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NYU Courant Institute and FINANCE CONCEPTS are pleased to announce the forthcoming conference on ALGORITHMIC TRADING: Dynamic Portfolios, Optimal Execution, and Risk
Time: October 3rd, 2008, starting at 8:30 a.m.
Venue: NYU Skirball Center, New York University
Sponsored by
GERSON LEHRMAN GROUP, MERRILL LYNCH, ITG, JP MORGAN, TETHYS
Download brochure: http://www.algotradeconf.com/AlgorithmicTrading.pdf
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.
Speakers:
Robert ALMGREN, Quantitative Brokers
David CUSHING, Wellington Management
Ian DOMOWITZ, ITG
Robert ENGLE, NYU Stern, Nobel Prize winner
Robert FERSTENBERG, Morgan Stanley
Jim GATHERAL, Merrill Lynch
Merrell HORA, Credit Suisse
George SOFIANOS, Goldman Sachs
Organizing committee:
Petter Kolm, Courant Institute, NYU
Lee Maclin, Courant Institute, Pragma Financial Systems
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 risks and its relationship to portfolio risk
* Buy-side institutional efforts to integrate portfolio construction, risk
management and optimal execution
INFORMATION AND REGISTRATION:
For more information and registration please see
http://www.algotradeconf.com or contact us by email at
info@algotradeconf.com
Registration fee: USD $1199 (regular), USD $899 (special group rate), USD$599 (full-time academic rate) , USD $99 (**special rate for students in full-time mathematical finance and quantitative finance graduate programs**)
We kindly request interested participants to send their registration as soon as possible but no later than September 30th 2008.
Time: October 3rd, 2008, starting at 8:30 a.m.
Venue: NYU Skirball Center, New York University
Sponsored by
GERSON LEHRMAN GROUP, MERRILL LYNCH, ITG, JP MORGAN, TETHYS
Download brochure: http://www.algotradeconf.com/AlgorithmicTrading.pdf
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.
Speakers:
Robert ALMGREN, Quantitative Brokers
David CUSHING, Wellington Management
Ian DOMOWITZ, ITG
Robert ENGLE, NYU Stern, Nobel Prize winner
Robert FERSTENBERG, Morgan Stanley
Jim GATHERAL, Merrill Lynch
Merrell HORA, Credit Suisse
George SOFIANOS, Goldman Sachs
Organizing committee:
Petter Kolm, Courant Institute, NYU
Lee Maclin, Courant Institute, Pragma Financial Systems
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 risks and its relationship to portfolio risk
* Buy-side institutional efforts to integrate portfolio construction, risk
management and optimal execution
INFORMATION AND REGISTRATION:
For more information and registration please see
http://www.algotradeconf.com or contact us by email at
info@algotradeconf.com
Registration fee: USD $1199 (regular), USD $899 (special group rate), USD$599 (full-time academic rate) , USD $99 (**special rate for students in full-time mathematical finance and quantitative finance graduate programs**)
We kindly request interested participants to send their registration as soon as possible but no later than September 30th 2008.
