THE ANNUAL QUANTITATIVE TRADING SYMPOSIUM

Arison School of Business and Eagle Labs invites you to
THE ANNUAL QUANTITATIVE TRADING SYMPOSIUM
Monday, May 18th 2015 at 4:00 pm
Radzyner-Sustainability Building, IDC Herzliya Campus
Arison School of Business at IDC Herzliya and Eagle Labs invite you to the Annual Quantitative Trading
Symposium. The symposium is held as a part of the Annual Conference in Financial Economics Research.
It addresses practical aspects of quantitative trading and brings together leading academics and practitioners international and domestic.
16:00-16:30 Registration
16:30-16:40 Greetings
16:40-17:10 Deactivating Active Share
Andrea Frazzini, Ph.D, AQR Capital Management
17:10-17:40 Advances in Temporal Data Mining for Clustering, Classification, and Prediction Purposes
Prof. Yuval Shahar ,The Josef Erteschik Chair in Information Systems Engineering,
The Department of Information Systems Engineering, Ben Gurion University
17:40-18:10 Evaluating Performance of Trading Strategies
Gari Fuks, Eagle Labs
18:10-18:40 Coffee Break
18:40-19:10 News and Stock Prices: New Insights
Dr. Shimon Kogan, Arison School of Business, IDC Herzliya;
McCombs School of Business, University of Texas at Austin
19:10-20:00 Panel about “The Importance of Risk Management”
Moderator: Prof. Dan Galai, Sigma Investment House
Panelists: Nir Azriel, Israel Capital Group
Itamar Eden, Kryptonite
Shai Blau, Blau Capital
Assaf Hochberg, Frevo
Participation is free of charge, but requires registration. Please RSVP to Ortal Hefetz at ohefetz@idc.ac.il
Looking forward to seeing you,
Dr. Shimon Kogan, IDC and Rotem Eldar, Eagle Labs
Event Co-Organizers