- Slides: 14
Brain Teasers o What is the sum of the numbers between 1 and 50? o What is the expected value of a die?
Answers o 1275: 25 pairs of numbers that each sum to 51 (50+1, 49+2, 48+3…) o 3. 5 (1/6 + 2/6 + 3/6 + 4/6 + 5/6 + 6/6)
Quantitative Finance Society Kick-Off Meeting Spring 2012 3
Who We Are o Officially part of the Inter-Club Council n Open to all NYU and Stern students o Focus on Finance, Comp Sci, Math & the Markets n equity markets, commodities, futures, options, currencies, economic indicators, etc. o NASDAQ sponsored o Website Up-to-Date! n www. qfsnyu. com n See for previous presentations, etc.
The Board o E-Board n President: Haroon Ismail n Internal Vice President: Gabriel Wong n External Vice President: Anant Garg n Markets Chair: Andrew Berger n Finance Chair: Seth Zhai n Treasurer: Matthew Giacobbe o We are looking to fill e-board positions!
What We Do o Portfolios (Various Strategies) o Trading Competitions & Simulations o Discuss Markets & Specific Industries n Trade idea pitches n Guest speakers o S&T, Asset Management, Quant, Risk o Sports, Gambling, etc. And more…
Market Update: The Macro View o U. S. Macro Condition n Economic Reports n Bond Updates n The FED o Europe/Asia o Commodities/FX Updates
Our Portfolios o Positions n Portfolio Manager n Research Analyst (2) n Junior Traders (2) o Using Multi. Factor Equity Model as source for fundamental and technical analysis o Thinkor. Swim used as a platform to trade o If interested in joining a team, please email haroon. ismail [email protected] com
Our Portfolios Name Portfolio Manager Long Only Pranav Kanade Macro Portfolio Seth Zhai Equity Pairs Yong. Joon “YJ” Long/Short, 100/100 Brian Fu
Mock Trading Simulation o Co-Sponsored with the Investment Analysis Group o Open Outcry style with minimal use of technology and a lot of mental math o 6 Teams of 3 people n Twice a month for 1 Hour o Team with highest P/L represents NYU at trading competitions as well as some “monetary” prizes
Membership Benefits o S&T resume book sent to recruiters o Name appears on website o Access to library QFS tutorials (e. g. computer programming, trading strategies), Equity Research, QFS Models n Log in online to access all information o Gain consistent knowledge on the markets and on specific industries or desks o Invitation to alumni mingle
Membership Requirements o Attendance (5 events/semester) o 2 -minute trade idea pitch n Trade (long/short), thesis, catalysts, upside, risk factors/downside, entry/exit points OR o Hold a portfolio position Interested members reach out to [email protected] com
Upcoming Events o o o High Frequency Trading Derivatives 101 FX Strategy with Nomura Variable Annuities with Metlife Trading Floor Visits (GS, CS, MS, UBS & more) MIT Annual Trading Competition The Markets in Investment Banking Trading Interview Prep, Resume Workshops Gambling Strategies & Math Regulation & The Markets (e. g. Dodd Frank, Volcker) Alumni Mingle