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](contact-us)

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