A quant finance group on LinkedIn
November 23, 2011
Room with a view.
A problem
Most groups concerning finance on LinkedIn are full of garbage. Lots of items that don’t pertain to the real subject of the group, including lots that don’t pertain to much of anything.
The “Quant Finance” group was an exception — it was almost completely on-target. However, it seems to have had a run-in with a black hole.
A solution
The SYMMYS Advanced Risk and Portfolio Management group is an exception to the noisy-group rule. All the items I’ve seen have been pertinent to the group. It focuses on the buy-side as opposed to sell-side or derivatives pricing issues.
Target topics include:
- asset allocation
- risk management
- liquidity
- model construction
asset allocation
Portfolio construction, optimization, robustness, tactical allocation, Black-Litterman, asset & liability management, dynamic strategies, alternative alpha/exotic beta, risk budgeting, hedging, performance attribution.
risk management
VaR and risk measures, diversification, market risk, credit risk, counterparty risk, operational risk, drawdown control, Fully-Flexible Probabilities, leverage.
liquidity
Market impact, optimal execution, algorithmic trading.
model construction
Estimation and forecasting, factor models, copulas, simulations, trees, lattices.
Technical level
The technical level of the group is quite high. There is the desire that the level remain high.
Contraindications
The group is to be avoided if you have aibohphobia. (Why isn’t it aidohphobia?)
The group is supported by a commercial entity, but that seems to have zero impact on the group.
