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QFRG monthly meeting, 16th of January, 2018

We would like to invite students  and market practitioners who are interested in the field of algorithmic investment strategies on cryptocurrency markets to take part in our monthly meeting where we will present the results of our newest research project titled: Momentum or Contrarian. Which Is the Most Valid in the Case of Cryptocurrencies?

Our next  monthly meeting will take place on Tuesday, 16th of January, 2018 at 6.30 PM, in room B002.

For further details please click here.

QFRG invitation for new members

We would like to invite students who are interested in the field of quantitative finance and financial econometrics and are convinced to devote their time and maximum effort to take part in our new projects. They will be focused on practical implementation of scientifics theories and tools and will eventually end up with the applications which can be used for automated trading and investment purposes.

Our first meeting in this semester will take place on Tuesday, 24th of October, 2017 at 6.30 PM, at room B.

For further details please click here.

Equity Risk Premium Determinants for Emerging and Developed Markets

The Department of Quantitative Finance at the Faculty of Economic Sciences University of Warsaw and the Quantitative Finance Research Group invite everyone interested to attend the conference: “Equity Risk Premium Determinants for Emerging and Developed Markets”.

The conference will be held on 24th November 2016 at the Faculty of Economic Sciences, University of Warsaw in room B.

For further details please click here.

 

Equity Index Derivatives in Investment Strategies and Asset Allocation

Quantitative Finance Research Group at the Faculty of Economic Sciences, University of Warsaw and Eurex Exchange are pleased to invite everyone to attend the conference “Equity Index Derivatives in Investment Strategies and Asset Allocation”. The conference will be held on 13th October 2014 at the Faculty of Economic Sciences, University of Warsaw.

During the event, QFRG will present the results of the research on “Generalized Momentum Asset Allocation using MSCI indexes”.

For further details please click here.

 

Technical Analysis: Elliott Waves

Technical Analysis: Elliott Waves – guest lecture at the Faculty by Tomasz Jerzyk from BZWBK. We invite everyone on Tuesday, 2014-04-29, 13:15 to the room A.

The University of Warsaw, Faculty of Economic Sciences and Quantitative Finance Research Group with partnership of BZ WBK Brokerage House invite you to a guest lecture: Technical Analysis: Elliott Waves. The lecture will be conducted by Tomasz Jerzyk, The Chief of Technical Analysis in BZ WBK Dom Maklerski. The lecture is a part of “Technical Analysis I” course conducted this semester at the Faculty.

Please see the poster to get more information how to register at this course.

First training in Trading Lab!

We are happy to invite you to the first training in our new Trading Lab at WNE UW!

Our first meeting with OSTC Managers will be held on 12th November 2013 at 4.45pm in room A at Faculty of Economic Sciences, University of Warsaw (Długa 44/50). During the meeting we are going to present the Stellar trading software (simulated transactions on world’s major derivatives markets, top class software used by professional traders not only at OSTC, but also across UK, GER, USA, SNGPR!). We will also set dates for further trainings and answer all of your questions.

Please confirm your attendance by writing to tradinglab.uw@ostc.com.

Grand Opening of Trading Lab

On behalf of University of Warsaw, Faculty of Economic Sciences and OSTC company we are pleased to invite you to the grand opening of our unique, state-of-the-art Trading Lab on 17 October 17th 2013 at 12pm in room A and afterwards to the Lab in room E.

The Lab will give you the opportunity to simulate trading on all of the world’s key derivatives exchanges in real time under the guidance of senior OSTC managers. We are also going to offer regular classes in the Trading Lab and conduct research projects.

Agenda of the event:

12:00–12:30 grand opening of the Trading Lab (room A)
speech of University of Warsaw representatives
speech of OSTC representatives
12:30-12:45 visiting the Lab (room E)
12:45-13:30 short presentation of trading software in the Lab
13:30-14:00 catering (room G)

In the meanwhile you will find additional information and promotional materials:

Please confirm your attendance (klaudia.jazdzyk@ostc.com, T: +48 22 201 97 19 int. 0058, +48 606 479 858) as it will help us a lot to organize this event.

Global Trading Challenge with OSTC

The Quantitative Finance Research Group is pleased to announce that the University of Warsaw will participate in the OSTC International Student Trading Challenge.

OSTC is a major, and unique in its approach, player in the area of proprietary trading, located in the UK, Eastern and Continental Europe and Asia. It already has far-reaching relationships with universities from around the world.

More details about about Global Trading Challenge with OSTC can be found here. We encourage all our students to take part in it and have the possibility to meet and compete with your colleagues from all other the world.

If you have any other questions concerning this event please do not hesitate to contact Dominika Pawłowska, OSTC Ambassador at our faculty.

 

How to Effectively Replicate Hedge Funds Strategies Using Eurex Products?

Quantitative Finance Research Group at the Faculty of Economic Sciences, University of Warsaw and Eurex Exchange are pleased to invite everyone to attend our joint conference to be held on 5th December, 2012 at the Faculty of Economic Sciences, University of Warsaw.

The conference provides a forum for the professionals and students who are interested in effective application of derivatives in the field of quantitative finance.

Your contributions will enrich the program through enhancing the diversity of perspectives and content represented. We expect about 50 participants who will have the opportunity to listen and discuss very interesting presentations of key speakers from Eurex Exchange, OSTC and University of Warsaw:

  • Deepesh Shah, Vice President Business Development, EUREX
  • Dr. Piotr Wójcik, University of Warsaw
  • Renaud Huck, Senior Vice President Buy-Side Relations, EUREX
  • Dr. Ian Firla, COO OSTC Poland

For further details and registration please click here.