Advancing the Field of Quantitative Finance
formerly the IAFE

Events

Event: 2007 Annual Conference: From Quant to Riches
Date: May 21, 2007
Time: 8AM Registration; Program runs from 9AM - 5:30PM
Location:
Bear Stearns
383 Madison Ave.
New York City

Videos from the conference are available to our members here.

Featuring Talks by Jim Simons and Andrew Lo.

Program Agenda:

8 am
Registration
Coffee & Light Breakfast
Kindly Sponsored by Wilmott's Certificate in Quantitative Finance Program

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
Harvey Stein, Head of Quantitative Finance Research and Development, Bloomberg LP
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.

12:15
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
Lunch
Kindly Sponsored by Tethys Technology

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
Kindly Sponsored by Carnegie Mellon's Computational Finance Program

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.
Mark Anson, CEO, Hermes Pension Management & IAFE Board Member
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.
Mark Anson, CEO, Hermes Pension Management & IAFE Board Member
Andrew Weisman, Managing Director, Merrill Lynch & IAFE Board Member

5:45 pm
Reception
Kindly sponsored by FlexTrade Systems Inc.