Date:	Thursday September 27, 2012 at 10:00am EDT
Location:	CUNY Graduate Center-Proshansky Auditorium
	365 Fifth Avenue, New York, NY 10016 view map

Brief:

Join us for a luncheon research seminar from some of the key players and organizations that are researching the practical application of news analytics in trading and risk management.

Hosted by Deltix & RavenPack, senior researchers from Guggenheim Partners, NYU and others will present recent studies that examine:

• Using Macro News Events in an Automated FX Trading Strategies
• Trading on News Intra-Day: Early Observations and Experiences
• Volatility and Future Stock Returns Are Related to News Coverage
• The Impact of News Aggregation in Trading Strategies

Who should attend: Anyone contemplating additional inputs or factors for quantitative models.

Agenda:

10:00 am:	Registration & Coffee/Tea
10:30 am:	Introduction
10:45 am:	Trading on News Intra-Day: Early Observations and Experiences
	Petter Kolm (NYU)
11:30 am:	Using Macro News Events in an Automated FX Trading Strategy
	Ilya Gorelik (Deltix)
12:15 pm:	Networking lunch
1:00 pm:	The Impact of News Aggregation in Trading Strategies
	Peter Hafez (RavenPack)
1:45 pm:	Volatility and Future Stock Returns Are Related to News Coverage
	Nardin Baker (Guggenheim Partners)
2:30 pm:	Panel Discussion: The Future of Alpha Generation & News Analytics
	Moderator: Geoffrey Rogow (Dow Jones)
3:00 pm:	Closing Remarks