PRESENTATIONS


EVENTTOPICSPEAKERLINKS
Dec 03, 2019It was Fifty Years Ago TodayDr. Peter CarrClick HERE to view the presentation
Jan 14, 2020Risk and Optimization with Higher Moments
MRM for Deep Learning & Alpha Strategies
Dan diBartolomeo
Ben Steiner
Click HERE to view the 1st presentation
Click HERE to view the 2nd presentation
Mar 11, 2020Aggregate Alpha in the Hedge Fund IndustryAndrew PapanicolaouClick HERE to view the presentation
Apr 01, 2020Leveraged Trading, Kelly Betting and Out-of-Sample TestingRobert CarverClick HERE to view the presentation
Jul 07, 2020Financial Markets and News about the CoronavirusHarry Mamaysky
Igor Halperin
Click HERE to view the presentation
Oct 06, 2020Diffusion Limit of a Limit-Order Book ModelSteven ShreveClick HERE to view the presentation
Feb 24, 2021Mixed Local Volatility Model for FX Derivatives Flow BusinessUwe WystupClick HERE to view the presentation
March 23, 2021Risk under Uncertainty & Price MovementAnish R. Shah Click HERE to view the presentation
March 23, 2021Regime Shifting Compared to Conditional Factor Risk ModelsDan diBartolomeo Click HERE to view the presentation
April 27, 2021How the pandemic taught us to turn Smart Beta into Real Alpha Dan diBartolomeo Click HERE to view the presentation
July 21, 2021Deep Learning for Asset PricingStefan Jansen Click HERE to view the presentation
July 21, 2021 High-Frequency Kelly Criterion and Fat TailsAustin Pollok Click HERE to view the presentation