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 …

… , light language and wry humor mask David Leinweber’s exhaustive compendium of
technological innovations for and impacts on asset trading. Leinweber brings an entrepreneur’s …

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 …

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 …

… Arnott and Leinweber themselves contradict this criticism by … In Paragraph 5, Arnott and
Leinweber quote the statement in my … What Arnott and Leinweber fail to note is that a long-short …

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 Landau gauge gluon propagator for the pure gauge theory is evaluated on a 32 3× 64
lattice with a physical volume of (3.35 3× 6. 7) fm 4. Comparison with two smaller lattices at …

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 …