Tag Archives: NY

NY AG Not Done With HFT Crackdown

NY AG Not Done With HFT Crackdown

Oh these politicians like to make themselves look good

http://www.foxbusiness.com/features/2016/02/03/ny-ag-schneiderman-not-done-with-hft-crackdown.html

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Anyone going to this NY Trading Expo for retail and day traders? Is this dying out?

Anyone going to this NY Trading Expo for retail and day traders? Is this dying out?

Or just still market for those suckers, I mean chart day traders

Thanks for the NYC Contact for sending but I always get emails from the sponsor behind this

I also heard that this show is getting smaller. True?

http://www.newyorktradersexpo.com/?scode=037877&utm_campaign=NYOT15&utm_source=hs_email&utm_medium=email&utm_content=15360946&_hsenc=p2ANqtz-8VhfJe-QQbTDm8fxX19P6jbzAbAQ5_-pjsRdLg_NA8XrHlsTNwzHx1wrCmqGdWVJXWxWoqZKSe9Ca8_N_JRWFShJaung&_hsmi=15360946

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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!

It looks like HFT is now gettting serious facetime with NY Probe about fairness in the world of trading

It looks like HFT is now gettting serious facetime with NY Probe about fairness in the world of trading

http://www.bloomberg.com/news/2014-03-18/high-speed-trading-said-to-face-n-y-probe-into-fairness.html

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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.

 

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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!

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

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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!

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

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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: Quant Conference , Risk Minds in Geneva, Olympic Real Time Club Dinner,CQF London and NY

Dates for your diary: Quant Conference , Risk Minds in Geneva, Olympic Real Time Club Dinner,CQF London and NY.

Dates for your diary
Deploying Low-Latency Technologies – New York City, November 17, 2011
Link:A-Team Summit

A chance to find out what’s actually going on at the bleeding edge of HFT and meet up with your peers to discuss developments.

Quant Seminar with Win Schoutens, London Thursday 20th October
Win will talk on
‘Measuring Market Fear and the Pricing and Hedging of Systemic Risk’
Room 2005, Cass Business School,London from 6.10pm to 7.15pm.
Light refreshments will be available on the 2nd Floor Milling Area from 5.40pm,
Link:Quant SeminarAlthough the seminar is free, please contact Stewart Hodges, Stewart.Hodges.1@city.ac.uk so that security at Cass don’t get overwhelmed on the night.

Global Derivatives Trading and Risk Management :: Chicago
14 – 17 November 2011, Trump Hotel, Chicago
The European version of Global Derivatives has long been the best Quant conference so at last they have brought it to the USA. There’s a bunch of excellent speakers such as Aaron Brown, Jim Gatheral, Peter Carr, Paul Glasserman, Fabio Mercurio, Pat Hagan, Helyette Geman, Damiano Brigio, Attilo Meucci and it would not be complete without Emanuel Derman on Models Behaving Badly, plus a bunch of other speakers. It’s a two day affair with an optional high frequency trading summit on the Monday and a choice of Commodity, Regulation, Volatility and Portfolio Management on the Thursday.
Link:Global Derivatives

Risk Minds Geneva , 5th – 9th December, 2011
It’s a big event with a good range of speakers such as:
Aaron Brown, CRO AQR
Hugo Banziger CRO Deutsche Bank
David Coleman CRO RBS
Maureen Miskovic CRO UBS
Andrew Abrahams Global Head Of Quantitative Research JP MORGAN
John Micklethwait Editor-In-Chief The Economist
Jeevan Perera, Risk Manager, NASA SPACE CENTRE
Robert Engle, Professor @ NYU
Link:Risk Minds Geneva
Apparently if you use code TT57 you get 25% off which should help keep your firm solvent in these interesting times.

Real Time Club Computing and the London 2012 Olympics
Tuesday 15 November 2011
The RTC is the oldest technology dining club and next month we will discuss the fears and hopes around the technology for the London Olympics over a good meal and some decent wine.
RTC dinners are held in the National Liberal Club from 6:00PM to 9:30 and you do not need to be a member of the RTC or indeed a Liberal to enjoy this event.
Link:RTC Dinner

3rd Annual RegTech,New York, Thursday, November 10, 2011
Two panels:
Market Volatility, the State of the Economy and the Impact of Present and Future Regulation
Mission Critical: Connectivity, Co-Location and the Drive for Ever-Lower Latency
Link:RegTech

Wilmott Certificate in Quantitative Finance Information Session
If you are interested in finding out about the program and meeting those who teach then come along:
Link:CQF Site
Thu, October 20, 2011 AT 06:30 PM
Location: New York
Venue:
New York Marriott Marquis 1535 Broadway, Midtown

Wed, November 02, 2011 AT 06:30 PM
Location: London

Venue:
7city Learning

Mon, November 07, 2011 AT 06:30 PM
Location:New York

Venue:
7city Learning NY

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Pay rates for doing maths in banks, Matlab in Computational Finance, Mathematica In London,Paris, Frankfurt & Zuerich, Daniel Duffy in London, and Attilio Meucci in NY

Subject: Pay rates for doing maths in banks, Matlab in Computational Finance, Mathematica In London,Paris, Frankfurt & Zuerich, Daniel Duffy in London, and Attilio Meucci in NY
Do you use (or misuse) maths in your finance job ?
We’re surveying pay levels for quants, quant developers, algo traders, asset managers, risk people, strats, structurers, analytics developers, risk developers etc. because it’s ironic that those who do numbers for banks have such poor quality numbers to work out how they are paid relative to others.

http://bit.ly/koFj1Q

It is completely confidential because we use a 3rd party SurveyMonkey to collect results. It’s 3-5 minutes, yes really, we’ve tested it.

We’ve have >4,500 responses so far but the reason *you* need to fill this form is that this is a field with lots of specialisations, and one factor can make a significant difference in your pay, so contributing your numbers means you get better information.

We will of course be publishing interesting results on Wilmott.com and through the Trading Tech group. This is the last week before we start publishing final results so you may want to act sooner rather than later,
http://bit.ly/koFj1Q

Dates for Your Diary
Computational Finance with Mathematica -New technologies for accelerating quantitative analytics,
http://bit.ly/k1imgk
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.

Daniel Duffy author of several major books on financial programming, is running the following workshops in London

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

Advanced Risk and Portfolio Management Bootcamp
by Attilio Meucci
August 15-20, 2011, Baruch College, New York City
http://bit.ly/jDv3nq

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Pay Survey, Matlab in Computational Finance, Mathematica In London,Paris, Frankfurt & Zuerich, Daniel Duffy in London, and Attilio Meucci in NY and The Thalesians are doing FPGAs in NY

Do you use (or misuse) maths in your finance job ?
We’re surveying pay levels for quants, algo traders, asset managers, risk people, strats, structurers etc. because it’s ironic that those who do numbers for banks have such poor quality numbers to work out how they are paid relative to others.

http://svy.mk/letqkA

It is completely confidential because we use a 3rd party SurveyMonkey to collect results. It’s 3-5 minutes, yes really, we’ve tested it.

The reason *you* need to fill this form is that this is a field with lots of specialisations, and one factor can make a significant difference in your pay, so contributing your numbers means you get better information.

We will of course be publishing interesting results on Wilmott.com

Dates for Your Diary
MATLAB Computational Finance Virtual Conference – June 9th, 2011

Presentations from Deutsche (on HFT), Dexia (on Basel II, Credit Risk & back-testing), Banc Sabadell (on enterprise deployment of pricing & trading analytics), IMF (on economic forecasting), Bank of Canada (on Systemic Risk), Attilio Meucci (on PRAYER framework), Model IT (on Solvency II and insurance risk) and CamraData (on the threat of the Pythagorean cult)

http://matlab.my/mrBAbH

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.

Daniel Duffy author of several major books on financial programming, is running the following workshops:

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

Advanced Risk and Portfolio Management Bootcamp
by Attilio Meucci
August 15-20, 2011, Baruch College, New York City
http://bit.ly/jDv3nq

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!