Conference on the sociology of quantitative finance

A new conference called Psi-Q will be held in London this June, featuring luminaries in the academic quantitative finance world, as well as risk and fund managers from various banks and hedge funds. Example topics:

• How did shared beliefs, practices, ways of calculating, and technical systems impact evaluation of asset-backed securities and CDOs before and during the credit crises?
• Was that Lucky or Good? Creating a framework for skill attribution in finance, business management and other risky endeavors.
• The “backing out” phenomena observed in options markets:  how traders use models to imply independent variables consistent with market observed pricing, and where enough traders can be wrong about the expected results and the backed-out positions can send the wrong message.

Sounds like an interesting bird's eye view of quantitative finance.

Pairs Trading Workshop in Hong Kong

For my readers in Asia, I will be conducting a pairs trading workshop in Hong Kong on March 10-11. This workshop is organized by the Technical Analyst magazine and is similar to the one I gave in London last year.
However, I have added a few useful insights based on audience feedback. As always, no prior knowledge of Matlab or advanced statistics is assumed. The numerous in-class exercises should be sufficient to bring your Matlab programming skills up to speed.