Vlad Rashkovich (Global Head of Quantitative Trading Research, Bloomberg LP) gave an engaging and insightful talk on short-term alpha profiling of portfolio managers in the Mathematical Finance Seminar at NYU Courant last night. Topics he covered included, how to: analyze historical orders to detect behavioral patterns of portfolio managers, traders…
Each year – since 18 years back – we co-organize the National Financial Mathematics Career Fair together with the International Association for Quantitative Finance (IAQF). This year’s fair brought over 600 students from across the U.S. and Canada, and many recruiting companies, including Alternative Data Group, Axioma Inc., Amherst Pierpont Securities…
On a Friday evening alums from the NYU Courant’s Mathematics in Finance and Columbia’s Financial Engineering programs got together for a joint event on quantitative portfolio management. The event featured well-known market practioners and portfolio managers, including Ian Adelson, David Angel, Attakrit Asvanunt, Kelsey Letang, and Gordon Ritter (see their bios below)….
On Friday, October 12, the first semester full-time students participated in a career event focusing on building a successful career in the financial industry. They learned from the experiences of seasoned professionals, including Joseph Cerniglia (NYU Courant & UPenn), Andrew Chen (Goldman Sachs), Oksana Kitaychik (Barclays), Nicolas Lenoir (PSP Investments), Trey Shelton…
I am delighted to announce that the recipient of the Director’s List for spring 2018 is Michael Ang. In the classroom and beyond, he has consistently demonstrated outstanding academic excellence, great program citizenship, and high degree of professionalism. Michael Ang (’18) Michael holds a B.A. in Mathematics from…
Dan diBartolomeo, CEO of Northfield Information Services, Inc., spoke on the “Incorporation of Text News Analytics in Risk Assessment” in the Mathematical Finance Seminar series organized by Prof. Petter Kolm. Building upon methods introduced by the speaker previoius work (see, diBartolomeo, Mitra, and Mitra (2009), and Kyle, Obizhaeva, Sinha and Tuzun (2012)),…
We welcome our new full-time, part-time and non-degree students! The photo above is from a third semester full-time student lead panel discussion on careers in the financial industry for our new students. Penghao Chen, Xaio Guan, Michael Ang, Yining Cheng, and Zhaohua Yang (from left to right) share their internship experiences…
Gene Ekster gave a great talk about the uses and applications of Alternative Data in the financial industry. Non-traditional datasets also known as Alternative Data, used by institutional investors to enhance the investment process, have become the key topic of Wall Street. However, formidable commonplace technical challenges hold…
Petter Kolm, our director, presented “66 years of Portfolio Optimization: Practical Challenges and Trends” at Deutsche Bank’s 5th Annual Global Quantitative Strategy Conference in New York City on May 10. Other presenters at the two-day event included Itzhak Ben-David, Jean-Philippe Bouchaud, Jie Cao, Kent Daniel, Stefano Giglio, Marcos Lopez de Prado,…
Thank you for joining us at the end of the semester party on May 4! It was an evening of fun where students, alums, staff and faculty got to share their experiences from the past semester. Congratulations to our students who soon are starting your summer internships! It…