December 10-11, 2010
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Farshid Asl Adjunct Professor, Courant Institute of Mathematical Sciences, NYU Farshid is working for a major financial institution. He also teaches Statistical Arbitrage at the Courant Institute of Mathematics at NYU. He has published various papers in quantitative journals and conferences. Farshid received a Ph.D. from the University of Michigan, and he is the recipient of 2005 Carl Humphry Memorial Alumni Award. Joseph Cerniglia Senior Investment Manager, Aberdeen Asset Management Joseph is a senior investment manager on the U.S. equity team. Joseph joined Aberdeen in 2007 following the acquisition of Nationwide Financial Services’ equity investment management team, where since September 2000 he served as a portfolio manager. Previously, Joseph was an equity analyst at Pitcairn Trust Company. Joseph graduated with a BS in accounting from Saint Joseph’s University, and received a MS in mathematics of finance at Courant Institute of Mathematics, New York University. He is a CFA® Charterholder. Eran Fishler Eran Fishler Director of Algorithmic Trading - Pragma Securities
Eran Fishler is the Director of Algorithmic Trading at Pragma Securities. He joined Pragma in 2007, and currently he spearhead Pragma's research efforts and development of new products in the algorithmic trading space. Among his responsibilities are researching market microstructure and in particular the effects of fragmentation on trade execution, developing new trading and anti-gaming strategies, and optimal execution. Eran holds a Ph.D. in Electrical Engineering from Tel Aviv University where he specialized in Statistical Signal Processing and a MBA from NYU. Petter Kolm Director of the Mathematics in Finance M.S. Program and Clinical Associate Professor, Courant Institute of Mathematical Sciences, NYU Previously, Petter worked in the Quantitative Strategies Group at Goldman Sachs Asset Management where his responsibilities included researching and developing new quantitative investment strategies for the group's hedge fund. Petter coauthored the books Financial Modeling of the Equity Market: From CAPM to Cointegration (Wiley, 2006), Trends in Quantitative Finance (CFA Research Institute, 2006), Robust Portfolio Management and Optimization (Wiley, 2007), and Quantitative Equity Investing: Techniques and Strategies (Wiley, 2010). He holds a Ph.D. in mathematics from Yale, an M.Phil. in applied mathematics from Royal Institute of Technology, and an M.S. in mathematics from ETH Zurich. Petter is a member of the editorial board of the Journal of Portfolio Management. As a consultant and expert witness, he has provided his services in areas such as algorithmic and quantitative trading strategies, econometrics, forecasting models, portfolio construction methodologies incorporating transaction costs, and risk management procedures. Lee Maclin Adjunct Professor, Courant Institute of Mathematical Sciences, NYU. Founding Partner, Pragma Financial Systems Lee has over twenty years of experience on Wall Street and has worked and consulted for some of its largest and best known firms. Since 1991, Lee has worked primarily in the trading and investment management fields, specializing in the application of statistical methods, modeling, and high frequency simulation. From 1993 to 1997, Lee ran a quantitative trading department for Mint Investment Management, which, at the time, was one of the largest commodity trading advisors in the world. In 2002, Lee was one of the founding partners of Pragma Financial Systems and, for the next six years, served as its Director of Research. At Pragma, Lee’s work focused on the development of optimal execution and dynamic portfolio management tools. He is a frequent speaker on the topic of algorithmic trading and computational finance. |