SQA - for coming events and membership info, visit http://www.sqa-us.org

Denver QWAFAFEW Holiday Get together - Next Meeting Wed Dec 4; for more info, please e-mail denver@qwafafew.org

Chicago QWAFAFEW - Next Meeting TBA -Click Here for details

SF QWAFAFEW - Next Meeting TBA; Click Here

We wish all a very happy and healthy holiday season!

Next QWAFAFEW-Princeton:
Tue March 18 2014 - Program TBA
Click Here for more

Coming Soon - 2014 Meeting Schedule for NYC Chapter

Click here for other upcoming events of interest

HELP NEEDED - Interested in Serving on the QWAFAFEW-Tri-State Steering Committee? Please e-mail hblank@qwafafew.org with your contact data

PRMIA - Events & Educational Opportinities - http://www.prmia.org

Click Here for New Job Postings

- About New York QWAFAFEW Chapter
- Other QWAFAFEW Chapter Events
- QWAFAFEW Chapter Addresses & Steering Committees
- How to become a member
- Past meeting dates and agendas and file references
- About this site

Jan 8 2013 - NYC - Presentation - Melissa Brown and Dan diBartolomeo
Dec 4 2012 - NYC - Presentation - Steven Greiner PhD and Jim Pritchard
Nov 13 2012 - NYC - Presentation - Aakarsh Ramchandani and Rodney Sullivan CFA Institute
Oct 23 2012 - NYC - Presentation - Douglas McDonald PhD
Oct 9 2012 - NJ - Presentation - Aakarsh Ramchandani and Elliot Noma
Sep 27 2012 - NYC - Presentation - Richard Michaud PhD
Aug 28 2012 - NYC - Presentation - Daniel Satchkov CFA
Jul 24 2012 - NYC - Presentation - Florina Klingbaum
Jun 25 2012 - NYC - Presentation - Philip Bennett
Jun 05 2012 - Hartford CT - Presentation - Daniel Satchkov
May 22 2012 - NYC - Presentation - Evan Schulman and C. Michael Carty
Feb 28 2012 - NYC - Presentation - Indrani De and Andre Bertolotti
Jan 24 2012 - NYC - Presentation - Ron Ryan and Frederick Siboulet
Nov 29 2011 - NYC - Presentation - Dan diBartolomeo
Oct 25 2011 - NYC - Presentation - Larry Pohlman and Andre Mirabelli
Sep 27 2011 - NYC - Presentation - Manish Aurora and Inna Okounkova
Sep 26 2011 - Hartford CT - Presentation - Ashvin Viswanathan
Aug 23 2011 - NYC - Presentation - John Prestbo and Dave Nadig
Jul 19 2011 - NYC - Presentation - Michael Ashton and e-mail maryann.bartels@baml.com to request highlights from her presentation
Jun 28 2011 - NYC - Presentation - Elena Goldman
Jun 13 2011 - Hartford CT - Presentation - Matthew Moran
Jun 8 2011 - NYC - Presentation - Stephen Figlewski; for George Bonne presentation, http://online.thomsonreuters.com/forms/IMdownloads/
May 24 2011 - NYC - Presentation - Vinny Catalano
May 11 2011 - Princeton NJ - Presentation - Thorsten Schmidt, Robert Golan and Rick Labs
Apr 26 2011 - NYC - Presentation - Sebastian Ceria, Terry Marsh and Frank Nielsen
Mar 29 2011 - NYC - Presentation - Indrani De and Jaime Fitzgerald and e-mail margaret.stumpp@qmassociates.com to request highlights from her presentation
Mar 16 2011 - NYC - Presentation - Ruben Falk and Yin Luo
Feb 22 2011 - NYC - Presentation - Jim Liew and Astrid Prajogo
Feb 16 2011 - Princeton NJ - Presentation - Dan diBartolomeo and John Prestbo
Jan 25 2011 - NYC - Presentation - Ron Ryan and Jim Pritchard
Dec 9 - Princeton NJ - Presentation - Ruben Falk
Dec 8 - NYC - Presentation - Dan diBartolomeo and Gail Doolin
Nov 17 - NYC - Presentation - Martin Fridson and Max Golts
Oct 26 - NYC - Presentation - Don Alexander and e-mail matthew.rothman@barclayscapital.com to request his presentation
Oct 6 - Princeton NJ - Presentation - Joseph Mezrich and e-mail david.allen@firstcoverage.com to request his presentation
Sep 28 - NYC- Presentations - Boryana Racheva-Iotova and Steve Greiner
Sep 20 - Hartford CT - Presentations - Bill Miller , John Ruocco, Dave Nadig
Aug 24 - NYC- Presentations - 2010-08-24-ny-Gay.pdf.
For Richard Brown's August 24 presentation, please click here
Jul 20 - NYC- Presentation - 2010-07-20-ny-Carty.ppt ; Email maryann.bartels@baml.com to request her presentation
Jun 29 - NYC - Presentations - 2010-06-29-qw-ny-Hill.pdf, also 2010-06-29-qw-ny-Appel.ppt
Jun 16 - NYC - Presentations - 2010-06-16-ny-Bogue.ppt, also 2010-06-16-ny-Renick.ppt
May 25-NYC -Presentation - Boneck
May 12 - Princeton - Presentations -Kushal Kshirsagar, William Rafter, Richard Suttmeier
For earlier presentations, please click on "Past presentations" link in left column, then scroll down to desired date. Don't see what you want? e-mail Herb at hblank@qwafafew.org

LINKS OF INTEREST
- www.qwafafew.org
- Professional Risk Managers' Industry Association
- Society of Quantitative Analysts
- Chicago Quantitative Alliance
- Chicago QWAFAFEW-past-sked
- Global Association of Risk Professionals
- Chartered Alternative Investment Analyst Association
- Indexuniverse.com

Where: Patrick Conway's Pub - 40 E. 43rd Street - Downstairs Private Room - 1/2 b from Grand Central, http://www.patrickconways.com - ideal for business lunches, happy hour meet-ups and delicious casual suppers.

Start time: - 5:30 PM

Ending time: 8:30 PM

All are welcome. Please invite colleagues.

This is a PRMIA Partner Event.
Venue: Patrick Conway's Restaurant and Pub, 40 E. 43rd Street, Downstairs Room - 1/2 block from Grand Central Station;

RSVP to nyc@qwafafew.org. In text body, please provide the name, phone number, email, and membership/affiliation status for each attendee
Admission Fees: (Cash or Check payable to QWAFAFEW at the door please)
New Policy: a $10 surcharge will apply to anyone who has not RSVP'd by 7:30 AM on the morning of the event.
$30 for paid-up QWAFAFEW members (any chapter);
$35 for CQA members, SQA members, CQFs, MTA mwembers, and sustaining (paid) PRMIA members;
$40 for full-time students, those between positions, CAIA's, CTHFA members, FWA members, IAFE, and Members of any CFA Society;
$50 for members of PRMIA (free members), GARP, and/or members of any Quant-affiliated Linked-In group;
$60 for all other RSVPs;
Pay 12-month membership dues of $100 at the door (CHECK to QWAFAFEW or CASH only), attend this meeting for free;
Student membership now available for $50 (first meeting free).
Between Positions? Transitional membership now available for $75 (1st meeting free)
Due to rising costs, the Steering Committee has approved fee increases in memberships effective March 1, 2013 - so become a member at this meeting and lock in the current lower rates until 2014
(the new rates will be $120/$60 for students/$80 for between positions).
To learn more about QWAFAFEW Quantitative Investment Networking Society and to sign up for our mailing list, sign up at www.quaffers.org to receive these email announcements directly
AGENDA
5:30- 6:15 Registration, Networking, and Refreshments
6:15 - 6:20 Chapter Business - Mike Carty, New Millennium Advisors & Herb Blank, S-Network LLC
6:20 - 7:15 Presentation #1

7:15 - 7:30 Refreshment and Networking Break
7:25 - 8:25 Presentation #2

8:30 pm Adjournment

NYC meetings are usually held on Tuesdays on 43rd Street in Manhattan near Grand Central Station at Patrick Conway's Pub & Restaurant (downstairs), 40 E 43rd St (between Madison & Vanderbilt), NY, NY 10017 – ½-block from Grand Central Station).

To receive email notifications - please go back to the top of the page and fill in your name and e-mail address in the rightmost column. You will be e-mailed to confirm your subscription to our free newsletter.

Time: 5:30 PM – 8:15 PM.

Admission - all are welcome. Please RSVP.
Fees:
$30 for Paid-Up Members of QWAFAFEW-NYC;
$40 for members of CAIA, CQA, PRMIA, SQA, GARP or any CFAs, unemployed students and/or members of this Linked-In group;
$50 for all other RSVPs.

To RSVP: Email nyc@qwafafew.org and put date of event you wish to attend in Subject Line. In text body, please provide the names, phone numbers, organizations (if any), emails, and membership status for each attendee.

Note: ONLY cash or check (to QWAFAFEW) can be accepted. NO PLASTIC. Paper receipts are available upon request.

Membership: You need not be a member to attend but there are benefits. Membership is noiw on a 12-month basis. NYC dues for 2011 are only $100 (Students $50, Jobless $75). Join by cash or check payable to QWAFAFEW at the door and attend that meeting for free.  If you wish to join by mail, please send check (ONLY) made to QWAFAFEW to Herb Blank, Rapid Ratings International, 86 Chambers Street, S uite 701, NY, NY 10007

Application: for those who wish to submit a Membership application (not required) please click here

Pay membership dues at the door (CHECK to QWAFAFEW or CASH only) and attend this meeting for free.

Admission Fees: $30 for Paid-up Members of any QWAFAFEW Chapter and/or Sustaining PRMIA members

FOR THIS MEETING ONLY, Email qwafafew.nyc@gmail.com. We will only be able to accept the first 75 verified RSVPs. But, we will maintain a waiting list if we are fully subscribed. So, if you will be unable to attend. If it's last-minute, please call Herb at 917-992-7852.

On your RSVP, please provide your name, THE CHAPTER of which you are a dues-paid member, Organization, and a contact phone number. One e-mail per attendee please. ONLY cash or check (to QWAFAFEW) can be accepted. NO PLASTIC - paper receipts available. Questions? Call Herb, 917-992-7852.

FIRST MEETING of 2013 - The State of Risk Modeling and Analytic Tools
Melissa Brown, Executive Vice President, Axioma Inc.
Dan DiBartolomeo, CEO and Founder, Northfield Information Systems

De-constructing Black-Litterman and Beyond & Economic Risks: Attempting to Measure the Unmeasurable
Richard Michaud, PhD, CEO & Founder, New Frontier Advisors
Deborah Berebichez, PhD, Quantitative Risk Consultant, MSCI

Quantitative Strategies and Their Implementation
Savita Subramanian and Alex Makedon, BA Merrill Lynch
Alper Atamturk, University of California Berkeley and Bloomberg LP

Fifty Shades of ETFs
David Abner, Director - Institutional Sales, Wisdom Tree Asset Management
Matthew Moran, Vice President - Index Products, Chicago Board Options Exchange

Applicability of Sharpe Ratio in Near-Zero-Interest-Rate Environments & A New Perspective on Trading Systems Analytics
Marcos Lopez de Prado, Head of Global Quantitative Research, Tudor Investment Corporation
David Marra, CEO, Boston Post Analytics

Quantitative Research on Strategy Indexes
Jason Hsu, Chief Investment Officer, Research Affiliates
Ted Stover, Managing Director - Research & Analytics, FTSE Americas

Portfolo Strategies from Chief Investment Officers
Mary Ann Bartels, CIO, Merrill Lynch Wealth Strategies &
Mike Carty, CIO,New Millennium Advisors

Quantitative Trading Research
Marcos Lopez de Prado, Head of Global Quantitative Research, Hess Trading;
Alexander Izmailov Market Memory Trading LLC

Applied Optimaztion Problems
"Currency Risk and Globilisation", Jason MacQueen, MD, R-Squared Risk Management;
"Power-Log Optimizaion", Jivendra Kale, Professor, St. Mary's College of California

Volatility and Reurns: Behind the Numbers
Robert Michaud, New Frontier Advisors;
Petter Kolm PhD and Gordon Ritter, Phd, NYU Courant Institute

Examining the Disconnection between Economics and Finanical Risk Engineering
Merav Ozair, PhD, Mackabie Capital
A Comparison of Leveraged Index Products for Long-Term Investment
Jeff Stollman, ITU-T

- email: Hugh@qwafafew.org
- meetings: 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street
- [call 617-536-4630 for directions]
- steering_committee_boston.doc

- email: hartford@qwafafew.org
- meetings: City Steam Brewery Café, 942 Main St., Hartford, CT 06103
- steering_committee_hartford.doc

- Efforts now active to locate a new home for website as googlegroups.com will soon be unsupported. Ideas? Please contact Jeff Wiebe
- email: qwafafew-vancouver@googlegroups.com
- contact people - Jeff Wiebe at jtwiebe@gmail.com or 778.628.6744; Dion Roseman at DRoseman@cclgroup.com
- meetings: at The Vancouver Club and other various area venues as available

Triumph Brewing Company

138 Nassau St. #A

Princeton, NJ 08542

February 19, 2013 Tuesday

Boston. MA

Next Boston QWAFAFEW Meeting: Tuesday, 19 January 2013
Time: 6:15 PM sharpe
3rd Floor of the Tennis & Racquet Club, 939 Boylston Street
RSVP to Hugh@QWAFAFEW.org

Structural Model of Sovereign Debt - Dan diBartolomeo, Northfield Information Systems

------
Executive Management Associates (EMA) is now managing the billing and dues collection for Boston QWAFAFEW

Charlene Glorieux and EMA come highly recommended by the Boston Committee on Foreign Relations. EMA has been managing the BCFR for many years.

Please note the following changes:

· All annual dues ($150) should be paid to Boston QWAFAFEW by check or credit card through EMA.
By check:
Executive Management Associates
12 Academy Avenue
Atkinson, NH 03811
bostonqwafafewbilling@gmail.com

· By credit card (PayPal) http://qwafafew.org/BostonPayDues.html
Link at the bottom of Boston QWAFAFEW home page. If payment is made close to the meeting, bring receipt.
bostonqwafafewbilling@gmail.com

· Please RSVP for all meetings you plan to attend: hugh@QWAFAFEW.org Guests who do not RSVP may have to wait to enter the meeting, due to space constraints (capacity=100, Boston Fire Dept).

· All current annual members should contact EMA to be sure they are properly recorded as being paid up. We will be maintaining two mailing lists; one for paid members and one for everyone else.

· Guest fees ($30) can be paid through EMA (check or PayPal, bring receipt). We still allow walk-ins (space permitting). The $30 guest fee can be paid by cash or check at the door, no credit cards at the meeting.

· EMA can be reached at bostonqwafafewbilling@gmail.com

· As always, if you have names or discussion topics, please forward them to any member of the Steerage Committee.

Questions, comments:
· bostonqwafafewbilling@gmail.com
· hugh@QWAFAFEW.org

Guest fee for attendance is $30. Members attend at no charge. Send e-mail to hugh@qwafafew.org for inquiries

Triumph Brewing Company

138 Nassau St. #A

Princeton, NJ 08542

San Francisco Tue Nov 6 2012

L'Olivier French Restaurant

465 Davis CT San Francisco CA 94111

Thursday January 31 2013

Marco's Coal Fired Pizza

2129 Larimer Street, Denver, CO

Monday September 10, 2012

Hot Tomato's, 1 Union Plaza at Asylum, Union Station

Hartford, CT

Technically Speaking with Mary Ann Bartels CFA, Head of Technical and Market Analysis, B of A Merrill Lynch

What are the current technical and asset flow trends in the markets? What shifts are occurring in leadership? Particular attention will be paid to which hedge fund strategies have been working recently.

5:00 Registration & Refreshments. Ms. Bartels goes on at 5:45. Adjournment is 7:00 PM. QWAFAFEW, Hartford CFA & Sustaining PRMIA members pay $20; most others pay $30.Food & Soft drinks included. Cash bar.
Cash or check at door for admission. e-mail hartford@qwafafew.org with your RSVP before September 4 and save $5 on you admission. Call Herb Blank at 917-992-7852 with questions.

All are welcome to attend.

Time: 5:00 PM – 7:00 PM NEW Venue: Hot Tomato's - One Union Station, NE corner of Union Street and Asylum Street, Hartford, CT 06103 http://www.hottomatos.net

RSVP to hartford@qwafafew.org or qwafafew.hartford@gmail.com

Admission Fees accepted at door (cash or check to QWAFAFEW, no plastic):
$20 for paid-up QWAFAFEW members of any chapter at the door, Hartford CFA Society members, and sustaining PRMIA members;
$25 for CQF Designates, CAIA's, members of any other CFA Society, Alumni of any CT-based college, and SQA Members
$35 for members of CQA, FWA, IAFE, PRMIA (free members), GARP, SPA, FIRMA, LQG, BPOE, or any CFAs, CMTs, and/or members of any Quant-affiliated Linked-In group; $40 for all other RSVPs;

Special deals: Pay 12-month dues of $40 at the door (CHECK to QWAFAFEW or CASH only), attend this meeting for free.
New offer this year for full-time students, Student membership now available for $30 for 2012 (first meeting free). Transitional membership now available for $35 for 2012 (first meeting free)
To learn more about QWAFAFEW Quantitative Investment Networking Society and to sign up for our mailing list, sign up at www.quaffers.org to receive these email announcements directly.

We wish to thank the Hartford CFA Society (www.hartfordcfa.org) for their continued support of QWAFAFEW-Hartford.

May 15 - 17 2012

PRMIA Global Risk Conference

Marriott Marquis

1535 Broadway, NY 10036 @ 45th Street

CQF Information Seminar - the Global Standard in Financial Engineering -

Find out more about the quantitative finance industry, your career options within it and the CQF by attending one of our information sessions, where you can meet active quants, members of the CQF team and course alumni. Each session lasts approximately 1 hour. All info sessions take place in a central location in a specific city, and include drinks, refreshments and networking after the presentation.
http://www.cqf.com/admissions/information-session-dates for more details.

Can't make it to Midtown on March 7th? Here's a second chance: Find out more about the quantitative finance industry, your career options within it and the CQF by logging into one of our online information sessions where you can find out about the program and ask questions directly to members of the CQF team. Each session lasts approximately 1 hour.
http://www.cqf.com/admissions/webinar-dates for details.

Thursday June 14, 2012 - CQA/SQA Event - 12:00 - 5:00 PM

60 Wall Street, New York, NY

The Colony Club, Springfield, MA

NYSSA Conference Center

1540 Broadway, Suite 1010, NY, NY 10036