Are Cross-Sectional Differences in Ex-Dividend Stock Returns Priced By The Options Markets?
You are cordially invited to attend the FRE Lecture Series on Monday, March 26th at 4:30PM in the Event MakerSpace. Dr. Brian Healy will present a lecture on the following topic: Title: Are Cross-Sectional Differences in Ex-Dividend Stock Returns Priced By The Options Markets? Abstract: I find that the implied dividend for a stock, calculated on its cum-dividend date, contains information on its … Continue reading Are Cross-Sectional Differences in Ex-Dividend Stock Returns Priced By The Options Markets?
CFEM Seminar: Paul Besson (Kepler-Cheuvreux) – Stylized facts of European Market Microstructure
CFEM Seminar: Paul Besson (Kepler-Cheuvreux) – Stylized facts of European Market Microstructure Wednesday, March 28, 2018 at 6:00pm Cornell Tech, 2 W Loop Rd, New York, NY 10044, Bloomberg 061 Please register at https://cornell.qualtrics.com/jfe/form/SV_0HBNStYpAov4b0F. We will review the main changes in European liquidity over the ten year since MiFID I was implemented and the introduction … Continue reading CFEM Seminar: Paul Besson (Kepler-Cheuvreux) – Stylized facts of European Market Microstructure
CFEM Seminar: Philip Maymin (Bridgeport) – The Automated General Manager: Can an Algorithmic System for Drafts, Trades, and Free Agency Outperform Human Front Offices?
CFEM Seminar: Philip Maymin (Bridgeport) – The Automated General Manager: Can an Algorithmic System for Drafts, Trades, and Free Agency Outperform Human Front Offices? Wednesday, April 11, 2018 at 6:00pm Cornell Tech, 2 W Loop Rd, New York, NY 10044, Bloomberg 061 Please register at https://cornell.qualtrics.com/jfe/form/SV_0ibhnZET7fL8Bx3. An automated system using machine learning methods, applied to a … Continue reading CFEM Seminar: Philip Maymin (Bridgeport) – The Automated General Manager: Can an Algorithmic System for Drafts, Trades, and Free Agency Outperform Human Front Offices?
CFEM Seminar: Alexander Lipton (Stronghold Labs) – Asset-backed Currencies in Retrospective and Perspective
CFEM Seminar: Alexander Lipton (Stronghold Labs) – Asset-backed Currencies in Retrospective and Perspective Wednesday, April 18, 2018 at 6:00pm Cornell Tech, 2 W Loop Rd, New York, NY 10044, Bloomberg 061 Please register at https://cornell.qualtrics.com/jfe/form/SV_b15SjzNazI9zkzz. The modern financial system has introduced some fundamental problems into society. In order to increase transparency and minimize risk, the … Continue reading CFEM Seminar: Alexander Lipton (Stronghold Labs) – Asset-backed Currencies in Retrospective and Perspective
The Role of Social Finance
Please attend the NYU Tandon lecture on The Role of Social Finance. Speaker: Scott Taitel, Clinical Professor, NYU Wagner Graduate School of Public Policy Thursday, April 19, 2018, 4pm NYU Tandon, Makerspace Event … Continue reading The Role of Social Finance
Machine Learning & Sentiment Analysis in Finance for Statistical Arbitrage
Joint Seminar presented by WatRISQ, University of Waterloo and IEOR, Columbia University: “Machine Learning & Sentiment Analysis in Finance for Statistical Arbitrage” presented by Dr. Arun Verma, Quantitative Research, Bloomberg … Continue reading Machine Learning & Sentiment Analysis in Finance for Statistical Arbitrage
The Book of Five Moments: Cumulant Formulas for Implied Volatility
You are cordially invited to attend the FRE Lecture Series at 3:30PM on Tuesday, April 24th at LC 400 – Dibner Building 5 Metrotech Center, Brooklyn, NY 11201 Dr. Roger Lee will present a lecture on the following topic: Title The … Continue reading The Book of Five Moments: Cumulant Formulas for Implied Volatility
CFEM Seminar: Lakshithe Wagalath (IESEG) – Risk Management for Whales
CFEM Seminar: Lakshithe Wagalath (IESEG) – Risk Management for Whales Wednesday, April 25, 2018 at 6:00pm Cornell Tech, 2 W Loop Rd, New York, NY 10044, Bloomberg 061 Please register … Continue reading CFEM Seminar: Lakshithe Wagalath (IESEG) – Risk Management for Whales
Bloomberg Quant (BBQ) Seminar Series
Please join us for the next installment of the Bloomberg Quant (BBQ) Seminar Series. The seminar takes place every month and covers a wide range of topics in quantitative finance. … Continue reading Bloomberg Quant (BBQ) Seminar Series
The Market Impact Puzzle
IAQF-Thalesians Seminar (New York) — Albert “Pete” Kyle — The Market Impact Puzzle Agenda Tuesday, May 15, 2018: 5:45 PM Registration (Thalesians IAQF Members) 6:00 PM Seminar Begins 7:30 PM Reception … Continue reading The Market Impact Puzzle