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CCS Seminar
Friday - October 24, 2008
12:00 noon
Physics Research Building - Room 595

Robert Hohlfeld, Ph.D.
Chief Science Officer
Denham Quantitative Management LP

"Building a Quantitative Hedge Fund"

 

Some of the more successful financial entities today are funds in which equities are traded on the basis of quantitative methods borrowed from the physical sciences and related areas. Broadly speaking, this is the area of finance termed “econophysics”. I will explore some of the conceptual issues involved in quantitative trading methods, particularly in high-frequency finance, as well as the practical issues in relevant computation, data acquisition and management, organization, project development, and fund-raising.

 

 


 

 

 

 

 

Page last updated on October 7, 2008. Please send comments to Cheryl Endicott

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