4th Annual CARISMA Conference
RISK CONTROL STRATEGIES FOR HEDGE FUNDS
AND PROGRAM TRADING
30 June Pre-conference Workshops, 1– 2 July Conference, 3 July Post-conference Workshops
7city Learning Centre, London
Topics covered include:
Program Trading
Algorithmic Trading
Models for Hedge Funds
Long-Short Portfolios
Derivatives Trading and
Risk Management
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Download Conference/Workshops Programme (PDF):
FOR SECURE ONLINE REGISTRATION PLEASE CLICK HERE
Please email enquiries to info@optirisk-systems.com or phone +44 (0)1895 819483
News Analytics and Financial Modelling
7city Learning Centre, London, EC1Y 4UP
Presenter: Philip Gagner, RavenPack
3 July 2008 (Afternoon) Workshop timings:
13.00 Registration and Coffee
13.30 –15.00 Start of the workshop
15.00 –15.30 Tea
15.30 –16.30 workshop continues
16.30 End of session
Summary:
The workshop will cover basic properties of time series data and quantitative models which are based on news. Applications to financial models will be presented.
Contents include:
- Frequency, auto-correlation, error rates, and scaling of news-based
series - Techniques used to extract numerical factual and sentiment data
- long and short horizon effects of news volume and sentiment on price
and volatility - Incorporating news into portfolio management and strategy trading
- Various measures of information content in news, with advantages and disadvantages of each
- Case study of 2007's CDO underperforming mortgage scenario
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Accessing news analytics with R/S+, MATLAB, Java, C++: an
introduction & handout.
The Presenter:
Jason Cornez, RavenPack