Recent & Upcoming Events
  1. NYU Seminar
    Title: Quantitative Trading in Fixed Income Audience: Masters Students in Math in Finance Abstract: We start with the overview of the interest rate market, identifying the specifics, and how they affect the choices of models used for relative-value trading, market-making, risk-management and algorithmic execution. We highlight the inadequacy of equity-centric algorithms and why plug-and-play approach does not lead to continued success in fixed income trading.
    3/1/2016
  2. Columbia Seminar
    Title: Quantitative Trading in the Eurodollar Futures Market Audience: Masters Students in Mathematical Finance
    4/7/2016
  3. QuantCon-2016
    Title: Quantitative Trading in the Eurodollar Futures Market Abstract: Although the Fixed-Income market overall still lacks liquidity and overall transparency, the Eurodollar futures are a very liquid and accessible portion of it. Eurodollar market is defined by a set of key features: pro-rata matching, large tick size, overlapping and highly correlated set of contracts, hidden implied liquidity and sticky price quotes. We will describe methodologies suitable for dealing with the market's complexity, making the case that high-frequency market-making, alpha trading & algorithmic execution need to be linked closely to achieve continued success.
    4/9/2016
  4. Princeton Quant Trading Conference
    Panel: Trends in Quantitative Trading Women in Finance Q&A
    4/16/2016
  5. Carnegie Mellon
    MSCF Speaker Series Presentation
    9/9/2016