Dear Colleague,
We are very pleased to announce the forthcoming 5th Annual CARISMA
conference.
5th Annual CARISMA Conference 2010: The Interface of Behavioural Finance
and Quantitative Finance, 2 - 3 February 2010, London
Pre-conference workshop: News Analytics Applied to Trading, Fund
Management and Risk Control, 1 February 2010, London
http://www.optirisk-systems.com/events/carisma2010.asp
In particular, we would like to bring to your attention to
[1] The pre-conference workshop on News Analytics Applied to Trading,
Fund Management and Risk Control on 1 February 2010
http://www.optirisk-systems.com/events/carisma2010.asp
[2] The Evening Executive Briefing - Behavioural Finance and News
Analytics, 18:00-20:00, 2 February 2010, London
http://www.optirisk-systems.com/events/carisma2010eveningbriefing.asp
++++++++++++++++++++++++++++++++ WORKSHOP PROGRAMME
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Introduction
Gautam Mitra, OptiRisk Systems/CARISMA
Session 1: Overview
If you had everything computationally, where would you put it,
financially?
David Leinweber, UC Berkeley
Session 2: Technology and Applications (I)
Incorporating News Analytics into Quantitative Investment and Trading
Strategies
Richard Brown, Thomson Reuters
The Role of News in Financial Markets
Peter Hafez, Ravenpack
Practical use of news in equity trading strategies
Mark Vreijling, Sem Lab
Session 3: Technology and Applications (II)
Short Term Risk from Long Term Models
Dan Di Bartolomeo, Northfield Information Services
Equity portfolio risk estimation using market information and sentiment
Leela Mitra, OptiRisk systems
Exploiting News-flow Signals
Andy Moniz, Macquarie
US Markets: Earnings News Release - An Inside Look Media Sentiment
Marian Munz, Media Sentiment
We hope you will find the programme and content interesting; should you
decide to attend please register via our web site:
http://www.optirisk-systems.com/events/carisma2010.asp
Your sincerely,
Michael
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Michael(Xiaochen) Sun, PhD, MSc.
Quantitative Analyst
&. VP Techno Marketing
OptiRisk Systems
OptiRisk R&D House
One Oxford Road
Uxbridge UB9 4DA ( Middlesex ) United Kingdom
Tel: +44 1895 819483 Fax: +44 1895 813095
www.optirisk-systems.com
<http://exchange.livemail.com/exchweb/bin/redir.asp?URL=http://www.optir
isk-systems.com/>
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