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NYU Algorithmic Trading Conference Features Nobel Laureate Engle & Managers From Wellington, Morgan Stanley, Goldman Sachs, Oct. 3

September 15, 2008
N-30, 2008-09

New York University will host a one-day conference, “Algorithmic Trading: Portfolio Construction, Optimal Execution, and Risk,” on Fri., Oct. 3, at NYU’s Skirball Center for the Performing Arts (566 LaGuardia Place at Washington Square South). Conference speakers will include: Nobel Laureate Robert Engle, a professor at NYU’s Stern School of Business; Merrell Hora (Credit Suisse); George Sofianos (Goldman Sachs); Robert Ferstenberg (Morgan Stanley); Ian Domowitz (ITG); Jim Gatheral (Merrill Lynch); Robert Almgren (Quantitative Brokers); and David Cushing (Wellington Management).

General registration fee is $1199. Special discounts apply (please check the conference web site). For more information and for a conference brochure, go to For more information, e-mail or call 212.521.4166 (New York) / 33.1.53761146 (Paris).

Reporters interested in attending the conference must RSVP to James Devitt, NYU’s Office of Public Affairs, at 212.998.6808 or

Algorithmic trading employs computer programs to enter trade orders, with algorithms used to decide the timing, price, and quantity of the order. This practice is widely used by hedge funds, pension funds, and mutual funds. But in a highly volatile financial environment, some have raised questions on the reliability of algorithmic trading and emphasized the importance of human interpretation of markets.

Topics of the conference include: construction of price impact models using public and non-public data; estimation of bias-free covariance matrices and factor models; integration of portfolio construction and optimal execution; cost aware portfolio optimization; and post-trade analytics and quantitative comparison of execution strategies.

The event is organized by the Mathematics in Finance Masters Program at NYU’s Courant Institute in association with Finance Concepts.

This Press Release is in the following Topics:
Graduate School of Arts and Science, Leonard N. Stern School of Business, Events and Traditions

Type: Press Release

Algorithmic Trading Platform Screen Shot

Algorithmic Trading Platform Screen Shot

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