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Enhancing Portfolio Oversight: Convergence of Performance Measurement, Attribution and Risk

At last year’s Investment Performance Analysis & Risk Management (IPARM) Southeast Asia 2012 conference, Madhu Gayer, Senior Vice President and Regional Head (Asia Pacific) of Investment Risk and Analytics for Northern Trust, gave a thought provoking presentation where he questioned if there should be industry standards for performance attribution. He also talked about the portfolio …

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Here is my most recent and best reading list for learning or enhancing HFT trading knowledge for quant development

Here is my most recent and best reading list for learning or enhancing HFT trading knowledge for quant development Just read and I personally rave about: Brand new to do but looks very advanced on the math side: http://www.lulu.com/product/hardcover/advances-in-high-frequency-strategies/18823205# Still to re-read: http://www.amazon.com/High-Frequency-Trading-Practical-Algorithmic-Strategies/dp/0470563761 Ernest Chan http://www.amazon.com/Quantitative-Trading-Build-Algorithmic-Business/dp/0470284889/ref=ntt_at_ep_dpt_1     NOTE I now post my TRADING ALERTS …

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