Brain Teasers

1
Brain Teasers

• What is the sum of the numbers between 1 and 50?
• What is the expected value of a die?

2
Answers

• 1275 25 pairs of numbers that each sum to 51
  (501, 492, 483)
• 3.5 (1/6 2/6 3/6 4/6 5/6 6/6)

3
Quantitative Finance Society

• Kick-Off Meeting
• Spring 2012

4
Who We Are

• Officially part of the Inter-Club Council
• Open to all NYU and Stern students
• Focus on Finance, Comp Sci, Math the Markets
• equity markets, commodities, futures, options,
  currencies, economic indicators, etc.
• NASDAQ sponsored
• Website Up-to-Date!
• www.qfsnyu.com
• See for previous presentations, etc.

5
The Board

• E-Board
• President Haroon Ismail
• Internal Vice President Gabriel Wong
• External Vice President Anant Garg
• Markets Chair Andrew Berger
• Finance Chair Seth Zhai
• Treasurer Matthew Giacobbe
• We are looking to fill e-board positions!

6
What We Do

• Portfolios (Various Strategies)
• Trading Competitions Simulations
• Discuss Markets Specific Industries
• Trade idea pitches
• Guest speakers
• ST, Asset Management, Quant, Risk
• Sports, Gambling, etc.
• And more

7
Market Update The Macro View

• U.S. Macro Condition
• Economic Reports
• Bond Updates
• The FED
• Europe/Asia
• Commodities/FX Updates

8
Our Portfolios

• Positions
• Portfolio Manager
• Research Analyst (2)
• Junior Traders (2)
• Using MultiFactor Equity Model as source for
  fundamental and technical analysis
• ThinkorSwim used as a platform to trade
• If interested in joining a team, please email
  haroon.ismail90_at_gmail.com

9
Our Portfolios
Name Portfolio Manager
Long Only Pranav Kanade
Macro Portfolio Seth Zhai
Equity Pairs YongJoon YJ
Long/Short, 100/100 Brian Fu
10
Mock Trading Simulation

• Co-Sponsored with the Investment Analysis Group
• Open Outcry style with minimal use of technology
  and a lot of mental math
• 6 Teams of 3 people
• Twice a month for 1 Hour
• Team with highest P/L represents NYU at trading
  competitions as well as some monetary prizes

11
Membership Benefits

• ST resume book sent to recruiters
• Name appears on website
• Access to library QFS tutorials (e.g. computer
  programming, trading strategies), Equity
  Research, QFS Models
• Log in online to access all information
• Gain consistent knowledge on the markets and on
  specific industries or desks
• Invitation to alumni mingle

12
Membership Requirements

• Attendance (5 events/semester)
• 2-minute trade idea pitch
• Trade (long/short), thesis, catalysts, upside,
  risk factors/downside, entry/exit points
• OR
• Hold a portfolio position
• Interested members reach out to
  quantfsnyu_at_gmail.com

13
Upcoming Events

• 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

14
Questions?