The Future of Investing Focus of NYU Workshop On High-Frequency Finance and Quantitative Strategies, Dec. 11-12

New York University will host a two-day workshop, “High-Frequency Finance and Quantitative Strategies,” December 11-12, at NYU’s Courant Institute of Mathematical Sciences (251 Mercer Street, Room 109 [enter on Gould Plaza on West Fourth Street at Greene Street]). Sessions will be held from 8:30 a.m. to 5 p.m. on both days. Speakers will include: Marco Avellaneda and Petter Kolm, both of the Courant Institute, and Lee Maclin, a founding partner of Pragma Financial Systems.

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. Sophisticated quantitative investors were the first ones to combine algorithmic trading with other quantitative trading strategies to obtain an edge in today’s competitive markets. This conference will present the foundations and the recent developments in these areas that by many are 500

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