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MoneyScience Financial Training: Introduction to QuantLib Development with Luigi Ballabio - September 22-24, London, UK- Click For Further Information

All events starting in April


Event: Quant Europe 2014

Starting on: Tuesday 1st of April, 2014. Posted by: MoneyScience.

Risk is proud to present Quant Europe 2014, our annual conference showcasing the latest innovations in derivatives, risk management and quantitative strategies being adopted by leading financial institutions.

Event: Webinar with Marco Dion of JP Morgan: News Analytics - Using a Language Recognition Algorithm to Analyse News Flow

Starting on: Wednesday 2nd of April, 2014. Posted by: MoneyScience.

• Company News flow has an undeniable impact on stock prices.
• Depending on how positive or negative the news item, it can even represent the most important element defining a stock’s annual performance.
• News items are fundamental and qualitative in nature, consequently academics and Quant houses have up to recently (i.e. pre 2007) struggled to investigate news flow from a systematic perspective.
• Thomson Reuters has however developed a language recognition algorithm that quantifies news items and informs investors of how relevant and how positive or negative the content truly is. This therefore allows for a quantified analysis of news flow and presents a new way to approach the news topic.
• In our paper, we have used the Thomson Reuters – News Analytics data to test various ideas and try to figure out if news flow can be used for longer-term investment (daily, weekly and monthly) by Quant Managers to generate alpha or manage risk.
• While a lot of our initial (and naïve) testing failed due to the fast decay of news items, we did find various methodologies that provided an efficient use of the data and turned news flow signals into alpha sources.
• We believe that the strategies we have developed could be implemented by Quant managers and help improve the overall performance of their investment process.
• Amongst the numerous tests conducted, the key results are those strategies based on various holding periods (short-term and medium term), on news momentum, news signals for turn-around companies, conditioning of signals for short-sellers, sector allocators and on ways to improve the overall efficiency of Quant Factor Models.

Presenter: Marco Dion
Marco Dion has recently been named Head of the Central Risk Book trading desk at JP Morgan. Prior to that, Marco spent 7 years in the research department of JP Morgan as Global Head of the Quant Strategy team. Marco and the 12 member-team have been ranked best Quant research teams across the globe by investors in numerous surveys since 2008.

Event: 4th Annual Fixed Income e-Trading

Starting on: Thursday 3rd of April, 2014. Posted by: MoneyScience.

E-trading currently amounts to around 22% of the fixed income market, yet there is still a huge amount of profit that could be gained in the market, but with best execution and practice in banks and buy side firms far from established there is still a lot to be gained. Furthermore in order for it to stay at the forefront and take full advantage of the possibility that presents fixed income e trading, the market needs to establish a lot more transparency and liquidity.

Event: Conference on Financial Market Misconduct

Starting on: Thursday 3rd of April, 2014. Posted by: MoneyScience.

Financial market misconduct erodes investors trust, and in turn influences stock market liquidity and performance, and exacerbates volatility. Financial market misconduct includes but is not limited to fraud. Despite the widespread media attention on market misconduct, the causes and consequences of market misconduct are often misunderstood and under researched around the world. The evolving structure of markets gives rise to new work on topic This international conference will provide a timely debate on financial market misconduct. The conference also encourages, but does not require, submission to the Journal of Corporate Finance. Papers submitted to the Journal of Corporate Finance would go through the normal review process.

Deadline for submission to the conference is December 15, 2013. Authors will be notified about acceptance to conference by January 31, 2014.

Event: Multinational Finance Society Symposium

Starting on: Friday 4th of April, 2014. Posted by: MoneyScience.


Event: 6th Annual Florida State University SunTrust Beach Conference

Starting on: Thursday 10th of April, 2014. Posted by: MoneyScience.

The opening reception begins Thursday evening, April 10th. The conference will be held at the Hilton Sandestin Beach Golf Resort and Spa, which is located directly on a beach consistently ranked among the top 10 beaches in the U.S. The conference program will consist of a mix of invited presenters as well as paper submissions in any area of finance. The deadline for paper submission has passed.

Event: Annual Conference of the Swiss Society for Financial Market Research

Starting on: Friday 11th of April, 2014. Posted by: MoneyScience.

There is no deadline for registration. The conference fee is 120 CHF. In case you have not registered for conference participation by April 10, 2014, 24:00 CET, the walk-in rate amounts to 170 CHF.

Event: Frankfurt MathFinance Conference

Starting on: Monday 14th of April, 2014. Posted by: MoneyScience.

Download of talks is only available to conference participants!

Event: The 10th Finance, Business & Banking Symposium

Starting on: Friday 25th of April, 2014. Posted by: MoneyScience.

The 10th Finance, Business & Banking Symposium is an international academic conference dedicated to the promotion and publication of peer-reviewed research. Event organised by the LabExReFi in association with the Academic Council on the Global Governance Systemic Risk, under the auspices of the Financial Engineering and Banking System and sponsored by Global journal of Strategies & Governance (Canada) and several other refereed journals, FBBS' mission is to encourage business faculty members to respond to current finance and banking issues and interact with practitioners. Professors, students, and business people are invited to gather to share their ideas and, thus, sow the seeds for economic growth, market innovation, more effective business practices, consumer trends, and greater profits through their research. FBBS is a wonderful opportunity to highlight and share the fruit of your cogitation!


Starting on: Friday 25th of April, 2014. Posted by: MoneyScience.

This event will bring together leaders in academia and industry for a day focused on practical applications of quantitative finance. No registration fee.