quantitative investment management

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 [...]

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 [...]

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 [...]