Dave

Assistant Organizer

Location:

Raleigh, NC

Member since:

August 7, 2011

Please mention a quantitative area in which you research, work, study, trade, or at least have a background or interest.

Portfolio and trading performance / risk metrics such as the Sharpe Ratio, Sortino Ratio, Jenson's Alpha, M2, etc. http://en.wikipedia.org/wiki/Sharpe_Ratio http://en.wikipedia.org/wiki/Sortino_ratio http://en.wikipedia.org/wiki/Treynor_ratio http://en.wikipedia.org/wiki/Modigliani_Risk-Adjusted_Performance

Please name a quantitative area in which you could give a talk or participate in a panel discussion at some point.

I would need to study and prepare but would like to give a talk or participate in panel on risk / performance metrics above.

If your address is outside NC, please explain your connection to NC as this group is for local traders only.

No answer yet

Introduction

I have a background in mathematics and computer science, with a BS and MS in computer science. I presently work at a mid size company troubleshooting and developing system software, primarily Linux based, both userspace and kernel.


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