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.


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6 comments:

  1. AnonymousFriday, November 19, 2010 at 3:20:00 AM EST

    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.

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  2. Ernie ChanFriday, November 19, 2010 at 6:53:00 PM EST

    Hi Anon,
    You can probably email the organizer of the conference, or the speakers themselves for the papers.
    Ernie

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  3. SuccessWednesday, December 8, 2010 at 1:11:00 PM EST

    I am just curious to know when another workshop will be held.

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  4. AnonymousWednesday, December 8, 2010 at 4:24:00 PM EST

    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?

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  5. Ernie ChanWednesday, December 8, 2010 at 9:52:00 PM EST

    Success: it is probably best to email the conference organizers directly regarding their event schedule.
    Ernie

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  6. Ernie ChanWednesday, December 8, 2010 at 9:55:00 PM EST

    Hi Anon,
    The e-book format contains the password too. It is shown at the end of example 3.1.
    Ernie

    ReplyDelete