OUR MISSION

The mission of the University Library for Innovation in Scientific Securities and Economic Simulation (ULISSES) is to provide an institutional-quality, real-time technology and data platform that is open source and available to facilitate innovation in applied quantitative investment management.

The students selected to participate in research on the ULISSES platform have a strong history of internships and subsequent placement in state pension funds, private investment firms, data vendors and top research institutions. ULISSES gives a unique, hands-on experience for students to work with industry leaders in the investment industry and push the bounds of open source applied investment research.

ULISSES is always expanding the scope of the open source nature of its projects. As a result, the project gives students an opportunity to interact regularly with open source industry leaders who specialize in investment management. Past mentors have come from such companies as Capital One Labs, MSCI and Sandisk.

ULISSES is a software and data platform conceived by Dr. James J. Claus. Professor Claus has brought together a consortium of private and financial industry donors, public universities and academics, and public pension funds to provide this unique platform whereby new research in systematic or scientific-driven investment management and economic simulation can be performed with the focus on innovation and knowledge sharing.

Dr. Claus joined the MS Finance program as an executive in residence in Fall 2015. Bringing more than 20 years of investment management experience to the program, he works helping students become the next generation of leaders in financial analysis and management, focusing on combining valuation and financial analysis with technology. Dr. Claus’ experience includes re-engineering the quantitative investment strategies at the world’s largest asset manager, running his own consulting business and hedge fund and serving as a hedge fund director of quantitative research. He was awarded the I/B/E/S International Award in Research and wrote a Smith Breeden-nominated paper, published as the lead article in the Journal of Finance.

His teaching experience includes time at Columbia Business School, the Haas School of Business at the University of California, Berkeley and the David Eccles School of Business. James received his bachelor and master degrees in accounting from Brigham Young University and his Ph.D. from Columbia Business School.

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