Mathematics in Finance Masters Program at the Courant Institute, NYU announces:
2nd Annual Algorithmic Trading Conference: Dynamic Portfolios, Optimal Execution, and Risk
February 5, 2010
8:30am - 5:30pm
NYU Skirball Center
566 LaGuardia Place
New York, NY 10012
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),
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.
For more information and registration click here
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