Quantitative Investment Management, LLC

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Quantitative Investment Management Skip to content 2003 Firm Inception $1.3B Firm AUM 0% Management Fee 40 Employees Contact Us An approach that is difficult to bucket. Throughout QIM’s 20-year history, the firm has created and adapted novel ways of using cutting-edge machine learning techniques to build models that seek to forecast market moves over the short- to medium-term. QIM’s programs have produced returns with little to no correlation to the S P 500 (TR) while also producing positive returns in the majority of the index’s down months. All-Nighters, frozen toilets, and costly heating bills The partnership that would eventually form QIM began in 1994 at an apartment complex called “The Alamo” near the grounds of the University of Virginia (UVA). It all started when Jaffray Woodriff moved into an empty bedroom in Michael Geismar’s apartment and set up his office in the living room. Michael welcomed his new roommate since he literally couldn’t afford to turn on the heat during the cold winter months. The foundations for QIM’s investment strategy were developed by Jaffray in a UVA computer lab a few years earlier, with most of the experiments being conducted in the middle of the night when the computer lab was empty. It eventually culminated in a 48-hour research marathon when he finally hit the “aha moment” he was looking for – a realization that it is possible to build a whole class of trend-neutral models (on average) as opposed to the far more common trend-following mo

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