Center for Innovative
Financial Technology

 

CIFT seeks to match students and affiliates for work on real financial problems.

 

On-Going Research

 

Jike Chong (jike@berkeley.edu) is investigating efficient risk analysis frameworks by utilizing highly parallel systems and parallel computations. In his research, he develops production-quality code and optimization algorithms that can fully leverage the performance offered by multicore and manycore-style processors.

 

Mahesh Krishnan (mahesh_krishnan@haas.berkeley.edu) is evaluating Bayesian approaches to market making. His model incorporates asymmetric information and market maker's risk aversion, and involves updating market maker's beliefs concerning price. The quote formation framework has been tested on CME futures products, namely Eurodollars, S&P, Euro/USD and Crude Oil.

 

 

Research Opportunities

 

 

Siemens University Research Collaboration “Match-Making Request” Questionnaire- Due Diligence

 

Siemens University Research Collaboration “Match-Making Request” Questionnaire- Metrics

 

Internships and Jobs

 

Fidelity Investments Financial Engineer Internship, Boston

 

Motley Fool Internship

 

Advanced Trading Job Board

 

 

Competitions

 

Interactive Brokers Trading Olympiad

 

 

Events

 

 

Swimming in Dark Pools, is it safe? The Advantages & Disadvantages of trading in dark pools

Tuesday, Nov. 10, 2009
5:30-6:30 pm, 330 Cheit Hall, Haas School

Roderick Burns, Director Western Region
Credit Suisse Advanced Execution Services


What's Wrong with Hedge Funds?

Tuesday, Nov. 17, 2009
5:30-6:30 pm, 330 Cheit Hall, Haas School

Lee Levy, Canid Asset Management


 

Past Events

 

Technology and the Great Mess of ’08

Wednesday, Sept. 23, 2009
6:00-7:30pm, Soda Hall 306

David Leinweber, Author of "Nerds on Wall Street"
Haas Fellow in Finance


Fourth Level BLAS for High Performance Pricing

Tuesday, Sept. 29, 2009
6:00-7:30pm, Soda Hall 306

Claudio Albanese, Visiting Professor of Mathematical Finance, LUISS University, Rome; Independent Consultant


CIFT Overview and Data Resources
Tues Apr 7, Haas - Anderson Auditorium, 5-7pm

The Center for Innovative Financial Technology is a new resource for students, staff and faculty. CIFT is sponsored by major financial data and technology firms. These firms have provided tools, services, and data that can be used for research, projects or any educational purpose.

This information session provides an overview of the Center by founding director David Leinweber, and a presentation on the resources provided by our largest sponsor, Thomson Reuters, the world's largest financial information company.

 

 

Evan Schulman, Mar 24, 9-11am, Haas Berkeley - S480, widely credited as the 'father of program trading', E. Schulman founded the company Tykhe, and will be discussing the introduction of Sales Certificates, a new security. See slides here

 

TradeTech USA, Equity Trading Summit, March 2-4, 2009



Bill Aronin, Thomson Reuters, Nov 13, 2-3, Berkeley, CA,

 

Money:Tech 2009, Feb 4-6, New York NY, John O'Brien and Dave Leinweber

Fidelity Investments, Applied Technology Center, Boston, July 8, 2008, "Artificial Intelligence and Intelligence Amplication in Investment Research", D. Leinweber

 

Research Board, Chicago, "Business Intelligence and Search 2.0", June 18, D. Leinweber

 

Google NY, May 5 "If you had everything computationally, where would you put it financially? Search 2.0 for Finance", D. Leinweber (Watch Google TechTalk Here)

 

SIFMA Market Structure Conference, NY; May 9, 2008.

The leading industry conference addressing the new regulatory, business and structural changes transforming the securities markets. 

 

Money:Tech, NY; Feb 7, 2008, "If you had everything computationally, where would you put it, financially?"
David Leinweber
(See presentations)