Faculty and Executive Leadership Directory

David Leinweber

Haas Fellow in Finance
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Academic Status: On duty
Curriculum Vitae (in PDF format, Acrobat Reader required)
Short Bio (in PDF format, Acrobat Reader required)

Education

Ph.D., Applied Mathematics, Harvard University
MA, Applied Mathematics, Harvard University
SB, Physics and Electrical Engineering/Computer Science, Massachusetts Institute of Technology

Positions Held

2008-present Haas Fellow in Finance, Haas School of Business, UC Berkeley
2008-present Founding Director, Center for Innovative Financial Technology
2001-present Principal of independent development and research firm, Leinweber & Co.
2001-2003 Visiting faculty in economics, California Institute of Technology
2003 Adjunct Professor, Marshall School of Business, University of Southern California
1999-2001 Founder, CEO and Chairman, Codexa
1993-1999 Managing Director/Partner, First Quadrant
1987-90 Founder, Integrated Analytics (later ITG)
1978-84 Information Scientist, The RAND Corporation

Selected Papers and Publications

Nerds on Wall Street, forthcoming 2008 Wiley Financial
How I Became a Quant, opening chapter, Wiley, 2007
"Algos vs. Algos," Institutional Investor Alpha, Feb. 2007
"Stupid Data Miner Tricks," Journal of Investing, Spring 2007
"If you had everything computationally, where would you put it, financially?"
Journal of Portfolio Management, Winter2005
"Delving Deeper, The Text Frontier," Bloomberg Wealth Management, Nov. 2003
"Perils and Pitfalls of Evolutionary Computation in Finance," Journal of Investing,
Winter 2003
"Markets, Technology and Trust," Financial Times, Oct. 2002, and Caltech Working
Paper 1143

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