DevonMcC
Quant Researcher / PM
- Joined
- 6/22/07
- Messages
- 1
- Points
- 11
Hi Quantnet people -
I'm an experienced quant, currently independently consulting, with experience in asset-allocation, futures overlay, quant model development, international investing, process improvement, and Bayesian statistics. [I don't know why I'm shown as a "Junior Quant Analyst" other than the usual disease of overly-helpful software]
I've worked in quant groups at Morgan Stanley, Bankers Trust/Deutschebank, and New York Life Investment Management. I'm a founding member of the New York Financial Engineers. As part of this latter group, I'm doing a research project on "How Long to Hold Winners and Losers" - some of which is posted online on the group's Wiki at http://nyfinancialengineer.wikispaces.com/Projects (Projects 1 and 1a).
I'm also active in QWAFAFEW in New York (QWAFAFEW Worldwide | Quantitative Work Alliance for Applied Finance, Education & Wisdom) so maybe I'll see some of you at those meetings.
Devon McCormick, CFA
I'm an experienced quant, currently independently consulting, with experience in asset-allocation, futures overlay, quant model development, international investing, process improvement, and Bayesian statistics. [I don't know why I'm shown as a "Junior Quant Analyst" other than the usual disease of overly-helpful software]
I've worked in quant groups at Morgan Stanley, Bankers Trust/Deutschebank, and New York Life Investment Management. I'm a founding member of the New York Financial Engineers. As part of this latter group, I'm doing a research project on "How Long to Hold Winners and Losers" - some of which is posted online on the group's Wiki at http://nyfinancialengineer.wikispaces.com/Projects (Projects 1 and 1a).
I'm also active in QWAFAFEW in New York (QWAFAFEW Worldwide | Quantitative Work Alliance for Applied Finance, Education & Wisdom) so maybe I'll see some of you at those meetings.
Devon McCormick, CFA