• Spring Seminar 2014 – Presentations Available

    Presentation available from the Seminar

    Kevin Sheppard, Man Institute of Quantitative Finance, University of Oxford
    Topic: Can anything beat the 5 minute Realized Volatility?
    Presentation

    Mark Salmon, University of Cambridge
    Topic: Beta Herding and Sentiment
    Presentation

    Jose Menchero,  MSCI Barra
    Topic: Combining Alpha signals.
    Presentation

    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.
    Presentation

    Alssandro Beber, Cass Business School
    Topic: Macroeconomic News Flow.
    Presentation