Tag Archives: Dates

Final scheduled dates for our upcoming automated trading system workshop with Membership closing Jan 6 2014!

Final scheduled dates for our upcoming automated trading system workshop with Quant Membership closing Jan 6 2014!

NOTE important date at the end of the membership closing!

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QuantLabs.net Premium Members Workshop schedule for Trading Infrastructure

Real time Data Capture and Backtesting

Thur Nov 14 at 7 PM EST

https://quantlabs.net/blog/2013/11/quant-members-workshop-schedule-for-trading-infrastructure-real-time-data-capture-and-backtesting-detailed-topics-via-iqfeed/

Interacting with Interactive Brokers Trader Workstation TWS for automated trading

Tues Nov 19 at 7PM EST

https://quantlabs.net/blog/2013/11/quant-workshop-schedule-for-trading-infrastructure-live-trading-strategy-with-execution-via-interactive-brokers-tws/

Final scheduled dates for our upcoming automated trading system and workshop with Quant Membership closing Jan 6 2014!

Extending trading Ideas with Matlab

Tues Nov 26 at 7PM EST

https://quantlabs.net/blog/2013/11/quant-members-workshop-schedule-for-trading-infrastructure-extending-quant-and-technical-analysis-trading-ideas-with-matlab/

MATLAB SIMULINK model development with C++ and ultra lowest latency FPGA HFT

https://quantlabs.net/blog/2013/11/quant-workshop-for-trading-infrastructure-matlab-simulink-model-development-with-c-and-ultra-lowest-latency-fpga-hft/

Tues Dec 3 at 7 PM EST

Visualization options in your automated trading system

Mon Dec 16 at 7PM EST

https://quantlabs.net/blog/2013/11/quant-members-workshop-schedule-for-trading-infrastructure-visualization-charting-with-high-speed-dotnet-libraries-for-automated-trading-systems/

Workshop details on databases like MYSQL or SQL Server for automated trading systems

Thur Dec 19 at 7PM EST

https://quantlabs.net/blog/2013/11/quant-members-workshop-schedule-for-trading-infrastructure-databases-like-mysql-or-sql-server-for-automated-trading-systems/

IMPORTANT NOTE:

LAST DATE QUANTLABS.NET PREMIUM MEMBERSHIP ACCEPTING NEW MEMBERS JAN 7/2014!!

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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!

Quant Dates for your diary: Terry Pratchett at the RI, Google at the RTC, Dominic @ STAC, Meucci in NY, Claudio Albanese at Thelessians

STAC Summit : Tuesday 12 June

I’m on a panel at the STAC summit in London on Tuesday 12th of June talking about careers in high end financial computing and there’s a whole day of speakers on the technology: Tim Lipscomb co-head of electronic trading @ Merrills,Martin Thompson of LMAX, Peter Lawrey the high performance Java guru and several others. If you are a large firm then will probably already be a member of STAC

http://bit.ly/LAjF2J

 

In New York there’s a similar event on June the 18th http://bit.ly/L3V2fa

with speakers from Morgan Stanley, Sungard,SAP, Reuters, CME, etc.

 

Terry Pratchett

Sir Terry Pratchett and Stephen Baxter will be explaining the many worlds view of quantum theory  at the Royal Institution in Mayfair on Wednesday the 13th of June from 7PM. This is being held in Faraday’s lecture theatre, the one used by the man himself as well as the Christmas lectures and they  are being helped by a proper scientist, Dr. David Wallace of Oxford.It is pathetically cheap at £10.

You will notice from this link that this is one of a number of interesting events @ the RI this summer…

http://bit.ly/LjncS5

 

Thalesians Wednesday 13 June

The Thalesians (http://bit.ly/KDCzrA) hold rather good Quant Finance seminars and the next is by Prof. Claudio Albenese on  Multi Currency Derivative Portfolios. It’s on the evening  of Wednesday 13th of June at Dockmaster’s House, Canary Wharf

 

London Quant Group : Wednesday  13 June

Francis Breedon, Professor @  Queen Mary College and Garth Flannery of Model Based Fixed Income @ Blackrock will be talking about Sovereign Debt Risk at Blackrock, ThrogmortonStreet EC2N 2DL

It is free but you have to book.

http://bit.ly/MhPRrt

 

The Start-Up Potential of London: The Google View : Real Time Club Dinner

Tuesday 19thof June

We’ve invited Google to come and tell us why there is no British Google and what it is doingto help.

Given the UK’s excellent record in innovation, why are there so few successful tech startups?

In tough economic times, traditional jobs in traditional industries aren’t going to revitalise the British economy, let alone make any of us into Billionaires like the founders of  Facebook.

All the biggest names on the Web, Groupon, Twitter, Amazon, FB, eBay and of course Google are American, but it’s the World wide web, so are there any real barriers that keep British startups in the shadows?

Can they be removed  and what can we learn from the handful of successful British tech firms like ARM who design the processors used by Apple and every mobile phone, Last.fm in music and Tweetdeck who I guess do something in social media ?

Is it getting better or worse ? Is the Silicon Roundabout merely a collusion between government and the media to bolster national pride, or is it the kernel from which London’s technical renaissance can grow?

London has a highly successful hi-tech media cluster around Soho, it contains the world’s leading financial centre, two of the world’s top 20 universities, and we speak English: who needs reminding that a Brit invented the WWW?

What actually happens at Google’s East London campus ?

But the most important question is how do we make money out of all this ?

Sarah Hunter,head of UK Public Policy for Google, will try to answer these questions as well as fielding the thoughts and queries of Real Time Club Diners after they’ve enjoyed a fine dinner and some Liberal Club claret.

In preparation for this dinner, Sarah was senior policy advisor on Culture, Media and Sport at Number 10, Downing Street and has done stints at the BBC and Channel 4.

As our 2012 programme is concluding on a high note, you ought to book early, else riskspending the evening watching reality TV.

 

The Google Dinner can be booked via EventBrite:

http://bit.ly/KgXGQF

 

Cass Financial Engineering Workshop: Tuesday 13th June

Soren Willeman (Credit Research,Barclays) “CPDOs: A Post-mortem Analysis of Rating Models

Please let Gianluca Fusai know if you’recoming.

http://bit.ly/KgXKA3

 

After the Bell Forum in San Francisco

Wednesday, July 1 . http://bit.ly/K5v4bO

 

A forum on the latest developments in customized algorithms, The great quant meltdown  and taking advantage of international market differentials.

 

Attilio Meucci Advanced Risk and Portfolio Management Bootcamp

New York : 13-18 August

http://bit.ly/KDDisY

Speakers include Peter Carr, Bruno Dupire, Bob Litterman and Fabio Mecurio

If you don’t want to know about future events, then drop me a line with “Unsubscribe”in the title and an automated process will cut you off.

 

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!

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

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.
http://bit.ly/y5BMaS

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
http://bit.ly/z9i1Vk
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
http://www.longfinance.net/index.php?option=com_content&view=article&id=427

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.
http://www.rss.org.uk/site/cms/contentEventViewEvent.asp?chapter=9&e=1289

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

14th March, Royal Statistical Society, 12 Errol Street, London EC1Y 8LX
http://www.rss.org.uk/site/cms/contentEventViewEvent.asp?chapter=9&e=1272

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
http://www.rss.org.uk/site/cms/contentEventViewEvent.asp?chapter=9&e=1304

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
http://www.cass.city.ac.uk/research-and-faculty/faculties/faculty-of-finance/seminars-and-workshops/financial-engineering-workshops

‘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
http://iafe.org/html/03202007.php

After the Bell Trading Panel Discussion: Smart Strategies, Latest Technology &News Based Trading, London
Thursday, 22 March, 2012, 5:30 PM
http://themankoffcompany.com/news.html

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!

Dates for your Diary: HFT in London, Portfolios in NY, Global Derivatives in Barcelona and the end of space and time in Barcelona

We’ve restarted our Diary Newsletter which you will find below. It’s a mix of academic seminars, conferences on risk and algotrading, tech meetings and starting next month the Random Walkers will be having regular informal drinks in the City.

Regards,

Dominic Connor

Thalesian Seminar (San Francisco) — Prof. Lisa Goldberg — Contractual Tail Risk Hedging and Minimizing Shortfall

7:00 p.m. on Wednesday, 7th March, 2012.

5309-5310 GGU, 536 Mission St, San Francisco

Can Tail Risk Be Hedged?

Tail risk hedge is a catchall for strategies that are contractual (derivative-based), macroeconomic or statistical. It also applies to a wide range of structured products and funds that are available for purchase. We discuss the principles underlying contractual tail risk hedges and we provide an empirical assessment of the value they offer.

Lisa Goldberg is Executive Director of Applied Research at MSCI with oversight of the Asset Owner Client Segment. Her research interests include long horizon risk forecasting, liability driven investing, stress testing and simulation, statistical model evaluation, credit, and green investing.

More info here

HiFreq Trade Conference, Wednesday 29th February , London

150 algotraders, plus speakers & suppliers focusing on what is actually going on in HFT, I’ll be there.

Topics:Changing market structure for HFT; evaluating trading performance; Regulatory threats & opportunities for the HFT trader, latest tech, developments in colocation, data management and real time risk monitoring.

Speakers: Adam Toms, Co-Global Head of Electronic Trading, Nomura; Miles Kumaresan, Managing Partner of Curzon; Bart Lijnse, MD of Nyenburgh; Toby Bryans, Technologist of Schneider Trading, Tobias Preis, MD of Artemis; Brian Franzen, CTO, Eagle Seven Trading; Hendrik Klein, CEO of Da Vinci Invest; Michal Sanak, CTO of RSJ Algorithmic Trading Djordje Djokovic, High Frequency Trader, Liquid Capital; Peter Van Kleef, CEO, Lakeview Arbitrage

More info here
Global Derivatives Conference 17-19th April Barcelona

The big event of the quant calendar has come around again, I’ll of course be there and the speaker list this year includes : Peter Carr, Managing Director 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 Dempster Univ of Cambridge,Fabio Mercurio Bloomberg, Alex Lipton BAML, Vladimir Piterbarg Barcap, Bruno Dupire Head of Quant research Bloomberg Helyette Geman, DirectorCommodity Finance Centre, London University, Prof. Claudio Albanese KCL Peter Jaeckel, VTB Capital

More info here

Random Walkers

We are organising a meetup for quants, risk managers, traders, algos, quant/devs and anyone else who (mis) uses maths in finance. This is not a formal affair, we take over a room at the back of The Crosse Keys pub near Leadenhall market and discuss whatever is bugging us this week. Generally good fun, occasionally informative.

The next meeting will be on the 8th of March 2012.

More Info here

Consistent Valuations with Bilateral Counterparty Risk and Funding. Mats Kjaer (Barclays Capital)

Cass Business School, Wednesday  15th February 6:10 PM

http://www.cass.city.ac.uk/research-and-faculty/faculties/faculty-of-finance/seminars-and-workshops/financial-engineering-workshops

Probabilistic index models

Royal Statistical Society, 12 Errol Street, London EC1Y 8LX

http://www.rss.org.uk/site/cms/contentEventViewEvent.asp?chapter=9&e=1271

Panel Discussion of the Psychology and Practice of Financial Trading at Colombia

13th February 2012  6:00pm
Aaron Brown, Jared Dillian, Michael Martin; moderated by Tony Corso
417 International Affairs Building, Altschul Auditorium

Aaron Brown is always worth listening to, recommended.

http://www.ieor.columbia.edu/seminars/financialengineering/2011-2012/spring/Panel/seminar.html

Long Finance Spring Conference 2012

Into The Folly Of Value: Reforming Sustainable Finance

http://www.longfinance.net/index.php?option=com_content&view=article&id=427

A Quadratic Gaussian Year-on-year inflation model, Manlio Trovato (Lloyds Bank)

Cass Business School, Wednesday  29th February 6:10 PM

15 February 2012 , 6:10

http://www.cass.city.ac.uk/research-and-faculty/faculties/faculty-of-finance/seminars-and-workshops/financial-engineering-workshops

Recent Advances in Monte Carlo Methods

16 February 13:30 Royal Statistical Society, 12 Errol Street, London EC1Y 8LX

http://www.rss.org.uk/site/cms/contentEventViewEvent.asp?chapter=9&e=1275

Gresham’s Law in Economics: Background to the Crisis

Thursday, 8 March 2012 – 6:00pm Barnard’s Inn Hall, City of London

Sir Thomas Gresham said that “bad money drives out good”. In Economics, bad theory has driven out good. This fact shaped the decisions of bankers and regulators and thus serves partly to explain the crisis that broke in 2007 and whose shadow extends to this day

http://www.gresham.ac.uk/lectures-and-events/greshams-law-in-economics-background-to-the-crisis

20th March 2012

The End of Space and Time ?

You have a choice of either/or a lecture at Gresham College in the City of London or a dinner

http://www.gresham.ac.uk/lectures-and-events/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 arranged for one of Europe’s most prominent theoretical physicists, Professor Robbert Dijkgraaf of the University of Amsterdam, to speak about some of the stunning recent developments in theoretical and experimental physics — including Erik Verlinde’s entropy-based theory of gravity and evidence that neutrinos can move faster than light.  Although Verlinde’s theory suggests that space may be very different than we have imagined it, Prof. Dijkgraaf hopes to demonstrate that 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 current developments in physics, it just doesn’t get any better than that and I shall be there.

You do not need to be a member of the club to attend this dinner.

Booking info: http://bit.ly/wTA6sK

‘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

http://iafe.org/html/03202007.php

After the Bell Trading Panel Discussion: Smart Strategies, Latest Technology & News Based Trading, London

Thursday, 22 March, 2012, 5:30 PM

http://themankoffcompany.com/news.html

What Predicts Mutual Fund Performance?

Yakov Amihud, NYU Stern

Thursday, February 16, 2012 (5:30 PM – 7:30 PM)

https://m360.sqa-us.org/ViewEvent.aspx?id=43257&instance=0

 

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!