Dates for your Diary:Random Walkers & Quant Group , Derman, Quants, Risk, Stats and The End of Space and Time

(Last Updated On: March 6, 2012)

Dates for your Diary:Random Walkers & Quant Group in London, Derman in NY, Quants in Barcelona, Risk at Cass, Stats in Singapore and The End of Space and Time in Whitehall

Random Walkers, Informal Quant Meetup in the Crosse Keys Pub
A meetup for quants, risk managers, traders, algos, quant/devs and anyoneelse who (mis)uses maths in finance.This is not a formal affair, we are taking over the balcony area at the back ofthe Crosse Keys pub near Leadenhall Market in the City. People will be turningup from 6:30ish but I appreciate that getting off the desk may be hard, so come when you can.

Global Derivatives Conference 17-19th April Barcelona
The big event of the Quant calendar has come around again, I’ll of coursebe there and the speaker list this year includes : Peter Carr, ManagingDirector Morgan Stalnley, Lorenzo Bergomi, Head Of Quantitative Research,Global Markets, SocGen, Marco Avellaneda Courant, Artur Sepp, BOA/Merrill,Damiano Brigo Kiing College, Piotr Karasinski, Wim Schoutens,Michael DempsterUniv of Cambridge,Fabio Mercurio Bloomberg, Alex Lipton BAML, VladimirPiterbarg Barcap, Bruno Dupire Head of Quant research Bloomberg Helyette Geman,Director Commodity Finance Centre, London University, Prof. Claudio Albanese KCLPeter Jaeckel, VTB CAPITAL
More Details at http://bit.ly/xvYSt2

Fundamental Indexing – the Pros and Cons, London Quant Group
The cases for and against will be argued by Ed Fishwick and Adam Olive.
Blackrock, 12 Throgmorton Avenue London EC2N 2DL at 6.00 onTuesday 13 March

The End of Space and Time?
Real Time Club Dinner – Tuesday, 20 March, drinks at 6 and dinner at 7 National Liberal Club, Whitehall Place, SW1A 2HE.
With the assistance of Cambridge’s Isaac Newton Institute, the RTC has arrangedfor one of Europe’s most prominent theoretical physicists, Professor RobbertDijkgraaf of the University of Amsterdam, to speak about some of the stunningrecent developments in theoretical and experimental physics — including ErikVerlinde’s entropy-based theory of gravity and evidence that neutrinos can movefaster than light.  Although Verlinde’s theory suggests that space may bevery different than we have imagined it, Prof. Dijkgraaf hopes to demonstratethat the space and time for new ideas in physics are far from over.
The RTC presents an opportunity to enjoy a fine dinner a good glass of wine,interesting company and the chance to upgrade your grasp of currentdevelopments in physics, it just doesn’t get any better than that and I shallbe there.
You do not need to be a member of the club to attend this dinner.
Booking info: http://bit.ly/wTA6sK

Long Finance Spring Conference 2012
Into The Folly Of Value: Reforming Sustainable Finance
20th March 2012

You may believe you are a Bayesian butyou are probably wrong
University of Warwick 08 March 2012 16:00
George Barnard’s advice to any statistician was that he or she should becomefamiliar with the four great systems of inference: Fisherian, Neyman-Pearsonand automatic and subjective Bayesian.

Royal Statistical Society  OrdinaryMeeting “Experimental Designs for Identifying Causal Mechanisms”

14th March, Royal Statistical Society, 12 Errol Street, London EC1Y 8LX

National University of Singapore
Financial Time Series Analysis: High-dimensionality, Non-stationarity and theFinancial Crisis
Institute for Mathematical Sciences of the National University of Singapore

21st March 2012 Massimo Morini (Banca IMI Intesa San Paolo, Milan) “Understanding and Managing Model Risk
Cass Business School
28th March 2012 Marco Bianchetti (Intesa San Paolo, Milan) “Interest Rates After the Credit Crunch: FromCSA Discounting To The Puzzle of Credit, Debit and Funding Value Adjustments
Cass Business School

‘How I Became a Quant’: A Panel Geared for Students
March 20, 5:30 Registration, 6:00 Program Begins, 7:30 Reception
Goldman Sachs,180 Maiden Lane ,New York City

After the Bell Trading Panel Discussion: Smart Strategies, Latest Technology &News Based Trading, London
Thursday, 22 March, 2012, 5:30 PM

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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