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Events for Data Management , Daniel Duffy, Mathematica , GPU FPGAs, High Frequency Trading Dinner with the Real Time Club

(Last Updated On: May 9, 2011)

Data Management in NY, Daniel Duffy in London, Mathematica / GPU in Paris, Frankfurt, Zurich & London, FPGAs in NY and High Frequency Trading Dinner with the Real Time Club in Whitehall. Dates for your Diary Data Management for Risk, Analytics and Valuations – New York City, May 17 http://bit.ly/iXIphY Apparently there is a lot of data in banks. Keeping track of it all, trying to work out if it’s correct and then working out what (if anything) it means is a pain. The question is whether it is your pain ? If a bank is paying you to do this then those nice people at A-Team are holding a one day conference with speakers who have shared your pain and offer some solutions, and even opportunities to look good to your boss. These people come from The Fed, Commerzbank, S&P, EMC, Oracle, Citi etc and there will be the chance to pick their brains as well as those of your peers over coffee, the day finishing with a well earned glass of wine. Computational Finance with Mathematica -New technologies for accelerating quantitative analytics, bit.ly/k1imgk Monday 6th June London Tuesday 7th June Paris Wednesday 14 June Zurich Wednesday 15 June Frankfurt Speakers Efficient Valuation of Complex Derivatives on the GPU Dr. Andreas Binder, MathConsult GmbH In the pricing and risk analysis of structured financial instruments, numerical methods for valuation, as well as calibration of the model parameters, have to be implemented very carefully. The calibration often leads to optimization problems for which local algorithms do not converge. We present an efficient hybrid global/local algorithm and compare them to global optimization. Dr. Michael Kelly, Wolfram Research Significant profits in finance are determined by the power, scope, ease, and speed of the computational toolset available. Mathematica has built upon its world-famous suite of mathematical, statistical, and computational functions to deliver a new range of financial capability. Whether it is the evaluation of bonds, cashflows, annuities, or derivatives or the estimation of underlying distributions,Mathematica has a diverse suite of functions to determine prices with ease and flexibility. John Ashley, NVIDIA Find out how the latest technology is shaping the modern finance industry talks from Nvidia, Wolfram Research and UnRisk, including live benchmarking of the speed-ups achieved. events-europe@wolfram.co.uk Daniel Duffy author of several major books on financial programming, and holds the following workshops: 2-day workshop PDE/FDM Methods in Computational Finance: Theory, Algorithms and Applications (May 19, 20 London) http://bit.ly/hqj9Ba One-day Master Class: The Alternating Direction Explicit (ADE) Finite Difference Method. Fast, Unconditionally Stable, High-Order Schemes for Derivatives Pricing and Hedging (8 July, London) http://bit.ly/fFikUq Creating Trading and Quant Applications in C# and Excel (September 20, 21, 22 London) http://bit.ly/dHnXPz Thalesian Seminar (NYC) Rakesh Joshi:FPGAs in HFT 6:30, Wednesday May 25 3rd Floor Playwright Tavern 202 W 49th St, NYC http://bit.ly/iwzPqy Real Time Club Dinner : Debate on High-Frequency Trading: A Formula for Liquidity or a Recipe for Meltdown? May 23, 6:00-9:00 PM am been a member of the Real Time Club, London’s oldest technology dining club; established in 1967 we hold regular dinners at the National Liberal Club in Whitehall to discuss the technology issues of the day. It won’t shock you that HFT is an issue that deserves not only our attention but also a rather good dinner and bottle of wine to get right. RTC members are an eclectic mix of academics, practitioners, bankers, techies, entrepreneurs and regulators; but for this event you do not have to be a member of either the RTC or the Liberal Club If you would like to book online go to http://bit.ly/f04i7C

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

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