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Eurex Conference 2012

The Quantitative Finance Research Group and Eurex Exchange invite everyone interested to attend the conference:

HOW TO EFFECTIVELY REPLICATE
HEDGE FUNDS STRATEGIES
USING EUREX PRODUCTS?

2012-12-05, 14:00

University of Warsaw
Faculty of Economic Sciences
Room A

poster

 

Programme of the conference:
 

14.00-14.10 Reception desk
14.10-14.20 QFRG opening remarks (slides)
14.20-14.50 Deepesh Shah, VP Business Development EUREX: EUREX/Deutsche Börse activities focused on cooperation of business and science
14.50-15.20 QFRG Group #1, University of Warsaw Replicating Hedge Fund Strategies using Eurex products
15.20-15.50 Dr. Piotr Wójcik, University of Warsaw High-Frequency Data Modelling with R language
15.50-16.05 Coffee break
16.05-16.35 Renaud Huck, SVP Buy-Side Relations, EUREX The changing nature and landscape of the European hedge fund industry
16.35-17.05 QFRG Group #2, University of Warsaw Replicating long/short hedge fund strategies using time-varying linear regression models
17.05-17.20 Coffee break
17.20-17.50 Dr. Ian Firla, OSTC Poland Potential careers in global trading for quantitative specialists. Application of quantitative methods in in real-world trading scenarios
17.50-18.20 Dr. Piotr Arendarski, University of Warsaw Forecasting of time-series using methodology based on ARIMA models and genetic programming
18.20-18.30 Final remarks and Conference closing