Program Details

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Follow the tight schedule below, or your own schedule

Level II Monday, April 9, 2018 – Wednesday, May 30, 2018

Attilio Meucci
Tue, Apr 10, 8:00 am – 9:00 am EST

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Tai-Ho Wang
Wed, Apr 11, 12:00 pm – 2:30 pm EST

2. Aggregation: regular markets

Tai-Ho Wang
Thu, Apr 12, 8:00 pm – 9:00 pm EST

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Ugur Koyluoglu
Fri, Apr 13, 12:00 pm – 2:30 pm EST

3. Aggregation: enterprise

Tai-Ho Wang
Mon, Apr 16, 12:00 pm – 2:30 pm EST

4. Ex-ante performance evaluation

Attilio Meucci
Tue, Apr 17, 8:00 am – 9:00 am EST

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Tai-Ho Wang
Thu, Apr 19, 8:00 pm – 9:00 pm EST

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Til Schuermann
Mon, Apr 23, 12:00 pm – 2:30 pm EST

7. Aggregation: stress-testing

Tai-Ho Wang
Tue, Apr 24, 8:00 am – 9:00 am EST

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Office hours

Tai-Ho Wang
Wed, Apr 25, 12:00 pm – 2:30 pm EST

8. Ex-ante attribution

All attendees
Thu, Apr 26, 12:00 pm – 1:00 pm EST

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Coffee time!

Tai-Ho Wang
Fri, Apr 27, 12:00 pm – 2:30 pm EST

9. Ex-ante attribution

Attilio Meucci
Mon, Apr 30, 12:00 pm – 2:30 pm EST

10. Ex-ante attribution

Tai-Ho Wang
Wed, May 02, 8:00 pm – 9:00 pm EST

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Attilio Meucci
Fri, May 04, 12:00 pm – 2:30 pm EST

1. Introduction

Javier Peña
Mon, May 07, 12:00 pm – 2:30 pm EST

2. Optimization

Javier Peña
Tue, May 08, 8:00 am – 9:00 am EST

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Javier Peña
Wed, May 09, 12:00 pm – 2:30 pm EST

3. Construction: portfolio optimization

Attilio Meucci
Thu, May 10, 8:00 pm – 9:00 pm EST

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Javier Peña
Fri, May 11, 12:00 pm – 2:30 pm EST

4. Construction: portfolio optimization

Attilio Meucci
Mon, May 14, 12:00 pm – 2:30 pm EST

5. Construction: embedding views

Javier Peña
Tue, May 15, 8:00 am – 8:00 am EST

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Attilio Meucci
Thu, May 17, 8:00 pm – 9:00 pm EST

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Javier Peña
Fri, May 18, 12:00 pm – 2:30 pm EST

7. Construction: cross-sectional strategies

Attilio Meucci
Mon, May 21, 12:00 pm – 2:30 pm EST

8. Construction: cross-sectional strategies

Javier Peña
Tue, May 22, 8:00 am – 9:00 am EST

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Attilio Meucci
Wed, May 23, 12:00 pm – 2:30 pm EST

9. Construction: cross-sectional strategies

All attendees
Thu, May 24, 12:00 pm – 1:00 pm EST

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Coffee time!

Javier Peña
Fri, May 25, 12:00 pm – 2:30 pm EST

10. Construction: time series strategies

Attilio Meucci
Tue, May 29, 8:00 am – 9:00 am EST

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