Save the Date: Algorithmic Trading conference in New York , October 3rd 2008
Written by Petter Kolm   

Courant Institute at NYU and FINANCE CONCEPTS are pleased to announce the forthcoming conference on

ALGORITHMIC TRADING: Dynamic Portfolios, Optimal Execution, and Risk

NEW YORK, October 3rd 2008

VENUE: NYU Skirball Center, New York University, 566 LaGuardia Place, (Washington Square South) New York, NY 10012

The explosive growth of algorithmic trading has challenged academia and industry to explore the foundations of this emerging area of quantitative finance.

The Mathematics in Finance Masters Program at NYU and Finance Concepts are pleased to present this conference, which brings together leading market practitioners and academics to discuss the latest advances in algorithmic trading- dynamic portfolios, optimal execution, and risk.


Robert ALMGREN, Quantitative Brokers

David CUSHING, Wellington Management

Robert ENGLE, NYU Stern, Nobel Prize winner

Robert FERSTENBERG, Morgan Stanley

Merrell HORA, Credit Suisse

George SOFIANOS, Goldman Sachs

Jiang WANG, Sloan School, MIT


* Dynamic optimization in custom execution algorithms

* The use of adaptive arrival price optimization

* The role of short term alpha in optimizing execution

* Execution risks and its relationship to portfolio risk

* Buy-side institutional efforts to integrate portfolio

construction, risk management and optimal execution


For more information please visit our web site:

or contact us by email:
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For information on registration please download the brochure

We  kindly request interested participants to send their registration as soon as possible but no later than September 30th 2008.