GLG Seminar: (NYC) High-Frequency Finance and Dynamic Portfolio Analysis

Time & Location

Originally Presented: July 16, 2009 12:30 PM, New York

Presenter(s):

GLG Expert Contributor

Agenda:

  • Modeling transaction costs for large investment portfolios
  • A practical model for multi-period portfolio optimization with alpha decay, market impact costs, and constraints
  • On the high-frequency arms race: Latency is important, but how important?

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About GLG Live Meetings

A program focused on educating business and investment professionals through seminars on current trends and core concepts in various industries. Detailed workbooks distributed at the Seminars provide educational reference materials for later review. GLG Live Meetings enable clients to increase thier own industry education by proposing new seminar topics or adding agenda terms to currently scheduled seminars.