I am particularly interested in the talk by Kent Daniel on "Characterizing Momentum", and by Doug Borden (of Knight Equity Markets) on "Stochastic Control Theory in High-Frequency Trading". Doug's talk can be downloaded here.
Thursday, November 18, 2010
Columbia Workshop on Financial Engineering
Our readers in New York may be interested in this finance workshop at Columbia University tomorrow.
I am particularly interested in the talk by Kent Daniel on "Characterizing Momentum", and by Doug Borden (of Knight Equity Markets) on "Stochastic Control Theory in High-Frequency Trading". Doug's talk can be downloaded here.
I am particularly interested in the talk by Kent Daniel on "Characterizing Momentum", and by Doug Borden (of Knight Equity Markets) on "Stochastic Control Theory in High-Frequency Trading". Doug's talk can be downloaded here.
Subscribe to:
Post Comments (Atom)
6 comments:
Thanks Ernie for sharing. Do you know if the other talks will be available?
Managing the risk for momentum strategies is something I'm really interested in.
Hi Anon,
You can probably email the organizer of the conference, or the speakers themselves for the papers.
Ernie
I am just curious to know when another workshop will be held.
This is a little off-topic and sorry for this. If I buy your book not in a physical form but rather go for amazon Kindle e-book format, will it provide an access code to the contents of your website?
Success: it is probably best to email the conference organizers directly regarding their event schedule.
Ernie
Hi Anon,
The e-book format contains the password too. It is shown at the end of example 3.1.
Ernie
Post a Comment