2nd Annual Algorithmic Trading Conference: Dynamic Portfolios, Optimal Execution, and Risk
February 5, 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.
• Dynamic Portfolio Management
• Anti-gaming algorithms
• 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
• The SEC Concept Release on Equity Market Structure (Release No. 34-61358; File No. S7-02-10)
• The Future of Algorithmic Trading
This year’s speakers and panelists include Rob Almgren (Quantitative Brokers), Brad Banks (Athena Capital Research), Ian Domowitz (ITG), Jim Gatheral (Bank of America Merrill Lynch), Joel Hasbrouck (NYU Stern), Frank Hatheway (Nasdaq OMX), Terrence Hendershott (UC Berkeley), Petter Kolm (Courant Institute), Lee Maclin (Courant Institute), Ananth Madhavan (BlackRock, Inc.), Oskar Mencer (Maxeler), Ronnie Sadka (Boston College, Carroll School of Management), and TBA (ORC Software).
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://www.cims.nyu.edu/~mathfcon/index.php/upcoming-events/feb-5-2010
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