Mike Spivey
August 30, 2012

My Semester as a Quant: Mean-Variance Optimization and the Black-Litterman Model

During the spring semester 2012 I worked as a quantitative analyst, or quant, in the long-term forecasting research group at Russell Investments in Seattle. This talk will be about that experience: the work environment, my tasks and responsibilities, the models we used, and the theoretical and implementation challenges I encountered.