Advancing the Field of Quantitative Finance
formerly the IAFE

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.