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8 Jan 2007

Hedge Fund Technology Training 2007

Chameleon productions is holding a conference on the future of algorithmic trading this March in London. Chameleon is asking hedge fund managers and other high level investors to submit papers on working showcase application, case studies, progress through research, and evidence of outcomes, among other things. Submission deadline date: 14th January 2007.

The conference is aimed at attracting hedge fund managers, investment bankers, and asset managers who are considering algorithmic trading solutions for increasing investment returns. Algorithmic or rule based trading strategies are fast becoming the standard across a number of financial institutions.

Institutional and high net worth individuals are being targeted with algorithm-based strategies that are constantly gaining in sophistication. The conference will allow for sell-side financial institutions to market their algorithmic trading strategies and for buy-side financial institutions to determine how these can be complementary to their existing trade process.

Algorithmic Trading 2007 will be a focal point for research and discussion on new strategies within algorithmic trading and a forum for existing vendors to display their models and supporting technology.

In an environment where gaining investor confidence is becoming more and more difficult; the demands set by potential investors rest more on finding asset classes that provide diversification and stable positive returns. It has become increasingly important to start exploiting new algorithm based investment strategies.

The conference also aims to be the definitive breeding ground for a new type of investment professional. One that uses the power of mathematical inference to generate alpha and exploit anomalies found in global financial markets.


For more information see; http://www.chameleonproductions.co.uk/algorithmics.html

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