- Group: Quant Finance
- Subject: Quant Events For Your Diary :: June 2009
Dates for Your Diary
As you know we have a good signal to noise ratio in the Quant group, so to keep it that way we are managing down the number of events announced in the Discussions area, and instead, are going to be promoting useful / interesting meetings, seminars, conferences etc by using the Announcements facility on LinkedIn.
So if you find something you think fellow Quants will find useful, please let me know, since currently we have London and NY events, but few elsewhere.
Dominic
London Events
16th June 2009 16:00 – 18:00 Peter Carr on Automated Options Market Making and the Local Variance Gamma model
If like me you've been fortunate enough to hear Peter Speak, you know you're going to get a hardcore exposition of leading edge quant work.
Peter is Bloomberg's chief quant, and teaches at Courant, and is at the BB London HQ (the one with the floor that is *so* clever that occasionally you can look down and see a Windows Crash window).
Register at
http://www.bloomberg.com/promo/Jun/34556653/grow.html
CQF Information Evening 10th June 6:00 to 8:00 pm
If you're thinking of extending your understanding of quant work, C++, financial maths and risk management, to give you an edge in these interesting times, then you ought to look at the Wilmott CQF.
Register at:
http://www.cqf.com/latest/information-session
6:00 to 6:45 Soft Skills For Quants
If you've already done the CQF, I'll be giving the latest in my "Soft Skills For Quants" talks where I explain how to get more credit for the work you do. Do tell Claire if you're coming
The Thalesians Seminar Dr. Patrick Burns — Using Random Portfolios with R
7:30 p.m. on Wednesday, 3rd June, 2009.
Upstairs at City Pride, Canary Wharf, London, UK.
You can register for this event and pay online on Meetup.com:
http://www.meetup.com/thalesians/calendar/10199379/
Random portfolios sample from the set of portfolios that obey a given set of constraints. R is a language that was designed for data analysis and graphics. This talk will discuss some applications of random portfolios, including performance measurement and testing trading strategies. Then it will provide an introduction to R for those who are unfamiliar with it. Finally, a demonstration of some operations in R on random portfolios will be given.
In 2002 Patrick Burns founded Burns Statistics, which focuses on consulting and software for asset management. Prior to that he spent 4 years at Citigroup in London in the Equity Research and Equity departments where he worked on quantitative models for trading and risk measurement. Before entering finance Patrick was a lead developer of S-PLUS in its early days.
NY Events
Workshop - Attilio Meucci: Advanced Risk and Portfolio Management
August 17-22, 2009, Baruch College, New York
This six-day course covers all aspects of quantitative risk and portfolio management from the foundations to the newest developments:
Multivariate statistics and stochastic processes
Market modeling
Multivariate estimation in non-normal markets
Pricing
Generalized risk decomposition
Advanced portfolio management techniques
For more information, send email to arpm09@baruch.cuny.edu
Posted By Dominic Connor
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