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The 2007 IAFE Annual Conference - From Quant to Riches

The International Association of Financial Engineers presents

The 2007 IAFE Annual Conference - From Quant to Riches

Monday, May 21, 2007​

Hosted at Bear Stearns, 383 Madison Avenue, New York City​

Featuring Talks by Jim Simons and Andrew Lo.

Program Agenda:

8 am
Coffee & Light Breakfast

8:30 am
IAFE Annual General Membership Meeting

9 am
Opening Remarks
Richard Lindsey, CEO, Callcott Group & IAFE Chairman

9:15 am
Demystifying Quantitative Trading
A Panel Conversation
Panel led by Giovanni Beliossi, Managing Partner, FGS Capital & IAFE Board Member
Ramu Thaigarajan, Principal and Portfolio Manager of Quantitative Strategies, Pequot Management
Richard Bookstaber, Frontpoint Partners

10:30 am
Mid-Morning Break
Kindly sponsored by University of California, Berkeley - Masters Financial Engineering

11:00 am
The Psychology of Trading
Andrew Lo, Harris & Harris Group Professor, MIT Sloan School of Management & IAFE Senior Fellow
Are financial markets driven by fear and greed, or by rational arbitrageurs? Is there any method to the market's madness? In this talk, Dr. Lo will attempt to reconcile behavioral finance with the Efficient Markets Hypothesis by focusing on the psychology of trading and the role of emotion in financial decision making.

What are They Thinking?
The results of a poll of the IAFE Board and Senior Fellows in regards to the most interesting question in finance. IAFE Senior Fellows include Phelim Boyle, John C. Cox, Emanuel Derman, Darrell Duffie, John C. Hull, Jonathan Ingersoll, Robert Jarrow, Andrew Lo, Harry Markowitz, Leo Melamed, Robert C. Merton, Stephen A. Ross, Mark Rubenstein, Paul A. Samuelson, Myron Scholes, William Sharpe, Oldrich Vasicek.
Presented by Tanya Styblo Beder, IAFE Board Member

12:45 pm

2:15 pm
Keynote Speech: Mathematics, Common Sense and Good Luck
How Jim stumbled his way into the world of finance, and miraculously managed to land on his feet.
Jim Simons, President, Renaissance Technologies and 2006 IAFE/SunGard Financial Engineer of the Year

3:30 pm
Mid-Afternoon Break

4:00 pm
Hedge Fund Valuation
A Panel Conversation incorporating the work of the IAFE Investor Risk Committee and AIMA's New Publication "Guide to Sound Practices for Hedge Fund Valuation"
Panel led by Leon Metzger, Adjunct Professor and Editor, IAFE Whitepaper on Valuations.
Michael Greenstein, Partner, PricewaterhouseCoopers, Alternative Investment Funds
David Woodhouse, Fauchier Partners & Chief Author/Editor, AIMA Guide to Sound Practices for Hedge Fund Valuation.

5:15 pm
Top Ten Hedge Fund Quotes
What hedge fund managers really say - the best (or worst) statements from managers.
Andrew Weisman, Managing Director, Merrill Lynch & IAFE Board Member
Mark Anson, CEO, Hermes Pension Management & IAFE Board Member

5:45 pm

Reception sponsorships are also available - for more details contact David Jaffe, Executive Director, IAFE at 212-317-7479.

Attendence is free for current IAFE members. Members click here to log into the members area and register.
I registered as well. This is one of those rare events which don't run in the evening, therefore we can attend it before the class.

Hope to see many of you there.