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 25 of october Profiting from U.S. presidential elections might just be the ultimate form of democratic capitalism. So when the media spin surrounding the 2004 elections started gaining momentum, I decided to join the politically inspired pollsters and bumper sticker peddlers in finding and exploiting the inefficiencies resulting from predicting election results. I suppose it should not have been surprising that the time tested Arbitrage Pricing Theorem was equally applicable in the political arena...
Learn more about Presidential Arbitrage and how you can profit from it.
- 4 of november
Quantitative finance is a challenging subject. However, financial practitioners don't exactly go out of their way to make the topic more accessible to outsiders. One problem is the language barrier separating quants from the rest of the world. The following article makes light of a profession that has a tendency to take itself too seriously.
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About Rico
- PROFESSIONAL
Rico Blaser is perhaps best known for co-founding
Market Engine Corporation, a startup company providing Wall Street tec hnologies at a Silicon Valley pace. Market Engine employed thirty scientists and
leveraged high-performance server clusters as a basis for its modern trading and pricing platform. Rico
studied computer science and financial mathematics at the University of California, Berkeley. He is a Swiss
citizen, currently residing in London after nearly a decade in San
Francisco. Rico presently works
as a proprietary trader at
Morgan Stanley. Before joining
the Principal Strategies group
in late 2005, he worked for the
Fixed Income Derivatives group
at the same firm.
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http://kquant.com
FINANCE, MATH, AND TECHNOLOGY
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FAMILY & FRIENDS
Aside from quantitative finance,
you may have spotted Rico flying a Robinson helicopter or swimming at the local pool. If you are
interested in meeting Rico's friends, would like to learn the results of his recent MRI, or
are intrigued by his drive-by shooting incident or the fantastic views of San Francisco, Alcatraz,
and the Golden Gate bridge from his former bedroom window, this is the section to read.
- CONTACT INFO
Email: rblaser
AT kquant DOT com
Mobile: +44 079 8129
9938
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- Frequently Asked Questions
Q: What does the K in K|Quant stand for?
A: K is a high-performance vector programming language for financial applications.
Q:
Where was the picture on the front page taken?
A: In my home town of Bern, the capital of
Switzerland.
Q: What's the purpose of this site?
A: It is a resource for aspiring
quants and an avenue to keep in touch with colleagues.
Q: When was this site started?
A: In summer of 2004.
Q: Are you interested in joining our team of quants /
traders?
A: I'm not actively seeking employment so unless the upside is
irresistable...
Q: Are you related to
Rico, the genius Border Collie?
A: No, but we do enjoy many of the same activities, including sleeping and eating.
Q: Will you respond to my emails?
A: Probably. But I won't join your pyramid scheme or buy vitamins from you.
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Emanuel Derman has released a new book entitled "