[R-SIG-Finance] Conference and workshops: RISK CONTROL STRATEGIES FOR HEDGE FUNDS AND PROGRAM TRADING

[Xiao Sun]

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

1-2 July 2008, London

http://www.optirisk-systems.com/events/carisma2008.asp <http://www.optirisk-systems.com/events/carisma2008.asp> 

We are pleased to announce that places are still available for the above conference and related workshops. 

All the conference delegates are invited to attend the Drinks Receptions and Networking Evening sponsored by Dow Jones & Company <http://www.djnewswires.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://www.optirisk-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://www.optirisk-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

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_______________________________________________
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