I will be in NYC the week of November 7th, and as always, let me know if you want to meetup.
I will also be speaking at this one day quant global macro conference. There are going to be some interesting speakers chatting about about some timely topics including tail risk, risk parity, currencies, and TBD (mine!) :
Summary of the program:
8:00am Check-in/Registration with Continental Breakfast
8:30am Dr. Wai Lee, Neuberger Berman, “Risk On – Risk Off”
9:20am Alessio de Longis, Oppenheimer Funds, “Yield Differentials as Currency Driver: The Role of FX Hedge Ratios”
10:30am Lars Nielsen, AQR Capital, “Chasing Your Own Tail (Risk)”
11:20am Mebane Faber, Cambria Investment Management, topic TBA
1:00pm Professor Francis Diebold, University of Pennsylvania, “Measuring Financial and Macroeconomic Connectedness”
Lunch is included in the registration fee. Exact order and timing of presentations is subject to change without notice. Full details on each speaker and presentation are available through the links to the right. SQA Members $300; IAFE Members $375; Nonmembers $400; full time Students $100 (must present student ID at check-in). Early registration ends 11/6/11 so register now before prices increase!
