Category Archives: Events

Thalesians, and other events

Featured Thalesians, London 2012 September 12. Chia Tan on “Practical Financial Modeling”. Abstract: Financial modelling is not a competition in the mastery of complexity. Rather, the aim is to come up with the simplest models adequate to capture salient market features of traded products. There exists a wide gulf between material covered by traditional books … Continue reading

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To R or not to R, and other events

New events To R, or not to R, that is the question The Statistical Computing Section of the Royal Statistical Society presents a one-day event on 2012 June 29. The details of the day.  See in particular the abstract for “Teaching statistics: a pain in the R?” by Andy Field — it involves a sheepdog … Continue reading

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CambR and other upcoming events

New events CambR (Cambridge UK R user group) 2012 May 29 6:30 PM for 7:00 PM start. Pat Burns “Inferno-ish R” Abstract: While R is wonderful, it is not uniformly wonderful. We highlight a few things generally found to be confusing, and outline the forces that have driven such imperfections. Markus Gesmann “Interactive charts with … Continue reading

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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 … Continue reading

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London Quant Group and other upcoming events

London Quant Group Monday 2012 January 30 starting at 6.30pm, to be held at the offices of BlackRock, 12 Throgmorton Avenue, London. Jason MacQueen speaking on “The Structure of Equity Risk Models”. Abstract:There are a number of different ways to build equity risk models, and some are demonstrably better than others. This talk will first … Continue reading

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Upcoming events

New events QWAFAFEW-NYC 2011 November 29 5:30PM Midtown: Barry Feldman on “Stability – A New Dimension of Equity Style” and Dan diBartolomeo on “Five Easy Steps to Fixing the Credit Ratings Agencies” Abstract: Russell’s new defensive and dynamic indexes identify a new dimension of equity style Russell calls Stability. Russell has just launched global Stability … Continue reading

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News Analytics Workshop and other events

Some upcoming events. News Analytics Applied to Trading, Fund Management and Risk Control News interacts with markets.  This workshop will explore news feeds and models that are used to try to understand that interaction.  Researchers from CARISMA at Brunel University and their collaborators — including people from Thomson Reuters and Ravenpack — will be the … Continue reading

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14-10 and other upcoming London events

This week 14-10 2011 October 06 (7:30PM start) at the Royal Institution the inaugural event of the 14-10 club will take place.  Speakers will be David Harding, Alex Lipton and Chris Bishop. Membership is £350 per year, and places are limited. There is also a trial membership that is £35 per month. To apply for … Continue reading

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Don’t stop believing

The document is “Don’t stop believing: The state and future of UK occupational pensions” by Con Keating. Overview It seems to me that pensions are hard.  Me, I just do easy things like write genetic algorithms for the fast, efficient generation of random portfolios and the optimization of portfolios.  But Con gives pensions a go, … Continue reading

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Registration closing for UseR! 2011

Friday July 22 is the last day on which you can register for UseR! 2011 at the University of Warwick.  The conference will be 2011 August 16-18. You can peruse the book of abstracts and view the draft schedule. I am scheduled to give a talk on “Random input testing with R”.  The abstract is: … Continue reading

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