Real Soon Now
2012 May 16 Matthew Dixon “A Bayesian Approach to Discovering Private Companies for Private Equity Investments”.
Thalesians (New York)
2012 May 17 Attilio Meucci “Liquidity-, Funding- and Market-Risk”
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.
Society of Quantitative Analysts
Fuzzy Day 2012 May 31 in New York. “Learning and Adaptation in Financial Markets”. Speakers include Andrew Lo.
2012 June 7. The speakers are Tim Hubbard and Cristin Buescu.
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
Forecasting Financial Markets
The conference will be held 2012 May 23-25 in Marseille.
The home page is http://www.ffm-conference.com/
2012 June 12-15 at Vanderbilt University, Nashville Tennessee. Details at http://biostat.mc.vanderbilt.edu/wiki/Main/UseR-2012
Even more events
MoneyScience has an events calendar.