Presentation available from the Seminar
Kevin Sheppard, Man Institute of Quantitative Finance, University of Oxford
Topic: Can anything beat the 5 minute Realized Volatility?
Mark Salmon, University of Cambridge
Topic: Beta Herding and Sentiment
Jose Menchero, MSCI Barra
Topic: Combining Alpha signals.
Hari Krishnan, Cross Border Capital
Topic: Tail hedging overlays.
Graeme Burnett, EEeng. BSc. HFT Eng. SMIEEE. ACM. Comsoc. UoG.
Topic: The future of HFT architecture.
Alssandro Beber, Cass Business School
Topic: Macroeconomic News Flow.