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Events Archive
Event: 2nd Annual Algorithmic Trading Conference: Dynamic Portfolios, Optimal Execution, and Risk
Date: Friday, February 5, 2010
Location:
NYU Skirball Center
566 LaGuardia Place
New York, NY 10012
The International Association of Financial Engineers is pleased to endorse
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.
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.
Sponsorship Opportunities
Please contact us for sponsorship opportunities at pkolm@cims.nyu.edu or (718) 838 9231.
Click here for more information and to register
IAFE Members login to get a discount code for this event.
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