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Algorithmic trading : Dynamic Portfolios, Optimal Execution, and Risk (NYU)
Posted: September 24th, 2008, 7:46 pm
by horacioaliaga
Any comments about the talks below? (It costs USD1200)The International Association of Financial Engineers is pleased to endorseAlgorithmic Trading:Dynamic Portfolios, Optimal Execution, and Risk October 3, 2008 NYU's Skirball Center566 Laguardia Place (at Washington Square South)New York, NY 10012Program Begins at 8:30 am Download brochure:
http://www.algotradeconf.com/AlgorithmicTrading.pdf
Algorithmic trading : Dynamic Portfolios, Optimal Execution, and Risk (NYU)
Posted: September 28th, 2008, 5:07 pm
by Anthis
Outrun: The Engle, Festenberg, and Almgren papers are available on the net. I can also email them to you. About Domowitz have a look at thisOn the other hand I would appreciate it if someone could pass me a copy of Hora paper. Cheers.
Algorithmic trading : Dynamic Portfolios, Optimal Execution, and Risk (NYU)
Posted: September 29th, 2008, 11:12 pm
by letiand
Is it this paper ? Measuring and Modeling Execution Cost and Risk
Algorithmic trading : Dynamic Portfolios, Optimal Execution, and Risk (NYU)
Posted: September 30th, 2008, 5:02 am
by Anthis
Aye.And this.