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There's going to be a conference on Algorithmic Trading at NYU's Courant Institute on Friday, October 3 2008, starting at 8:30am. The venue will be the Skirball Center
The conference's title is: "Algorithmic Trading: Dynamic Portfolios, Optimal Execution, and Risk" and the list of speakers is:
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
Of course, Robert Engle received the Nobel Prize for his ARCH model, which is used to model/forecast changes in time series volatility.
Robert Almgren was my professor for Econometrics and Statistical Arbitrage at Courant. It was my favorite class at NYU -- he has the rare ability to speak very simply, and coupled with his obvious mastery of the subject, is a truly *wonderful* professor/speaker.
The conference brochure can be found at: http://www.algotradeconf.com/AlgorithmicTrading.pdf
Registration fee:
However, I'm told that every student can get in for $99.
I'm going. If anyone wants to meet up there, feel free to contact me.
Pete
The conference's title is: "Algorithmic Trading: Dynamic Portfolios, Optimal Execution, and Risk" and the list of speakers is:
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
Of course, Robert Engle received the Nobel Prize for his ARCH model, which is used to model/forecast changes in time series volatility.
Robert Almgren was my professor for Econometrics and Statistical Arbitrage at Courant. It was my favorite class at NYU -- he has the rare ability to speak very simply, and coupled with his obvious mastery of the subject, is a truly *wonderful* professor/speaker.
The conference brochure can be found at: http://www.algotradeconf.com/AlgorithmicTrading.pdf
Registration fee:
- regular: $1199
- group rate: $899
- academic rate: $599
- Courant math-finance student rate: $99
However, I'm told that every student can get in for $99.
I'm going. If anyone wants to meet up there, feel free to contact me.
Pete