Tag Archives: HQT

Hofstra University GARP Chapter Meeting – Common Challenges in the Development of a Statistical Credit-Worthiness Model Wed. Nov 12th 6-8pm

Hofstra GARP – Chapter Meeting Registration Link

Hofstra University GARP-Global Association of Risk Professionals Chapter and HQT-Hofstra Quants & Traders will be co-hosting a seminar on Wednesday November 12, 2014 from 6pm to 8pm in the Martin B. Greenberg Trading Room at CV Starr Hall.

Topic: “Common Challenges in the Development of a Statistical Credit-Worthiness Model”

Speaker: Alma Chen, Associate Director, Head of Analytic Development Group Americas, S&P Capital IQ®,

In this presentation, Alma Chen will cover the type of model to be considered in credit risk segment; how to collect the right ingredients for the model and the methodologies; and how to measure the performance, and will conclude with a discussion.

This event is free for GARP members, please register at GARP’s website using the link above.

#creditmodeling #creditrisk #creditratings

SEC does job, ignores HFT noise

SEC does job, ignores HFT noise.

Futures Magazine June 6, 2014 FUTURES OP-ED By Matt Levine, Bloomberg

Matt Levine writes “I’ve said this before, but I really admire the way the Securities and Exchange Commission has responded to the recent uproar about high-frequency trading. A lesser regulator would have jumped on the bandwagon of HFT bashing, or even tried to get out ahead of it with its own anti-HFT branding.” To read more click on the article link above.

SECs White gains praise from HFTs: Really

SECs White gains praise from HFTs: Really.

Futures Magazine June 6, 2014 By Daniel P. Collins

Ever since Michael Lewis’ book, “Flash Boys: A Wall Street Revolt” came out traders in general and high frequency traders in particular have been nervous about the regulatory response.

There was fear of a knee jerk response that could harm, or even end their business. So Securities and Exchange Commission Chair Mary Jo White’s comments this week at the Sandler O’Neill Global Exchange and Brokerage Conference were much anticipated. To read more click on the article link above.