纽约大学金融数学系和哥伦比亚大学金融工程系的校友们举行关于量化投资组合管理的联合活动-新东方前途出国

　　纽约大学金融数学系和哥伦比亚大学金融工程系的校友们举行关于量化投资组合管理的联合活动 在线咨询

　　lad Rashkovich Spoke on Short-Term Alpha Profiling of Portfolio Managers

　　弗拉德拉什科维奇就投资组合经理的短期阿尔法分析发表了讲话

　　Vlad Rashkovich (Global Head of Quantitative Trading Research, Bloomberg LP) gave an engaging and insightful talk on short-term alpha profiling of portfolio managers in the Mathematical Finance Seminar at NYU Courant last night. Topics he covered included, how to:

　　弗拉德·拉什科维奇（Bloomberg LP量化交易研究全球主管）昨晚在纽约大学Courant的数学金融研讨会上，就投资组合经理的短期阿尔法分析进行了一场引人入胜且富有洞察力的演讲。他涉及的主题包括，如何：

　　analyze historical orders to detect behavioral patterns of portfolio managers, traders and markets; determine expected momentum, based on similar historical trades for the same portfolio manager and trade side; compute an optimal execution speed based on expected momentum and trade cost model; and compare profiling results to the actual trading to gauge P&L opportunities.

　　分析历史订单，以检测投资组合经理、交易员和市场的行为模式；根据相同投资组合经理和交易方的类似历史交易确定预期动量；根据预期动量和交易成本模型计算最佳执行速度；并将分析结果与实际交易进行比较衡量损益机会。 在线咨询

　　Thanks to all of you who attended!

　　感谢所有参加的人！

　　Other upcoming seminars.

　　其他即将举行的研讨会。

　　600+ Students Attend Our National Financial Mathematics Career Fair (October 19, 2018)

　　600多名学生参加我们的全国金融数学职业博览会（2018年10月19日）

　　Each year - since 18 years back - we co-organize the National Financial Mathematics Career Fair together with the International Association for Quantitative Finance (IAQF).

　　从18年前开始，我们每年都与国际定量金融协会（IAQF）共同举办全国金融数学职业博览会。

　　This year's fair brought over 600 students from across the U.S. and Canada, and many recruiting companies, including Alternative Data Group, Axioma Inc., Amherst Pierpont Securities LLC, Bank of America, CIPHER CAPITAL LP, Citi, CRISIL, Economic(a), Euclidean Capital, Glickman Advisors, HSBC, Koch Supply & Trading, Morgan Stanley, Neuberger Berman, nCent Labs, Options Group, PwC, Quantbot Technologies, LP, Quantifi, quantPORT, UBS Investment Bank, and WorldQuant, LLC. That makes it the largest quantitative career fair in the world!

　　今年的博览会带来了来自美国和加拿大的600多名学生，以及许多招聘公司，包括另类数据集团、AXOMA公司、阿默斯特皮尔庞特证券有限责任公司、美国银行、密码资本LP、花旗、CRISIL、经济（A）、欧几里得资本、GLICKMAN顾问、汇丰银行、科赫供应和交易、摩根斯坦利、纽伯格伯曼、nCent实验室、期权集团、普华永道、Quantbot Technologies、LP、Quantifi、quantPORT、瑞银投资银行和WorldQuant，LLC。这使其成为世界上最大的量化职业博览会！ 在线咨询

　　Simon Satanovsky (Managing Partner, Options Group) moderated this year's "How I Became a Quant" panel with Oksana Kitaychik (Quantitative Analyst, Barclays), Ashar Mahboob (Co-founder and CIO, Quantbot Technologoes, LP), Victor Piterbarg (Senior Quantitative Finance Manager, Bank of America), and Stephen Smith (Head of Insurance Analytics, Neuberger Berman).

　　Simon Satanovsky（期权集团执行合伙人）主持了今年的“我如何成为一名定量分析师”小组讨论会，Oksana Kitaychik（巴克莱定量分析师）、Ashar Mahboob（Quantbot Technologoes，LP联合创始人兼首 席信息官）、Victor Piterberg（美国银行高级定量财务经理）和Stephen Smith（保险分析主管，纽伯格伯曼）。

　　Quantitative Portfolio Management Panel and Joint Networking Event (October 12, 2018)

　　量化投资组合管理小组和联合网络活动（2018年10月12日）

　　On a Friday evening alums from the NYU Courant's Mathematics in Finance and Columbia's Financial Engineering programs got together for a joint event on quantitative portfolio management. The event featured well-known market practioners and portfolio managers, including Ian Adelson, David Angel, Attakrit Asvanunt, Kelsey Letang, and Gordon Ritter (see their bios below).

　　上周五晚上，纽约大学金融数学系和哥伦比亚大学金融工程系的校友们聚在一起，举行了一个关于量化投资组合管理的联合活动。这次活动的主角是知名的市场从业人员和投资组合经理，包括伊恩•阿德尔森、大卫•安吉尔、阿塔克里特•阿斯万特、凯尔西•莱坦和戈登•里特（见下面的简介）。

　　Moderated by Joseph Cerniglia, the panel discussion cover topics such as alpha research practices, portfolio management techniques, managing people and leadership. The large audience provided a lot of insightful and interesting questions.

　　由Joseph Cerniglia主持的小组讨论涵盖了alpha研究实践、投资组合管理技术、人员管理和领导力等主题。大批观众提出了许多有见地和有趣的问题。 在线咨询

　　Ian Adelson, Director of Research, Exile Capital Management

　　流放资本管理研究主任Ian Adelson

　　Mr. Adelson is the Director of Research at Exile Capital Management. Previously, he was a principal at Atlas Merchant Capital from 2014 to 2016, and an investment analyst at Kingdon Capital Management from 2008 to 2013. Before that, Mr. Adelson was a trader on the credit proprietary trading desk at Societe Generale from 2007 to 2008. Mr. Adelson holds a M.S. in Mathematics in Finance from NYU Courant, a M.A. from the Columbia University School of International and Public Affairs, and a B.S. in Mathematics and Computer Science from Emory University. Mr. Adelson has passed all three exams in the Chartered Financial Analyst program.

　　阿德尔森先生是流亡资本管理研究的负责人。此前，他曾于2014年至2016年担任阿特拉斯商业资本公司（Atlas Merchant Capital）的负责人，并于2008年至2013年担任金顿资本管理公司（Kingdon Capital Management）的投资分析师。在此之前，阿德尔森曾在2007年至2008年间担任兴业银行信贷自营交易部门的交易员。阿德尔森先生拥有纽约大学Courant金融数学硕士学位、哥伦比亚大学国际与公共事务学院硕士学位和埃默里大学数学与计算机科学学士学位。阿德尔森先生通过了特许金融分析师项目的所有三项考试。

　　David Angel, Principal, 683 Capital Partners

　　David Angel，校长，683名资本合伙人

　　Mr. Angel is a Principal for 683 Capital Partners, a long-biased hedge fund that targets dislocations and special situations across industries, geographies, and capital structures. Previously, he was a portfolio manager for Geode Capital, a fund founded by Fidelity, where he oversaw the portfolio of derivative investments. David’s investment experience began more than a decade ago, and includes spending four years as an associate in equity volatility strategies at Goldman Sachs. He has earned an M.S. from NYU Courant in the Mathematics in Finance, an M.S. from Ecole Nationale des Ponts et Chaussées, and the Chartered Financial Analyst designation.

　　安吉尔是683家资本合作伙伴（Capital Partners）的负责人，这是一家长期持有偏见的对冲基金，针对不同行业、地区和资本结构的错位和特殊情况。此前，他是富达（Fidelity）创立的基金Geode Capital的投资组合经理，负责监管衍生品投资组合。大卫的投资经验始于十多年前，其中包括在高盛（Goldman Sachs）担任股票波动策略合伙人四年。他曾获得纽约大学金融数学硕士学位、法国国家银行（Ecole Nationale des Ponts et chausseées）硕士学位和特许金融分析师称号。 在线咨询

　　Attakrit Asvanunt, Senior Vice President, Two Sigma

　　Attakrit Asvanunt，二西格玛高级副总裁

　　Mr. Asvanunt is a Senior Vice President at Two Sigma Investments, where he is responsible for expanding the firm’s trading capabilities into the credit and fixed income markets. Prior to Two Sigma, Attakrit was a senior researcher and a portfolio manager at AQR Capital Management, where he oversaw research and managed credit strategies across multiple funds. Before that, he was a quantitative researcher at Barclays and Lehman Brothers. Attakrit earned a B.S. in Mechanical and Aerospace Engineering and an M.Eng. in Financial Engineering from Cornell University, and a Ph.D. in Operations Research from Columbia University.

　　Asvanunt先生是二西格玛投资公司的高级副总裁，负责将公司的交易能力扩展到信贷和固定收益市场。在二西格玛之前，阿塔克里特是AQR Capital Management的高级研究员和投资组合经理，负责监管多个基金的研究和信贷战略。在此之前，他是巴克莱（Barclays）和雷曼兄弟（Lehman Brothers）的量化研究员。阿塔克里特在康奈尔大学获得机械和航空工程学士学位和金融工程硕士学位，在哥伦比亚大学获得运筹学博士学位。

　　Kelsey Letang, Researcher, GSA Capital Partners

　　Kelsey Letang，GSA Capital Partners研究员

　　Ms. Letang is a Researcher for GSA Capital Partners, a global quantitative investment manager, where she focuses on fundamentally-motivated, systematic long-short equity signals. Previously, she worked for SG Americas on the high yield credit desk (formerly credit arbitrage proprietary trading). She has a M.S. in Mathematics in Finance from NYU Courant, an HBSc in Mathematics and its Application to Finance from the University of Toronto, and the Chartered Financial Analyst designation.

　　Letang女士是全球量化投资管理公司GSA Capital Partners的研究员，她专注于从根本上激发、系统性的长短股票信号。此前，她曾在SG Americas的高收益信贷部门（以前是信用套利自营交易）工作。她拥有纽约大学Courant的金融数学硕士学位，多伦多大学的HBSc数学及其金融应用学位，以及特许金融分析师职位。

　　Gordon Ritter, Adjunct Professor NYU Courant, Rutgers and Baruch College

　　戈登·里特，罗格斯和巴鲁克学院纽约大学库兰特副教授 在线咨询

　　Gordon Ritter completed his Ph.D. in mathematical physics at Harvard University in 2007, where his published work ranged across the fields of quantum computation, quantum field theory, differential geometry and abstract algebra. Prior to Harvard he earned his Bachelor’s degree with honours in mathematics from the University of Chicago. Prof. Ritter is currently a Professor at NYU, Rutgers, and the award-winning Baruch MFE program, where his research interests are focused on portfolio optimization and statistical machine learning. Prof. Ritter is also a leader in the quantitative trading industry. He is preparing to launch his own company which will manage money for institutional clients by means of high-Sharpe pure alpha systematic trading strategies. He has ten years’ experience doing this; most recently he built a successful trading system from scratch at GSA Capital, a firm which won the Equity Market Neutral & Quantitative Strategies category at the Eurohedge awards four times. Prior to GSA, Gordon was a Vice President of Highbridge Capital and a core member of the firm’s statistical arbitrage group, which although less than 20 people, was responsible for billions in profit and trillions of dollars of trades across equities, futures and options with low correlation to traditional asset classes.

　　Gordon Ritter于2007年在哈佛大学完成了数学物理学博士学位，他发表的著作涉及量子计算、量子场论、微分几何和抽象代数等领域。在进入哈佛大学之前，他获得了芝加哥大学数学荣誉学士学位。Ritter教授目前是纽约大学罗格斯分校和获奖的Baruch MFE项目的教授，他的研究兴趣集中在投资组合优化和统计机器学习上。里特教授也是定量贸易行业的领 导者。他正准备成立自己的公司，通过高夏普纯阿尔法系统交易策略为机构客户管理资金。他在这方面有十年的经验；最近，他在GSA Capital从头开始建立了一个成功的交易系统，GSA Capital曾四次获得欧洲对冲奖（Euroheadge awards）的股票市场中性和定量策略类别。在GSA成立之前，Gordon是Highbridge Capital的副总裁，也是该公司统计套利集团的核心成员，该集团虽然不到20人，但负责股票、期货和期权的数十亿美元利润和数万亿美元交易，与传统资产类别的相关性很低。