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Department of Mathematics at University of Minnesota has 4 online lectures on financial mathematics - Lectures on financial mathematics: Notes on Financial Mathematics The Risk-Neutral World Δ-Hedging The Central Limit Theorem David Harper aka Bionic Turtle has set of small videos on his website about quantitative finance and risk management - Bionic ...
This is a great question. I hope there are many valuable contributions. The recent (Jan 27, 28) MIT 150 Symposium, "Economics and Finance: From Theory to Practice to Policy". http://mit150.mit.edu/symposia/economics Specifically, the Jan 28 should be of interest (Finance). I particularly enjoyed Ross. "Finding Alpha" Videos (based on Falkenstein's ...
One might probably mention Yale's Endowment under David Swensen which generated returns of 13% per annum over the past two decades (as compared to the 8 or 9% average return of college and university endowments). Now, I would not label Swensen's approach to portfolio management with a pure absolute return strategy tag but he definitely uses some insights ...
That's a tough question to answer. The "quant business" is a business. Some quants sell low-grade/low-volatility results, some sell fast-moving/unpredictable results, some sell industry targeted results, etc. It depends on what the buyer wants to buy. There's a market for everything. Haven't we all met people that think they're going to win the ...
Eric Zivot's Introduction to Computational Finance and Financial Econometrics on Coursera.
I believe the reason no one has been able to come up with an example of a quant fund employing the academic factor-based approach with stellar performance is because there aren't any (at least not any with decent sized AUM). For a while, now, there has been a debate amongst institutional investors and quantitative professionals as to whether quant is dead. ...
Khan Academy now offers finance videos (he already started with e.g. the basics of option trading strategies and arbitrage pricing):
I strongly recommend Robert Shiller's "Financial Markets".
There is a mathfinance "tube": http://www.mathfinance.cn/video/
One simple way to approach this question is to look at what quantitative hedge funds did well during the crisis, and try to understand what strategies they employed. As an example, you can look at the Barron's 100 from 2009. The top performing fund was RenTech's Medallion. Their strategy is not publicly known. There were only two broad hedge fund ...
Quite a lot of lectures on Wilmott.com: http://wilmott.com/av.cfm
A couple of lecture note links, no video or audio, but these are pretty useful nonetheless. Notes from Emmanuel Derman's 2007 Columbia course on the Volatility Smile Andrew Lesniewski's 2009 notes on Interest Rate and Credit pricing, on his Lectures and Presentations page, there are a few other interesting presentations there as well.
This is the question I've been waiting for! I work at a large outsourced CIO shop and spend a lot of time evaluating different managers and the strategies they come to us with. I also know a number of people I went to school with that are now at quant funds. There are a couple of important points to keep in mind: Every respectable quantitative manager has ...
If it was possible to simply pick up some papers and adapt them and produce returns that trade would quickly disappear since it would be an inexpensive way for firms to produce excess returns. If you have a factor that produces alpha you had best not publish it or all returns associated with it will disappear. I have found most of the value in the academic ...
There are hedge funds out there that actually only make money when markets go down a lot. I think the strategies they use are what you are looking for and i must tell you i found it very interesting. There is this hedge fund called Universa, its run by Mark Spitznagel and advised by Nasim Tallib the writer of the book "the Black Swan". This hedge fund ...
While not strictly quantitative finance, for the first year in the PhD I found this Youtube-Channel extremely helpful: http://www.youtube.com/user/mathematicalmonk I covers almost only math, but does a very good job at explaining the basics of probability theory. Most people will already have mastered that stuff, but it will surely help those unfamiliar ...
To brush up on some of the basics, Yale has the following: http://oyc.yale.edu/economics Three of four are financial.
Also there are some interesting videos from Global Derivatives 2011-2012 confernces. Particularly this one: http://www.youtube.com/watch?v=FK8MjpGKIkk
Plenty of useful cources can be found at https://www.coursera.org/courses. For example: Data Analisys, Computational Methods for Data Analysis,
Coursera had a Computational Investing course by Prof. Tucker Balch as well. https://www.coursera.org/course/compinvesting1 Looks like it is being offered again in February 2013. Useful for someone who wants to learn basic finance and coding for Finance in Python. They use a software developed for the same course in GeorgiaTech. Hope this is useful.
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