News and Events

On Tuesday, January 30^th the Chairman of Quantal International, Inc. addressed students of the Asset Management Practicum course led by Professor Richard Smith.  The session was open to all students in the consortium and was the third in a series of speaker sessions offered during the course.

Lawrence Tint is the chairman of Quantal International, Inc. which is headquartered in Berkeley, California and provides products and consulting services to financial institutions and advisors worldwide. He joined Quantal International 7 years ago from Barclays Global Investors (BGI), where he served as Vice-Chairman of the Global Management Committee. Before joining BGI, Mr. Tint served as President of Sharpe-Tint, Inc., an investment management and consulting company specializing in asset allocation for large institutional investors, which he started together with the Nobel winning economist William Sharpe. Mr. Tint's 30 years industry experience includes various sorts of senior research and development roles at Merrill Lynch, Trust Company of the West and Wilshire Associates. He is a member of Drucker Board of visitors, Haverford College Board of Managers, and also chairs of the Haverford College Finance Committee.

Lawrence Tint’s topic was “Putting New Technology and Ideas to Work in Hedge Fund Management”. His presentation centered on Quantal’s performance analytics, BGI’s research methodology and investment discipline. Throughout his address, besides answering serial questions from students, not only did he chart approaches to research, analysis, implementation and management of portfolio strategies in BGI, but also illustrated Quantal’s core financial technology, which consists of global hybrid multi-factor models for equities and Government bond returns combining the accuracy of an implicit factor specification with the explanatory power of an explicit model.