Thalesians and other upcoming events

Real Soon Now

Thalesians (London)

2012 May 16 Matthew Dixon “A Bayesian Approach to Discovering Private Companies for Private Equity Investments”.

Details of the event.

Thalesians (New York)

2012 May 17 Attilio Meucci “Liquidity-, Funding- and Market-Risk”

Details of the event.

Other new events

Thalesians (San Francisco)

2012 May 30 Jeremy Evnine “Accidental Quant”.

I became a “quant” in September of 1980, purely by accident. This led me to a 30-year career in quantitative asset management, from the days when “high frequency” meant daily data and all screens were green, to the days when time is measured in milliseconds and many institutional investors are left wondering what to do in the wake of the worst financial crisis in three generations.

In this talk, I will reflect on some of the lessons I have learned in my career as a quant, and try to draw some useful conclusions from them. Some of these lessons are idiosyncratic to quantitative investing and risk management, while others are more general lessons about being in the asset management business…indeed, about being in business at all.

Details of the event.

Society of Quantitative Analysts

Fuzzy Day 2012 May 31 in New York. “Learning and Adaptation in Financial Markets”.  Speakers include Andrew Lo.

Details of the day.

14-10 Club

2012 June 7. The speakers are Tim Hubbard and Cristin Buescu.

The 14-10 website.


2012 June 19 The Counting House (new venue).

  • Writing R for Dummies – Andrie De Vries
  • Dynamical Systems in R with simecol – Markus Gesmann
  • News from data.table 1.6, 1.7 and 1.8 – Matthew Dowle
  • Coverting S Plus Applications into R – Andy Nicholls

Details and registration.

Previously announced

Forecasting Financial Markets

The conference will be held 2012 May 23-25 in Marseille.

The home page is

useR! 2012

2012 June 12-15 at Vanderbilt University, Nashville Tennessee. Details at

Even more events

MoneyScience has an events calendar.

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