Quantitative Finance Weekly Seminar

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  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?  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  Wednesday, April 18, 2018 at 6:00pm  Cornell Tech, 2 W Loop Rd, New York, NY 10044, Bloomberg … Continue reading CFEM Seminar: Alexander Lipton (Stronghold Labs) – Asset-backed Currencies in Retrospective and Perspective →

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 →

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 →

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  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 →

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 →

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 →