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New York City visit, 21-24 May 2013

May 1, 2013 2 Comments

I’d like to break the regular flow of weekly articles, to announce that I will visit New York City on May 21-24, to speak at the Matlab Computational Finance Conference (May 23).
I will be very happy to meet you and discuss how I could bring value to your needs, either financial-oriented or not. We can meet at the conference, or elsewhere in NYC on other days: Tuesday (May 21), Wednesday (May 22) or Friday (May 24). If you would like to schedule a meeting, please email me.

Matlab Computational Finance Conference

Matlab Computational Finance Conference, 23 May 2013 The Matlab Computational Finance conference is an event that takes place more-or-less annually, in different locations. In 2012 it was held in London; in 2011 it was virtual (online). This year it will be held in New York City on May 23, at the Marriott Marquis hotel, located in midtown (1535 Broadway, next to Times Square).
The free, full-day conference showcases real-world examples of how financial organizations use Matlab to develop risk, trading, investment management, and insurance applications. Highlights include:

  • Customer presentations from leading industry practitioners in trading, risk, valuation, portfolio analysis, insurance, and regulatory compliance
  • Master class tutorials delivered by senior MathWorks engineers to enhance your understanding of Matlab features and functionality
  • Panel discussion with senior Matlab developers
  • An opportunity to network, exchange ideas, and discuss challenges and successes with industry peers and Matlab experts
  • And naturally, my presentation, slated for 16:50 (I suggest rechecking the agenda close to the conference, to ensure that the time-slot hasn’t changed)

Here is the abstract of my presentation:

MATLAB has traditionally been used for analyzing data off-line, presenting analytic recommendations that were then acted-upon manually. However, MATLAB supports direct interface with data feeds and online brokers, as well as the ability to present sophisticated graphics and user interfaces – all in real time.
This presentation will demonstrate an end-to-end demo trading system in MATLAB, highlighting MATLAB’s potential as a platform of choice. Interactive Brokers will be used to demonstrate live market data feed and account/portfolio input, as well as for sending trading orders to the market. The system’s user interface (GUI) showcases MATLAB’s hidden visualization and interactivity potential, for tracking order executions and charting financial time-series in real-time. Some best-practices for improving real-time performance shall also be discussed.

If you are interested in any aspect of computational finance, you will surely find some interesting presentations at this conference. So if you’re in town, I urge you to attend (hey – it’s free and I hear there’s drinks…). You can register here. If you can’t attend in person, you will be able to see recordings of the proceedings on the conference website some time later.

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2 Responses
  1. Brad Stiritz May 1, 2013 at 18:40 Reply

    Thanks very much for mentioning this, Yair, chances are good I would have missed otherwise. Hope I can work it in into the schedule & possibly see you there! Good luck with the presentation.

  2. Displaying animated GIFs | Undocumented Matlab May 29, 2013 at 06:21 Reply

    […] This example serves as the logo in a demo live trading application that I’ll present tomorrow at the MATLAB Computational Finance Conference. […]

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