[fs-bof] FW: Program Trading and Risk Control Strategies for Hedge Funds - 4th Annual CARISMA conference

[Michael Sun]

{Apologise for cross-sending}

 

Dear colleagues,

 

Conference and workshops: RISK CONTROL STRATEGIES FOR HEDGE FUNDS AND
PROGRAM TRADING 

1-2 July 2008, London

Full Programme: http://www.optirisk-systems.com/events/carisma2008.asp
<http://exchange.livemail.com/exchweb/bin/redir.asp?URL=http://www.optir
isk-systems.com/events/carisma2008.asp> 

 

We are pleased to announce that places are still available for the above
conference and related workshops. We would appreciate if you could make
your colleagues aware of it. Thank you.

 

All the conference delegates are invited to attend the Drinks Receptions
and Networking Evening sponsored by Dow Jones & Company
<http://exchange.livemail.com/exchweb/bin/redir.asp?URL=http://www.djnew
swires.com/eu/>  for FREE on the evening of 1 July. 

 

NEW PRESENTATIONS UPDATED 

Trading off the News: Applications of News Algorithms

Alan Slomowitz, Director of  Algorithmic and Quantitative Trading
Products 

Dow Jones & Company, Enterprise Media Group

 

News Analytics: Models that Quantify News

Philip A. Gagner, RavenPack International

* Syntax and News

* Quantified "Hard" News

* Semantics & News: News Sentiment

* Perturbing The Quantitative Equity Valuation Models

* Building an Impulse Response Model for News Stories

 

Efficiencies in Multi-Account Optimization

Pamela Vance, Axioma

* Efficiencies of rebalancing multiple accounts together

* Underestimation of market-impact with individual optimizations

* Accurate incorporation of interdependencies of multiple accounts

* Fairness issues in multi-account optimization

 

HOW TO REGISTER

For full programme details and registration, including fees, see
http://www.optirisk-systems.com/events/carisma2008.asp
<http://exchange.livemail.com/exchweb/bin/redir.asp?URL=http://www.optir
isk-systems.com/events/carisma2008.asp> 

 

WHAT THE SERIES COMPRISES:

 

1) A two-day conference: 

 

RISK CONTROL STRATEGIES FOR HEDGE FUNDS AND PROGRAM TRADING 

1-2 July 2008, London, plus:

 

2) Four pre- and post- conference half-day workshops on 30 June and 3
July, on:

 

a. Robust Portfolio Optimisation, 30 June Morning, London

b. LDI/ALM, 30 June Afternoon, London

c. New Developments: Performance Measures and Structured Products;
Coherent . Risk Measures and Liquidity Risk, 3 July Morning, London

d. News Analytics and Financial Modelling, 3 July Afternoon, London

  

For full details see
http://www.optirisk-systems.com/events/carisma2008.asp
<http://exchange.livemail.com/exchweb/bin/redir.asp?URL=http://www.optir
isk-systems.com/events/carisma2008.asp> 

 

 

Please don't hesitate to contact me if you would like to reserve places
or to discuss any aspect of this series in more details.

 

Kind regards,

Michael Sun

 

 

Michael Sun

Quantitative Analyst

 

Direct Line: +44 (0)1895 819 471

Tel:            +44 (0)1895 256 484

Fax:           +44 (0)1895 813 095

 

OptiRisk Systems

UNICOM R&D House 
One Oxford Road 
Uxbridge, Middlesex 
UB9 4DA 
UNITED KINGDOM

www.optirisk-systems.com 

 

 

 

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