It wasn’t too long ago that calling someone a data miner was a very bad thing. You could start
a fistfight at a convention of statisticians with this kind of talk. It meant that you were finding …

… profound, and author David Leinweber provides readers with … And Leinweber helps readers
go beyond the numbers to see … With this intriguing and entertaining book, Leinweber shows …

The internet has revolutionized the dissemination of information and disinformation that move
markets. Deliberate manipulation of prices is not new. Many time-honored nefarious ploys …

Institutional money managers now can bring an awesome quantity of computational power
to bear on investment problems. Analytical methods and techniques that were infeasible in …

DAVID J. LEINWEBER is director ofresearch at First Quadrant Corp., a Pasadena, Cal@ rnia
investment management jrm specializing in active quantitative strategies, including global …

… Leinweber First Quadrant Reply to Anott and Leinweber Robert Arnott and David Leinweber
purport to present a critique of issues raised in my FAJ article, "Are Long-Short Equity …

Provides a history and technical overview of one of the major artificial intelligence successes
in securities trading in Manhattan in New York City. Requirements for the design of an …

The centerpiece of this paper is a comprehensive analysis of all of the trading by a large US
pension fund in 1991. The first version was published in the Summer 1995 issue of the …

Real-world examples of evolutionay computation technologies in use in institutional asset
management are scarce. The passage of time and the intellectual generosity of the …

A new Monte-Carlo based uncertainty analysis is introduced to quantitatively determine the
predictive ability of QCD sum rules. A comprehensive analysis of ground stateρ-meson and …