Backtesting talk, and other events

I will speak November 2 at the Thalesians on “Effective Backtesting”.  Registration is now open.

Abstract: Backtesting builds a bridge from the past to the future. These bridges are shaky and unstable. We’ll explore the ways they are likely to fall down. We’ll also show how random portfolios can strengthen the bridges.

Details at http://www.thalesians.com/

To register go to http://www.meetup.com/thalesians/calendar/15209206/

Other events

• Finance with R, a two-day training class, will be held 2010 November 15-16 in London. Patrick Burns will be a guest lecturer. For details see:
http://www.optirisk-systems.com/events/rtraining.asp

• Performance Attribution Risk Management will be held 2010 November 24-25 in London. For details see: http://www.icbi-events.com/parm/

• Computational and Financial Econometrics will be held 2010 December 10-12 at the University of London, UK. More details at
http://www.cfe-csda.org/cfe10/cfp.html

• UseR! 2011 at University of Warwick, UK 2011 August 16-18. More information is at http://www.warwick.ac.uk/statsdept/useR-2011

Permanent list

I keep a (periodically up-to-date) list of upcoming events on the Finance page of the Burns Statistics website. These are events that I may or may not be involved in.

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1 Response to Backtesting talk, and other events

  1. In case you or any of your readers are interested, the third annual R/Finance conference will be held next spring in Chicago, IL, USA on Friday April 29 and Saturday April 30, 2011.

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