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'Events' related content with tag 'hedge fund'

Content with tags matching 'hedge fund':

Event: Application of Hidden Markov Models and Filters to Financial Time Series Data

Starting on: Monday 23rd of April, 2012. Posted by: OptiRisk Systems.

The aim of this workshop is to introduce the theory underlying HMM, Kalman Filters and Particle Filters.  The use of these methods in the calibration of dynamic state space models as well as in prediction of unobservable variables is also discussed.

Event: High Frequency Trading

Starting on: . Posted by: BCM International Regulatory Analytics.

High frequency trading has both thrilled and chilled market participants, regulators and the public over the past couple of years. The race to zero is on, and the markets are evolving rapidly. The firms taking steps to understand and utilise HFT activity will realise huge benefits today and in the years to come.

Event: Hedge Funds Risk Management: Trade Performance Analysis- NY

Starting on: Thursday 19th of May, 2011. Posted by: LFS- Capital Markets Learning.

Review the key fundamentals of the hedge fund industry and develop a deep understanding of the quantitative principles of hedge fund modelling and analysis through applied problem solving and implementation using key techniques and methods.

Event: Battle of the Quants - SINGAPORE Friday, November 12th 2010 (SGX Centre)

Starting on: Friday 12th of November, 2010. Posted by: Bartt C. Kellermann.

The Battle of the Quants – SINGAPORE is a gathering of quantitative investors and hedge fund managers  to strategize and find solutions to the industry’s most urgent challenges. This event will focus on how quantitative hedge funds are making a comeback and meeting market challenges and the new criteria set by investors. Quantitative hedge funds are adding new factors, creating dynamic models and adopting “Quantimental” approaches to trading the global markets.

Event: Webinar: Eliminate Trading Platform Bottlenecks

Starting on: . Posted by: kailyn.

Join us at this free 60 minute webinar on addressing sources of trading platform latency featuring John Barr of the 451 Group. Learn how two US hedge funds are driving exceptional 5X faster trade execution performance including certified messaging without jitter, and 17X faster tick data analytics, all without changes to trading applications.