The Knightmare

I remember when I built my own brokerage firm with a bunch of people, including Rich Hagen, co-founder of TradeKing.  For the time, we had developed a novel way of trading, which needed market makers to understand and facilitate some of our new ways of trading, like the ladder order.  We found two great places to make our trades.  One of them was Knight Securities.  We used them to trade most of...
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Speaking in San Francisco.

I will be speaking about the Crisis of Crowding and signing copies of the book in San Francisco.  Please come and enjoy the fun. DATE:  Tuesday, November 13, 2012 at 7 PM.  LOCATION:  Books Inc Opera Plaza, 601 Van Ness Avenue, San Francisco, CA 94102.  
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Chincarini Voted for Best Teacher

August 2012. Students praise Dr. Ludwig Chincarini for teaching with votes for teaching awards, including Gonzales Prize at Georgetown and 7th (out of 173 professors) at Pomona College for the Wig Award.  
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Clever Gemma: The Vanishing Sun

Clever Gemma is the story about a young girl who is determined to understand the world in which she lives. Her first fascination is with the sunset. She wants to know why the sun vanishes at night. Through conversations with her father, Clever Gemma learns about why the sun disappears at night and about so much more. This book is for reading to children of ages 0 to 7 years old.
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NEW QEPM Book: November 2022

Quantitative Equity Portfolio Management is a comprehensive guide to the entire process of constructing and managing a high-yield quantitative equity portfolio. This detailed handbook begins with the basic principles of quantitative active management and then clearly outlines how to build an equity portfolio using those powerful concepts.  When this classic guide was first published in 2006,...
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