category><![CDATA[wall street stock market]]></category>
		<category><![CDATA[wall street trading]]></category>

		<guid isPermaLink="false">http://nerdsonwallstreet.com/?p=479</guid>
		<description><![CDATA[Introduction to &#8220;Nerds on Wall Street&#8220;
I hope people think of this book as sort of a Hitchhiker’s Guide to Wired Markets. There are no robots parking cars for six million years, but there are robots trading millions of shares in six milliseconds, so maybe that’s close enough.
In 2006, I got a call from another nerd [...]]]></description>
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		<slash:comments>0</slash:comments>
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		<item>
		<title>Chapter 08 &#8211; Perils and Promise of Evolutionary Computation on Wall Street</title>
		<link>http://nerdsonwallstreet.com/evolutionary-computation-on-wall-street-325/</link>
		<comments>http://nerdsonwallstreet.com/evolutionary-computation-on-wall-street-325/#comments</comments>
		<pubDate>Sat, 23 May 2009 20:54:10 +0000</pubDate>
		<dc:creator>David Leinweber</dc:creator>
				<category><![CDATA[quantitative finance]]></category>
		<category><![CDATA[computational finance]]></category>
		<category><![CDATA[genetic algorithm]]></category>
		<category><![CDATA[genetic algorithms]]></category>
		<category><![CDATA[optimization algorithm]]></category>
		<category><![CDATA[optimization models]]></category>
		<category><![CDATA[optimization theory]]></category>
		<category><![CDATA[quant]]></category>
		<category><![CDATA[quant finance]]></category>
		<category><![CDATA[quantative investing]]></category>
		<category><![CDATA[quantitative analysis]]></category>
		<category><![CDATA[quantitative hedge funds]]></category>
		<category><![CDATA[quantitative investing]]></category>
		<category><![CDATA[quantitative investment]]></category>
		<category><![CDATA[quantitative investment management]]></category>
		<category><![CDATA[quantitative management]]></category>
		<category><![CDATA[quantitative risk]]></category>
		<category><![CDATA[quantitative strategy]]></category>
		<category><![CDATA[quants]]></category>
		<category><![CDATA[stock market trading software]]></category>
		<category><![CDATA[stock trading software]]></category>
		<category><![CDATA[stock trading strategies]]></category>
		<category><![CDATA[stock trading strategy]]></category>
		<category><![CDATA[stock trading system]]></category>
		<category><![CDATA[stock trading systems]]></category>
		<category><![CDATA[using genetic algorithms]]></category>
		<category><![CDATA[wall street]]></category>
		<category><![CDATA[wall street analytics]]></category>
		<category><![CDATA[wall street history]]></category>
		<category><![CDATA[wall street stock market]]></category>
		<category><![CDATA[wall street trading]]></category>

		<guid isPermaLink="false">http://nerdsonwallstreet.com/?p=325</guid>
		<description><![CDATA[Using Genetic Algorithms, Optimization Models, and Evolutionary Computation on Wall Street
“Be careful what you ask for — you might get it.”
My enthusiasm for machine learning, described at the end of the previous chapter, led me to kiss many artificial intelligence ( AI ) frogs. This included many flavors of inductive and explanation &#8211; based learning, [...]]]></description>
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		</item>
		<item>
		<title>Chapter 05 &#8211; A Gentle Introduction to Computerized Investing</title>
		<link>http://nerdsonwallstreet.com/introduction-to-computerized-investing-and-quantitative-investments-290/</link>
		<comments>http://nerdsonwallstreet.com/introduction-to-computerized-investing-and-quantitative-investments-290/#comments</comments>
		<pubDate>Fri, 22 May 2009 23:11:07 +0000</pubDate>
		<dc:creator>David Leinweber</dc:creator>
				<category><![CDATA[quantitative finance]]></category>
		<category><![CDATA[active management]]></category>
		<category><![CDATA[active trading]]></category>
		<category><![CDATA[algo trading]]></category>
		<category><![CDATA[computational finance]]></category>
		<category><![CDATA[equity capital markets]]></category>
		<category><![CDATA[equity fund]]></category>
		<category><![CDATA[equity funds]]></category>
		<category><![CDATA[equity risk]]></category>
		<category><![CDATA[index investing]]></category>
		<category><![CDATA[index trading]]></category>
		<category><![CDATA[investment trading]]></category>
		<category><![CDATA[market impact]]></category>
		<category><![CDATA[mathematical finance]]></category>
		<category><![CDATA[quantative investing]]></category>
		<category><![CDATA[quantitative analysis]]></category>
		<category><![CDATA[quantitative investing]]></category>
		<category><![CDATA[quantitative investment]]></category>
		<category><![CDATA[quantitative investment management]]></category>
		<category><![CDATA[quantitative management]]></category>
		<category><![CDATA[risk analysis]]></category>
		<category><![CDATA[risk and return]]></category>
		<category><![CDATA[stock market trading]]></category>
		<category><![CDATA[stock market trading software]]></category>
		<category><![CDATA[systematic trading]]></category>
		<category><![CDATA[tracking error]]></category>
		<category><![CDATA[wall street]]></category>
		<category><![CDATA[wall street history]]></category>
		<category><![CDATA[wall street stock market]]></category>
		<category><![CDATA[wall street trading]]></category>

		<guid isPermaLink="false">http://nerdsonwallstreet.com/?p=290</guid>
		<description><![CDATA[Computerized Investing, Index Funds, Quantitative Investing, and Active Management
“Life would be so much easier if we only had the source code.” —	Hacker proverb
The beginning of index investing in the 1970s was the result of a convergence of events, one of those ripe apple moments. Institutional investors began to use firms like A.G. Becker to actually [...]]]></description>
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		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>Overview of &#8220;Nerds on Wall Street&#8221;</title>
		<link>http://nerdsonwallstreet.com/overview-of-nerds-on-wall-street-39/</link>
		<comments>http://nerdsonwallstreet.com/overview-of-nerds-on-wall-street-39/#comments</comments>
		<pubDate>Tue, 14 Apr 2009 00:16:41 +0000</pubDate>
		<dc:creator>David Leinweber</dc:creator>
				<category><![CDATA[computational finance]]></category>
		<category><![CDATA[quantative investing]]></category>
		<category><![CDATA[quantitative investment management]]></category>
		<category><![CDATA[quantitative management]]></category>
		<category><![CDATA[wall street]]></category>
		<category><![CDATA[wall street analytics]]></category>
		<category><![CDATA[wall street history]]></category>
		<category><![CDATA[wall street investment]]></category>
		<category><![CDATA[wall street market]]></category>
		<category><![CDATA[wall street stock]]></category>
		<category><![CDATA[wall street stock market]]></category>
		<category><![CDATA[wall street stocks]]></category>
		<category><![CDATA[wall street trading]]></category>

		<guid isPermaLink="false">http://nerdsonwallstreet.com/?p=39</guid>
		<description><![CDATA[Technology has transformed global markets, but this is nothing new. Markets have been shaped by machinery for hundreds of years, and this continues at a rapid pace today.
Author David Leinweber—a computer scientist who accidentally stumbled upon Wall Street and became an innovator in the application of modern information technology in trading and investing—is a well-qualified [...]]]></description>
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		</item>
		<item>
		<title>About</title>
		<link>http://nerdsonwallstreet.com/about/</link>
		<comments>http://nerdsonwallstreet.com/about/#comments</comments>
		<pubDate>Wed, 01 Apr 2009 20:29:02 +0000</pubDate>
		<dc:creator>David Leinweber</dc:creator>
				<category><![CDATA[quantitative investing]]></category>
		<category><![CDATA[computational finance]]></category>
		<category><![CDATA[financial engineering]]></category>
		<category><![CDATA[mathematical finance]]></category>
		<category><![CDATA[quantative investing]]></category>
		<category><![CDATA[quantitative investment management]]></category>
		<category><![CDATA[quantitative strategy]]></category>
		<category><![CDATA[wall street]]></category>
		<category><![CDATA[wall street analytics]]></category>
		<category><![CDATA[wall street history]]></category>
		<category><![CDATA[wall street stock market]]></category>
		<category><![CDATA[wall street trading]]></category>

		<guid isPermaLink="false">http://nerdsonwallstreet.com/?page_id=2</guid>
		<description><![CDATA[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 [...]]]></description>
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