2nd Annual Algorithmic Trading Conference: February 5th, 2010

[Andy Nguyen]

2nd Annual Algorithmic Trading Conference: Dynamic Portfolios, Optimal Execution, and Risk February 5th, 2009
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).

Audience
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
About0210

Questions, Inquiries and Sponsorship Opportunities
Please contact us at mathfcon@cims.nyu.edu

 

[Aditya Chitral]

Any discounts for quantnet members?

Student registration fee is $550.

 

[Andy Nguyen]

There will be a number of slots reserved for students and financial engineering programs priced at $99.

Contact them via email directly and mention you got the info via Quantnet.

 

[vikramsj]

Has anyone previously attended this conference? Is it practically useful? Is it a good place to meet potential employers?

Student registration is 550$, quite expensive.

 

[Aditya Chitral]

Anybody attending the event?

 

[VladimirBunicu]

Has anyone previously attended this conference? Is it practically useful? Is it a good place to meet potential employers?

Few students from our class have attended the conference last year, you can find their review here The lineup seems 70% similar to last year's.
There might be some opportunity to network during coffee breaks, too

 

[kirylm]

I'm planning to attend.

 

[Aditya Chitral]

I'm planning to attend.

Reminder: You can register for $99 and not $550

 

[Andy Nguyen]

Make sure you email to that address and request for the $99 price for Quantnet members. If you don't mention that, you will be charged $550.

 

[kirylm]

Yes, I already did. I have a feeling that part-time status is not eligible for the discount, but still waiting for the final approval.

 

[kirylm]

Ok, part-timers qualify as well, even though it's mentioned that you have to be full-time. Here is the link:

StudentDiscount

 

[Victor]

I am going too.

 

[Ilpo]

I'm also going to participate.

 

[kirylm]

In case someone would be interested