Thursday, November 18, 2010

Columbia Workshop on Financial Engineering

Our readers in New York may be interested in this finance workshop at Columbia University tomorrow.
I am particularly interested in the talk by Kent Daniel on "Characterizing Momentum", and by Doug Borden (of Knight Equity Markets) on "Stochastic Control Theory in High-Frequency Trading". Doug's talk can be downloaded here.


6 comments:

Anonymous said...

Thanks Ernie for sharing. Do you know if the other talks will be available?
Managing the risk for momentum strategies is something I'm really interested in.

Ernie Chan said...

Hi Anon,
You can probably email the organizer of the conference, or the speakers themselves for the papers.
Ernie

Success said...

I am just curious to know when another workshop will be held.

Anonymous said...

This is a little off-topic and sorry for this. If I buy your book not in a physical form but rather go for amazon Kindle e-book format, will it provide an access code to the contents of your website?

Ernie Chan said...

Success: it is probably best to email the conference organizers directly regarding their event schedule.
Ernie

Ernie Chan said...

Hi Anon,
The e-book format contains the password too. It is shown at the end of example 3.1.
Ernie