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Conferences
Conferences
Selected Talks
• Invited Panelist  for the panel “U.S., Europe and beyond - Assessing the Global Scope of HFT,” at the HFT High Frequency Trading World conference, December 8, 2010
• Invited Speaker “Perspectives on Quantitative Equity Strategies: Factors, Portfolio Construction and Transaction Costs,” Fidelity Investments, London, December 3, 2010
• Invited Speaker and Panelist at Quant Invest 2010, “Incorporating Algorithmic Trading Strategies into Your Quant Portfolio: Balancing Different Alpha Decay, Transaction Costs and Risk,” Paris, France, November 29-30, 2010
• Invited Speaker at Yale School of Management, “Quantitative Equity Investing: An Overview of Some Techniques and Strategies,” New Haven, November 17, 2010
• Invited Panelist at Buy-Side Tech Global Equities Trading Summit, “Examining the Evolution of Market Structure for North American Equities,” New York, October 21, 2010
• Invited Panelist and Moderator at Fall HedgeWorld Conference, “Trade Execution,” New York, October 21, 2010
• Invited Speaker at GLG Seminar “Quantitative Equity Strategy Development: Factors, Portfolio Construction and Transaction Costs,” New York, October 20, 2010
• Invited Speaker at QWAFAFEW, “Algorithmic Trading: Overview, Social Value and Recent Developments,”  Boston, October 19, 2010
• Invited Panelist at MUREX Symposium, “Volatility Management; Smile Dynamic Consistent Hedging,” New York, September 28, 2010 
• Invited Speaker at Bank of America Merrill Lynch’s Annual Quant Conference, “Algorithmic Trading: Overview, Social Value and Recent Developments ,” New York, September 9, 2010
•“Algorithmic Trading: A Buy-Side Perspective”, Quant Congress USA, organized by Risk, July 2010
• “Best Practices in Portfolio Construction”, Alliance Bernstein, June 2010
• Chair and moderator of the High Frequency Trading Panel Session at the IAFE Annual Conference, June 2010
• “Risk. Redefined.”, webinar organized by Cenario Capital Management, June 2010
• Panel discussant at the High-Frequency Trading Leaders Forum 2010, May 2010
• Panel discussant on the High Frequency Trading Panel at Spring HedgeWorld Fund Services Conference, May 2010
• Panel discussant on the “How I Became a Quant” panel, Fields Institute for Research in Mathematical Sciences, University of Toronto, April 2010
• “Algorithmic Trading: A Buy-Side Perspective”, Workshop on Computational Methods in Finance, Fields Institute for Research in Mathematical Sciences, University of Toronto, March 2010
• “Algorithmic and High-Frequency Trading: Where Are We Headed?”, The Monday Club, January 2010
• “Algorithmic Trading: A Buy-Side Perspective”, Financial Engineering Practitioners Seminar, University of Michigan, January 2010
• “Algorithmic Trading: A Buy-Side Perspective”, Rutgers University, Mathematical Finance and Probability Seminar, October 2009
• “Algorithmic Trading and Dynamic Portfolio Analysis”, Bloomberg, July 2009
• “High-Frequency Finance and Dynamic Portfolio Analysis”, Gerson Lehrman Group, July 2009
• “Practical Dynamic Multi-Period Optimization”, Workshop on Modeling High Frequency Data in Finance, Stevens Institute of Technology, July 2009
• (Multiple talks) “Optimal Execution and Market Impact Modeling”, “Robust Portfolio Optimization with Transaction Costs”, “Combining Portfolio Optimization and Optimal Execution”, “Stochastic Optimal Control and Dynamic Portfolio Analysis”, and “On the High-Frequency Arms Race”, Workshop on High-Frequency Finance and Quantitative Strategies, Courant Institute, New York University, June 2009
• “Algorithmic Trading: A Buy-Side Perspective”, IAFE, New York City, May 2009
• “Algorithmic Trading and Dynamic Portfolio Analysis”, Thomson Reuters Partnership Discussion, New York, February 2009
• “Incorporating Market Impact Costs into Dynamic Portfolio Optimization”, 2008 Siam Conference on Financial Mathematics and Engineering, November 2008
• “Credit Crisis: Actions Taken and Lessons Learned”, moderator of panel discussion with Bjorn Flesaker and Stephen Figlewski, New York Academy of Sciences, New York City, November, 2008
• “Recent Developments in Portfolio Construction: Black-Litterman and Transaction Costs,” at various hedge funds and investment banks, Boston and New York, July/August 2008
• “Recent Developments in Portfolio Construction II: Robust Estimation and Optimization, and High-Frequency Trading,” at various hedge funds and investment banks, Boston and New York, July/August 2008
• “Trading with Term Structure Models”, Presentation for MBA Students, Yale School of Management, April 2005 and March 2006
• “The Black-Litterman Model”, presentation held at various hedge funds in New York, 2005


Conferences and Workshops Organized
• Head Organizer and Presenter of the two-day workshop “High-Frequency Finance and Quantitative Strategies”, Partners and sponsors: Axioma, IAFE, SQA New York, December 10-11, 2010
• Head organizer and head of the scientific committee of the two-day workshop “Recent Developments in Derivatives Pricing: A Special Event Honoring Dilip Madan”, New York, June 19-20, 2010. Partners: IAFE, SQA, Quantnet
• Head organizer and head of the scientific committee of the conference “2nd Annual Algorithmic Trading Conference: Dynamic Portfolios, Optimal Execution, and Risk” February 5, 2010. Partners and sponsors: Athena Capital Research, Axioma, Bank of America - Merrill Lynch, The Berkley MFE, IAFE, Kx Systems, The MathWorks, Maxeler Technologies, Northfield Information Services, ORC, Quantnet, QWAFAFEW
• Head organizer and head of the scientific committee of the three-day workshop “High-Frequency Finance and Quantitative Strategies”, New York, December 11-12, 2009. Partners and sponsors: Axioma, IAFE, SQA
• Head organizer and head of the scientific committee of the one-day conference “The Future of Risk Management”, New York, November 13, 2009. Partners and sponsors: Axioma, IAFE, PRMIA, SQA, Standard & Poor's, QuantNetwork
• Head organizer and head of the scientific committee of the three-day workshop “High-Frequency Finance and Quantitative Strategies”, New York, June 10-12, 2009. Partners and sponsors: Axioma, IAFE, SQA, QWAFAFEW, Quantnet, World Scientific
• Head organizer and head of the scientific committee of the three-day workshop “Financial Engineering: Derivatives, Operator Methods and GPU Computing”, New York, January 12-14, 2009. Partners and sponsors: IAFE, NVIDIA, NYSSA, and QWAFAFEW
• Head organizer and head of the scientific committee of the conference “Algorithmic Trading: Dynamic Portfolios, Optimal Execution and Risk”, New York, October 3, 2008. Partners and sponsors: Europlace, Gerson Lehrman Group, IAFE, ITG, J.P. Morgan, Merrill Lynch, NYSSA, Securities Technology Resources, Tethys
• Head organizer of the three-day workshop “Advanced Risk and Portfolio Management”, New York, June 26-28, 2008. Partners and sponsors: IAFE, NYSSA, QWAFAFEW, SQA, Travelers, Wall Street Ren