| Date: | March 31, 2008 |
| Time: | 4:30 PM - 5:30 PM (Refreshments at 4:15) |
| Location: | 1305 Newell-Simon Hall |
| Speaker: | Anthony Brockwell Sr. Analyst, Horton Point |
| Title: | So what is a hedge fund anyway? |
| Abstract: |
I'll give some historical background on hedge funds, describing what they are and how they arose. I will discuss some of the widely-known methods that have been used in the past to make money, paying particular attention to some of the more spectacular successes and failures. I will illustrate some of the associated aspects of time series analysis, and more generally I will attempt to discuss the role of statistics and machine learning in finance. |