Algorithmic Trading Conference : 10/03/08 - New York, NY
Written by Petter Kolm   

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.

PROGRAM HIGHLIGHTS:

• Dynamic optimization in custom execution algorithms

• The use of adaptive arrival price optimization

• The role of short term alpha in optimizing execution

• Execution risk and its relationship to portfolio risk

• Buy-side institutional efforts to integrate portfolio construction, risk management, and optimal execution

SPEAKERS:

* Robert ALMGREN Quantitative Brokers

* David CUSHING Wellington Management

* Robert ENGLE NYU Stern, Nobel Laureate

* Robert FERSTENBERG Morgan Stanley

* Jim GATHERAL Merrill Lynch

* Merrell HORA Credit Suisse

* George SOFIANOS Goldman Sachs

* Jiang WANG Sloan School, MIT

ORGANIZING COMMITTEE:

* Petter KOLM, Courant Institute, NYU

* Lee MACLIN, Courant Institute, Pragma Financial Systems

VENUE:

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

WEB SITE & REGISTRATION:

http://www.finance-concepts.com/algo2008/

PROGRAM BROCHURE:

http://www.algotradeconf.com/AlgorithmicTrading.pdf

CONTACT:

Finance Concepts, 590 Madison Avenue, 21 st Floor, New York NY 10022 Tel: (212) 521 41 66

Email:

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