Algorithmic Trading Conference

[Peter]

There's going to be a conference on Algorithmic Trading at NYU's Courant Institute on Friday, October 3 2008, starting at 8:30am. The venue will be the Skirball Center

The conference's title is: "Algorithmic Trading: Dynamic Portfolios, Optimal Execution, and Risk" and the list of speakers is:

Robert ALMGREN, Quantitative Brokers
David CUSHING, Wellington Management
Ian DOMOWITZ, ITG
Robert ENGLE, NYU Stern, Nobel Prize winner
Robert FERSTENBERG, Morgan Stanley
Jim GATHERAL, Merrill Lynch
Merrell HORA, Credit Suisse
George SOFIANOS, Goldman Sachs

Of course, Robert Engle received the Nobel Prize for his ARCH model, which is used to model/forecast changes in time series volatility.

Robert Almgren was my professor for Econometrics and Statistical Arbitrage at Courant. It was my favorite class at NYU -- he has the rare ability to speak very simply, and coupled with his obvious mastery of the subject, is a truly *wonderful* professor/speaker.

The conference brochure can be found at: http://www.algotradeconf.com/AlgorithmicTrading.pdf

Registration fee:

• regular: $1199
• group rate: $899
• academic rate: $599
• Courant math-finance student rate: $99

However, I'm told that every student can get in for $99.

I'm going. If anyone wants to meet up there, feel free to contact me.

Pete

 

[Andy Nguyen]

Prof. Petter Kolm -the deputy director of the NYU Math Finance program just emailed me about this. He will send me the announcement.

He confirms that $99 price for students.

We would like to extend a special invitation to all students in mathematical or quantitative finance programs (the student community for quants), to participate at the substantially discounted price of $99

 

[Stefan Zota]

It should be very interesting. I would be up to take a vacation day from work for this event.
Is anyone else planning to attend?

If we get a list of students, then I guess registration is simpler ...

 

[Weidong]

I agree. It's worthy of taking a day off. Very interesting topic.

 

[pkolm]

Special student discount

As several people have asked me about the student discount, let me confirm it here. Any student enrolled in a mathematical finance or quantitative finance degree program can attend the conference for $99. [The discount is not valid if you are a non-degree student, or are taking a few classes without being enrolled in a mathematical finance degree program.]

Please make sure that you register (information on how to do so is available on the conference web site, http://www.algotradeconf.com/) for the event as we cannot accommodate walk-ins on the day of the event.

We are looking forward to seeing you on October 3!

 

[Stefan Zota]

Just to be sure $99 applies also for part-time students in MFE?

 

[Weidong]

As several people have asked me about the student discount, let me confirm it here. Any student enrolled in a mathematical finance or quantitative finance degree program can attend the conference for $99. [The discount is not valid if you are a non-degree student, or are taking a few classes without being enrolled in a mathematical finance degree program.]

Please make sure that you register (information on how to do so is available on the conference web site, http://www.algotradeconf.com/) for the event as we cannot accommodate walk-ins on the day of the event.

We are looking forward to seeing you on October 3!

I went to the registration site but I didn't see the option of the $99 special rate for students.

 

[charlesdwright]

I went to the registration site but I didn't see the option of the $99 special rate for students.

It's a secret. See post #5.

 

[jovee]

The website is down! Anyone else have problems registering ?

 

[charlesdwright]

The website is down! Anyone else have problems registering ?

I believe you can register and pay by mail (i.e. with an envelope and a stamp -- How to Mail a Letter in the U.S.).

 

[alain]

chaz, that post is priceless!!!!!

 

[jovee]

Thanks so much charlesdwright for your informative post. I had no idea about this mail stuff with the stamp and all that.

Except it does me no good if I can't find the registration form to mail due to the site being down. What smart remark do you have for that chaz ?

 

[doug reich]

An answer on Chaz's behalf: go to the brochure posted here, the form is there. Telephone also works (as the registration deadline is either today or yesterday.

 

[alain]

... or yesterday.

:sos: calling the time machine!!!

 

[doug reich]

Heh...

actually I registered today by phone (and email), so there's still time. Who else is going?

 

[charlesdwright]

Heh...

actually I registered today by phone (and email), so there's still time. Who else is going?

me.

 

[Tae-woo]

me.

I also registered.

 

[Stefan Zota]

With data from Weindong, registered last week through email.

 

[charlesdwright]

Thanks so much charlesdwright for your informative post. I had no idea about this mail stuff with the stamp and all that.

Except it does me no good if I can't find the registration form to mail due to the site being down. What smart remark do you have for that chaz ?

I see that you can register by email, too: How to send Email.

 

[doug reich]

Ok, Jovee and charlesdwright, you've both had your fun. Please keep this professional.