5 / 3 / 2010. General Body Meeting. Agenda. Announcements Quant Group AMX earnings report GGP update Headlines iGo pitch by TMT junior analysts What to do with our excess cash? Conclusion. Announcements. Social event May 11 th in Collegetown . . Quant Group. Analysts: Ali Yazdi
General Body Meeting
The Theory of Speculation (1900)
Brownian motion to evaluate Options?
Modern Portfolio Theory (1952)
Maximize returns & minimize risk.
The absolute gold standard for valuing options.
Set up with the primary aim of:
Perform quantitative analysis of our investments, and successfully hedge for Equity, Interest Rate, Currency, and Commodity Risk.
Quantitative Investment Strategies:
Complement the club's fundamental approach by proposing pitches based on Quantitative models and Technical Analysis.
Simple Delta Hedging Example
Objective: Find the amount of call to long or short to create a delta neutral portfolio that reduces the risk of price movements in the underlying stock
Sell 50% of our Position
“Doubling Down on WebOS”
iGo, Inc. (IGOI)
Miles MoenArmando AcostaZack ZarankaHoward Yu
Operating Cash Flow Ratios:
Return on Equity Ratios (ROE):
What to do with our excess cash?