2nd Annual Algorithmic Trading Conference: Dynamic Portfolios, Optimal Execution, and Risk
Written by Corey Allen   

February 5th, 2010
NYU Skirball Center, 566 LaGuardia Place, New York, NY 10012

In response to the explosive growth of Algorithmic Trading over the past few years, the Mathematics in Finance Masters Program at the Courant Institute, NYU, is pleased to announce the 2nd Annual Algorithmic Trading Conference to be held on February 5, 2010 at the NYU Skirball Center, an 860-seat conference and performance venue at Washington Square.

Last year’s conference established this event as one the leading academic initiatives in New York, and with already an impressive roster of speakers, this one-day conference will provide coverage on the latest innovations and developments in the field of Algorithmic Trading.

Topics include:
•    Dynamic Portfolio Management
•    Anti-gaming algorithms
•    Crossing network and dark pool optimization
•    Construction of price impact models using public and non-public data
•    Execution risk analytics, including bias-free covariance matrices and factor models
•    Integration of cost aware portfolio construction and optimal execution
•    Post-trade analytics and quantitative comparison of execution strategies
•    Intraday data patterns, machine-readable news and trading strategies
•    Latency

This year’s Keynote Speakers include Ananth Madhavan (BlackRock, Inc.), Terrence Hendershott (UC Berkeley), Joel Hasbrouck (NYU Stern), and Ronnie Sadka (Boston College, Carroll School of Management).

Buy-side practitioners (prop traders; hedge funds; portfolio, money and risk managers), sell-side practitioners (traders, financial engineers, quantitative analysts, research teams), technology and analytics providers, regulators, and academics.

Information and Registration at http://math.nyu.edu/~mathfcon/index.php/upcoming-events/feb-5-2010

Questions, Inquiries and Sponsorship Opportunities
Please contact us at pkolm AT cims.nyu.edu or 718-838-9231