Princeton University Quant Trading Conference

Past Seminars

October 17, 2011

Ph.D. Seminar and Public Talk

Speaker: Dr. Douglas L. Costa
Director of Quantitative Research, SIG, LLP
Dr. Costa received a B.A. in Mathematics from Oberlin College in 1968, and
completed a Ph.D. in Mathematics at the University of Kansas in 1974, specializing in Commutative Algebra. He then joined the faculty of the mathematics department at the University of Virginia, where he worked until 1997. While at Virginia, Dr. Costa did research in commutative algebra and linear groups, publishing 35 papers, with support from the NSA, and later from the NSF.
In 1997, Dr. Costa joined Susquehanna International Group, LLP, in Bala
Cynwyd, Pennsylvania, as Director of Quantitative Research. Under his leadership since then, the quantitative research group at Susquehanna has grown from 6 to about 50 Ph.D. “quants” providing the firm with high-level modeling and data analysis in support of its global securities trading.

Ph.D. Seminar: 3:30 PM
Correlations and betas: what do we know and when do we know it?

Dr. Douglas L. Costa will discuss the pesky problem of computing correlations and betas, and other related topics as time permits.

Public Talk: 5 PM
So you want to do HFT?: an impressionistic portrait of electronic trading

This talk will attempt to give the listener a sense of what is involved in doing high frequency trading in today’s electronic markets.

February 13, 2012

Speaker: Dr. James Yeh
Senior Managing Director, Citadel Group
James Yeh joined Citadel in 1993. During his eighteen years at Citadel, he was a member of the firm’s Management Committee and oversaw Citadel’s statistical arbitrage, high-frequency trading and options market-making businesses as well as its fundamental equities trading businesses. He holds a Ph.D. in Physics from the University of California-Berkeley, where he studied string theory. Mr. Yeh earned an A.B. in Physics with a certificate in engineering physics from Princeton in 1987. He is currently a member of Princeton’s Board of Trustees.

Featured Talk: 4:30 PM
Fixing What’s Wrong with Traditional Investing - Insights from Quantitative Trading

February 28, 2012

Speaker: Mr. Peter Kent
Founder and Managing Partner, Eladian Partners
Peter Kent is a Founder and Managing Partner at Eladian Partners, a global multi-asset class trading firm built on cutting edge technology combined with sophisticated quantitative trading strategies. Peter has over 35 years of experience in financial services and has held a variety of executive positions in securities firms and investment banks covering the retail, institutional, and discount sectors. He has participated in excess of 30 transactions as a principal, and in over 250 deals as an intermediary. As Chief Financial Officer and Chief Operating Officer of Automated Trading Desk, Peter led its sale to Citigroup in 2007. At Citigroup, he was Global Head of Broker-Dealer Execution Services and Sales where he was responsible for the retail execution business across multiple asset classes. Peter received his Bachelor of Science in Management Science and earned an MBA in Finance and Accounting, both from the University of California – Berkeley.

Featured Talk: 4:30 PM
Trading Opportunities in Today's Market
Technology and regulation have irrevocably changed the landscape of Wall Street. With the Street changing the way it conducts business, the traditional roles and careers in trading are also evolving. Eladian Partners will present an informative look at today's high frequency trading and what that means for those looking at a career in the field. High frequency trading requires the combined expertise of quantitative research, advanced programming and a new style of trader. Eladian Partners, a global, multi-asset class proprietary trading firm based in New York, will have employees present to discuss what it's like to work at a small and highly collaborative firm.

Additional Notes
- Hear straight from employees what it's like to work for a variety of firms - from start-ups to bulge bracket banks.
- Eladian Partners is hiring, so come and hear about what positions are open, and lean about the interview process.
- Ask HR representatives questions about interviewing with a small firm. Learn how to stand out in a crowd of resumes. 

Past Announcements