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Overcome the barriers to algorithmic trading.
You will discuss innovative trading strategies, explore unique data sets,
and review new programming tools -
all the help you need to craft and trade outperforming strategies.
The Day
40 expert speakers from quant finance,
machine learning, and data science fields.
8 hours of workshops & talks.
1 fantastic cocktail network session.
Attendees will have first-access to presentation decks and recorded talks.
Our Next QuantCon will be held in Singapore
on November 10-11, 2016.
Learn how to develop and deploy your own factor-driven strategy. The workflows presented in the advanced workshop are the workflows used by professional quants to run large portfolios.
We will walk through the entire quant workflow including: evaluating your model, writing a strategy based on the pricing model, and evaluating the strategy's performance.
Sorry! We are sold out for this workshop.
For more information on our future workshops, click here.
The QuantCon Hackathon is a free, data-centric hackathon. You will learn how to build a trading algorithm with various data sets from Accern, EventVestor, PsychSignal, and StockTwits. Algorithms will be judged using a rigorous, quantitative judging process. Prizes to be announced soon!
If you would like to learn more and put your
trading strategy to the test,
add your name to the waiting list here.
If a space opens up, we will let you know.
Morning Keynote: "Financial Engineering and Its Discontents" by Dr. Emanuel Derman, Professor at Columbia University, and author of "My Life As A Quant" and "Models.Behaving.Badly: Why Confusing Illusion with Reality Can Lead to Disasters, On Wall Street and in Life."
Neoclassical finance has been with us for over half a century, and its methods have become somewhat uncritically ingrained in the minds of quants. From mean-variance optimization to options theory to behavioral finance, Dr. Derman will discuss which of these ideas work better, and which don't.
Afternoon Keynote: "Untapped Alpha" by Manoj Narang is the founder and CEO of MANA Partners LLC, a newly launched quant trading and fintech company. Previously, Manoj was founder/CEO of Tradeworx Inc.
Mr. Narang plans an unscripted and wide-ranging discussion about the origins of
quant trading opportunities and the future of alpha.
"Morning Keynote: "Financial Engineering and Its Discontents" by Dr. Emanuel Derman, professor at Columbia University and Author of "My Life As A Quant" and "Models.Behaving.Badly"
"Size Doesn't Matter: A Case for Small Data" by Dr. Robert Reider, Adjunct Professor at NYU's Courant Institute
"More Profit with Less Risk through Dual Momentum" by Gary Antonacci, Author of "Dual Momentum Investing: An Innovative Approach to Higher Returns with Lower Risk"
"Systematic M&A Arbitrage" by Yin Luo, Managing Director & Global Head of Quantitative Strategy, Deutsche Bank
"Deep Value and the Acquirer's Multiple" by Tobias Carlisle, Managing Partner of Carbon Beach Asset Management, LLC.
"The Sustainable Active Investing Framework: Simple, But Not Easy" by Dr. Wesley Gray, Founder of Alpha Architect
"Market Timing, Big Data, and Machine Learning" by Dr. Xiao Qiao, Finance PhD at the University of Chicago, Consultant for Hull Investments
"Trading Strategies Based on Impact of Macroeconomic Announcements" by Dr. Alec Schmidt, Lead Research Scientist at Kensho
"The Holy Grail of Investing: From Theory into Practice" by Justin Lent, Director of Fund Development at Quantopian and Dr. Jessica Stauth, Vice President of Quant Strategy at Quantopian
"All that glitters ain't gold: Comparing backtest and out-of-sample performance on a large cohort of trading algorithms" by Dr. Thomas Wiecki, Lead Data Scientist at Quantopian
"A Vision for Quantitative Investors in the "Data Economy"" by Michael Beal, CEO of Data Capital Management
"Honey, I Deep-Shrunk the Sample Covariance Matrix!" by Dr. Erk Subasi, Quant Portfolio Manager at Limmat Capital Alternative Investments AG
"Statistics: The Missing Link between Technical Analysis and Algorithmic Trading" by Manish Jalan is the Managing Partner & Quantitative research head at SGAnalytics
"Needle in the Haystack - Mining for Actionable Information in the Noisy Web" by Anshul Vikram Pandey, Co-Founder and CTO of Accern Corporation
"A Fireside Chat" with Matthew Granade, Head of Data and Analytics for Point72 Asset Management, L.P. and John "Fawce" Fawcett, Founder and CEO of Quantopian
"Combining the Best Stock Selection Factors" by Patrick O'Shaughnessy, a Principal and Portfolio Manager at O'Shaughnessy Asset Management (OSAM)
"Quantitative Trading in the Eurodollar Futures Market" by Edith Mandel, Principal at Greenwich Street Advisors, LLC.
"From Backtesting to Live Trading" Dr. Vesna Straser, an independent TCA, Optimal Trade Execution and Algorithmic Trading Consultant
"You Don't Know How Wrong You Are" by Delaney Granizo-Mackenzie, Academic Lead and Engineer at Quantopian
"Lighting Up Your Dark Data" by Lance Ransom, a Product Manager at Continuum Analytics and a former Partner and CTO of Schonfeld Group
"The Peculiarities Of Volatility" by Dr. Ernest Chan, Managing Member, QTS Capital Management, LLC
Ernie will explore some interesting features of both realized and implied volatilities that are useful to traders. These include the term structure of volatility, simple methods of volatility prediction, and what volatility and its siblings can tell us about future returns.
When Should You Build Your Own Backtester? by Dr. Michael Halls-Moore, founder of QuantStart.com
The huge uptake of Python and R as first-class programming languages within quantitative trading has lead to an abundance of backtesting libraries becoming widely available. It can take months, if not years, to develop a robust backtesting and trading infrastructure from scratch and many of the vendors (both commercial and open source) have a huge head start. Given such prevalence and maturity of the available software, as well as the time investment needed for development, is there any benefit to building your own?
In this talk, Mike will argue the advantages and disadvantages of building your own infrastructure, how to develop and improve your first backtesting system and how to make it robust to internal and external risk events. The talk will be of interest whether you are a retail quant trader managing your own capital or are forming a start-up quant fund with initial seed funding.
"The Holy Grail of Investing: From Theory into Practice" by Justin Lent, Director of Fund Development at Quantopian and Dr. Jessica Stauth, Vice President of Quant Strategy at Quantopian
Diversification has been called the only free lunch in investing. However in practice, the process of identifying uncorrelated returns streams is typically quite expensive both in terms of capital and time invested. This talk will explore a novel and economical approach to identifying uncorrelated alpha at scale.
In addition to a review of tools and techniques, Jess and Justin will share performance results from proprietary trading allocations to algorithms sourced from the online community.
"A Guided Tour Of Machine Learning For Traders" by Dr. Tucker Balch, Chief Scientist at Lucena Research, Professor at Georgia Tech
You've probably heard about Machine Learning and you likely know it is of emerging importance for trading and investing. Unfortunately it is a deeply technical field and the complexity and jargon get in the way of broader use and understanding. There are literally hundreds of learning algorithms that each solve a slightly different problem. Which algorithms really matter for investing? In this presentation, Professor Balch will help declutter the ML jungle. He'll introduce a few of the most important ML algorithms and show how they can be applied to the challenges of trading.
"Trade Like A Chimp! Unleash Your Inner Primate" by Andreas Clenow, CIO Acies Asset Management
It is a long established fact that a reasonably well behaved chimp throwing darts at a list of stocks can outperform most professional asset managers. It is less known why this is the case. While there would be obvious advantages with hiring chimps over hedge fund traders, such as lower salaries and calmer tempers, there are also a few practical obstacles to such hiring practices. For those asset management firms unable to retain the services of a cooperative primate, a random number generator may serve as a reasonable approximation of their skills.
The fact of the matter is that even a random number generator can, and will, outperform practically all mutual funds. Such random strategies may seem like a joke, and perhaps they are, but if a joke can outperform industry professionals we have to stop and ask some hard questions.
When designing investment strategies, it can be very useful to have an understanding of random strategies, how they work and what kind of results they are likely to yield. Given that random strategies perform quite well over time, they can act as a valid benchmark. After all, if your own investment approach fails to outperform a random strategy, you may as well outsource your quant modeling to the Bronx Zoo.
"Quantitative Trading in the Eurodollar Futures Market" by Edith Mandel, Principal at Greenwich Street Advisors, LLC.
Although the Fixed-Income market overall still lacks liquidity and overall transparency, the Eurodollar futures are a very liquid and accessible portion of it. Eurodollar market is defined by a set of key features: pro-rata matching, large tick size, overlapping and highly correlated set of contracts, hidden implied liquidity and sticky price quotes. We will describe methodologies suitable for dealing with the market's complexity, making the case that high-frequency market-making, alpha trading & algorithmic execution need to be linked closely to achieve continued success.
"Systematic M&A Arbitrage" by Yin Luo, Managing Director & Global Head Of Quantitative Strategy, Deutsche Bank
The profitability of risk arbitrage critically depends on two key factors: how long it takes to close the deal and the probability of deal closing on its original terms. We built a logit model to predict the probability of deal closing and a survivor model to analyze deal closing time, using both deal-specific data and traditional quantitative signals. The deal time/probability adjusted M&A premium is far more precise than the traditional premium. Our systematic M&A portfolio significantly outperforms the traditional risk arbitrage strategies.
"Latency in Automated Trading Systems" by Dr. Andrei Kirilenko, Director of the Centre for Global Finance and Technology and a Visiting Professor of Finance at the Imperial College Business School
Time in an automated trading system does not move in a constant deterministic fashion. Instead, it is a random variable drawn from a distribution. This happens because messages enter and exit automated systems though different gateways and then race across a complex infrastructure of parallel cables, safeguards, throttles and routers into and out of the central limit order books. Understanding latency means you are eating lunch rather than being someone else's lunch. Add to it market fragmentation and you get a pretty complex picture about the effects of latency on price formation.
"Man versus Machine: Battle of the Strategies" by Dr. Lisa Borland, Portfolio Strategist at Cerebellum Capital
We have access to a large set of performance data of algorithms generated on the Quantopian
platform ('Man'), entered into the Quantopian competition and hence achieving a minimum in-sample
set of performance statistics. A large set of similarly well-performing algorithms were discovered by
the computer using our proprietary learning framework ('Machine'). We explore the statistical features
and out of sample performance of these two data sets to see in which ways they are similar, and how
they differ. One interesting question is, which method is best for sourcing novel, uncorrelated trading
ideas. And the winner is ….
"Improving Predictability of Oil via Reuters News Text" by Dr. Sameena Shah, Director of Research and the Head of the Research and Development New York Lab for Thomson Reuters
Traditionally, commodities futures models incorporate metrics like inventory numbers, supply demand numbers. While supply chain disruptions, outages and other significant events play a crucial role in the spot and futures prices, however modeling them is not trivial. In this talk Sameena will talk about how her team captured significant events from news and modeled their impact on oil futures returns.
"Statistics: The Missing Link between Technical Analysis and Algorithmic Trading" by Manish Jalan is the Managing Partner & Quantitative research head at SGAnalytics and consultant with Dun and Bradstreet, The National Stock Exchange of India, and Bank of America
Trading leveraged derivatives using only technical analysis or speculative analysis can lead to windfall losses for even the most disciplined trader and investor. Statistics are often an ignored area of work when it comes to derivatives trading. Our talk shall focus upon how volatility can be used for dynamically adjusting the stop losses. It will talk about how correlation is an essential method to diversify the class of derivatives being traded or hedged. It will focus on co-integration as a key method to distinguish a mean reverting time series to a non-mean reverting time series. It will touch upon other essential time series econometrics like OU process, VRT as well as statistical tools like PCA, ARCH, GARCH etc. which are essential for derivatives pricing and forecasting the volatility.
"Trading Strategies Based on Impact of Macroeconomic Announcements" by Dr. Alec Schmidt, Lead Research Scientist at Kensho
We examine returns of several US equity ETFs on the days of major US macroeconomic announcements and compare performance of the buy-and-hold strategy (B&H) with three different strategies that realize daily returns on the announcement days. We show that these strategies may outperform B&H.
"Fast and Smart: A Paradox in Quantitative Trading" by Christina Qi, Co-founder and Partner at Domeyard
Domeyard is a hedge fund focused on ultra low-latency trading. This talk presents a common paradox in the context of quantitative trading and how advancements in technology can confront this problem. We will also discuss what it's like to work at an HFT hedge fund.
"All that glitters ain't gold: Comparing backtest and out-of-sample performance on a large cohort of trading algorithms" by Dr. Thomas Wiecki, Lead Data Scientist, Quantopian
"Past performance is no guarantee of future returns". This cautionary message will certainly match the experience of many investors. When automated trading strategies are developed and evaluated using backtests on historical pricing data, there is always a tendency, intentional or not, to overfit to the past. As a result, strategies that show fantastic performance on historical data often flounder when deployed with real capital.
Quantopian is an online platform that allows users to develop, backtest, and trade algorithmic investing strategies. By pooling all strategies developed on our platform we constructed a huge and unique data set of trading algorithms. Although we do not have access to source code, we have returns and portfolio allocations as well as the time the algorithm was last edited. This allows us to compare returns over the period the author had access to and potentially overfit on, as well as true out-of-sample data that accumulated since then. In this talk I will shed light on the prevalence of backtest overfitting and debunk several common myths in quantitative finance based on empirical findings. Moreover, I'll show how I trained a machine learning classifier on this dataset to predict whether an algorithm is overfit or not and how its future performance will likely unfold.
"Machine Learning at Bloomberg" by Gary Kazantsev, Head of the Machine Learning group at Bloomberg
In this talk, we will discuss the evolution of the machine learning landscape from the perspective of the global financial industry. We will describe the development route of several Bloomberg machine learning projects, such as sentiment analysis, prediction of market impact, novelty detection, social media monitoring and question answering, illustrating the applications with recent results from strategy development using news analytics. We will show that these interdisciplinary problems lie at the intersection of linguistics, finance, computer science and mathematics, requiring input from signal processing, machine vision and other fields. We will talk about the methods, problem formulation, and throughout, talk about practicalities of delivering machine learning solutions to problems of finance, emphasizing issues such as appropriate problem decomposition, validation and interpretability. We will also summarize the current state of the art and discuss possible future directions for the applications of natural language processing and machine learning methods in finance. The talk will end with a Q&A session.
"Honey, I Deep-Shrunk the Sample Covariance Matrix!" by Dr. Erk Subasi, Quant Portfolio Manager at Limmat Capital Alternative Investments AG
Since the seminal work of Markowitz, covariance estimates has prime importance for portfolio construction. Running naive portfolio optimizations on sample covariance estimates can be hazardous to the health of one's portfolio though. The recent developments in machine learning, in particular in deep-learning, suggest that high-level abstractions and deep architectural representations are key for success when dealing with non-linear, noisy real-life data. Motivated by this, here we demonstrate a novel form of robust-covariance estimation based on the ideas borrowed from deep-learning domain. In a pedagogical setting, we will show how to use TensorFlow, a recently open-sourced deep-learning library by Google, to build a robust-covariance estimator via denoising autoencoders.
"Combining the Best Stock Selection Factors" by Patrick O'Shaughnessy, a Principal and Portfolio Manager at O'Shaughnessy Asset Management (OSAM)
Patrick will explore how to combine the value factor with other stock selection factors to build a superior stock selection strategy. He will discuss unique ways of using momentum, share buybacks, and quality factors to improve on a simple value screen. He will discuss portfolio concentration, rebalancing, and risk management. He will also explain why the best versions of these strategies are only possible for smaller firms and investors.
"Intro to Data Analysis in Python" by Anita Raichand, Data Scientist and Author of "Practical Data Analysis with Python"
Interested in learning how to use code to analyze data? The workshop participant will learn exploratory data analysis using open data and the Python programming language. Data preparation and visualization will also be covered. This workshop is suitable for people new to coding in Python as well as spreadsheet gurus. This is a hands-on workshop so please bring a computer. Software requirements will be provided prior to the event.
"The Sustainable Active Investing Framework: Simple, But Not Easy" by Dr. Wesley Gray, Founder of Alpha Architect
To some, the debate of passive versus active investing is akin to Eagles vs. Cowboys or Coke vs. Pepsi. In short, once our preference for one style over the other is established is can become so overwhelming that it becomes a proven fact or incontrovertible reality in our minds.
We cannot overemphasize that alpha in the market is no cakewalk. More importantly, being smart, having superior stockpicking skills, or amassing an army of PhDs to crunch data is only half of the equation. Even with those tools, you are still only one shark in a tank filled with other sharks. All sharks are smart, all sharks have a MBA or PhD from a fancy school, and all the sharks know how to analyze a company. Maintaining an edge in these shark infested waters is no small feat, and one that only a handful (e.g., we can count them in one hand) of investors has successfully accomplished.
In order too achieve sustainable success as an active investing, one needs both skill and an understanding of human psychology and market incentives (behavioral finance). We start our journey where mine began: as an aspiring PhD student studying under Eugene Fama at the University of Chicago. Let the adventure begin...
"A Vision For Quantitative Investors in The "Data Economy" by Michael Beal, CEO of Data Capital Management
Quantitative Investors have long been charged with an exhilarating challenge - to derive insight from data. To support this ardor, a plethora of traditional data and technology vendors have entrenched themselves as critical partners in our pursuit of Alpha.
Over the last decade, a new partner in the pursuit of "automated truth from data" has emerged. Billions of dollars in Venture Capital funding have created an ecosystem of "Big Data", "Cognitive Intelligence", "Cloud Technology", etc. companies seeking to extract information from anything and everything (e.g. unstructured text, sensors, satellites, etc.). This "Data Revolution" began in California and is now blossoming globally.
As "Silicon Alley" brings financial technology to the mainstream, what new opportunities await the ambitious? What disruptions threaten the complacent? And which historical analogs best illuminate the path forward for Quantitative Investors in the "Data Economy"?
"Market Timing, Big Data, And Machine Learning" by by Dr. Xiao Qiao, Finance PhD at the University of Chicago and consultant for Hull Investments
Return predictability has been a controversial topic in finance for a long time. We show there is substantial predictive power in combining forecasting variables. We apply correlation screening to combine twenty variables that have been proposed in the return predictability literature, and demonstrate forecasting power at a six-month horizon. We illustrate the economic significance of return predictability through a simulation which takes positions in SPY proportional to the model forecast.
The simulated strategy yields annual returns more than twice that of the buy-and-hold strategy, with a Sharpe ratio four times as large. This application of big data ideas to return predictability serves to shift the sentiment associated with market timing.
"You Don't Know How Wrong You Are" by Delaney Granizo-Mackenzie, Academic Lead and Engineer at Quantopian
Quantitative finance is the only field in which the quality of your statistics is tied directly to your bank account. Subtle mistakes in statistical validation can cause models that look good historically to fall apart when actually traded. In this talk, Delaney will cover a few common issues faced when developing trading models, as well as introduce the Quantopian Lecture series.
"More Profit with Less Risk through Dual Momentum" by Gary Antonacci, Author of "Dual Momentum Investing: An Innovative Approach to Higher Returns with Lower Risk"
Gary will begin by reviewing the most common investment vehicles throughout history while explaining their advantages and disadvantages. He will then show how momentum can help accentuate the positives and eliminate the negatives. Using easily understood examples and historical research findings, Gary will show how relative strength momentum can enhance investment return, while trend-following absolute momentum can dramatically decrease bear market exposure. Finally, Gary will show how you can implement and easily maintain your very own dual momentum portfolio using the best assets classes.
In this talk you will learn how to:
- Spot the best investment opportunities in any market environment.
- Protect yourself from bear markets and behavioral biases.
- Construct your own low-cost, rules-based dual momentum portfolio that is simple to understand and easy to implement.
"Empowering Quantitative Investors In The "Data Economy" by Napoleon Hernandez, Director of Research and COO of Data Capital Management
The proliferation of novel data sources has awoken quantitative investors to the promise of "Big Data". Billions of venture capital funding has created an ecosystem of companies to help investors extract information out of unstructured text, sensors, etc. A "Vision for Quants in the Data Economy" is nice, but what does it take to turn that vision into reality? Join Data Capital Management as we discuss some of the breakthroughs by companies like Twitter, Google and Facebook that are empowering quantitative investors to extract alpha from "Big Data."
"Deep Value And The Acquirer's Multiple" by Tobias Carlisle, Managing Partner Of Carbon Beach Asset Management, LLC.
How to beat The Little Book That Beats The Market: An exploration of the deep value investment strategy. This talk will combines engaging anecdotes with industry research to illustrate the principles and reasoning behind a counterintuitive investment strategy.
"From Backtesting to Live Trading" by Dr. Vesna Straser, an independent TCA, optimal trade execution and algorithmic trading consultant
Dr. Vesna Straser will discuss the differences in expected slippage between live trading, simulation trading and backtesting. Typically in backtesting signal generation and order fill assumptions are simplified to obtain strategy performance data faster. For example, many commercial back testing software providers will work with sampled data such as minute open or close price points and assume that the signal is triggered at the close of one bar and filled at the close price of the next bar, per the assumed slippage model. Simulation trading, however, will typically run on tick trading data (live or replayed) potentially resulting in quite different dynamics versus back testing. Orders are filled per fill assumptions that may vary significantly between different providers. In live trading, orders are triggered and executed immediately under real market conditions and order type. Depending on the trading strategy, live trading results can differ dramatically from back-testing and/or simulation trading. Vesna will outline the issues, analytics to track, factors to consider and how to account for them to achieve "realistic" back-testing results.
"Social Data's Influence on Financial Markets" by Chris Camillo, Co-founder and CEO of TickerTags
As mass adoption of social networks progresses the speed, reach, and mechanics of modern communication, the arc of data dissemination flattens greatly diminishing the value of conventional financial news flow.
The multiplicity of chatter that propagates through large social user communities presents an atypical opportunity to monitor the evolving landscape of products, technology, media, entertainment, culture, and news quicker and more efficiently than any conventional form of financial research. But how do we, as investors, analysts and journalists, discover actionable insights hidden within terabytes of non-financial news flow and unstructured social data?
Needle in the Haystack - Mining for Actionable Information in the Noisy Web by Anshul Vikram Pandey, Co-Founder and CTO, Accern Corporation
The amount of text data (news articles, blogs, social media etc.) on the web is increasing at a staggering rate. However, the amount of irrelevant information or noise on the web is increasing at a much higher rate than action-able information that can generate alpha. It is becoming increasingly difficult to mine for actionable stories on the web using standard, out of the box language processing techniques and libraries. Given that the performance, robustness and reliability of all data-centric models are directly dependent on the quality of the data, noise reduction becomes one of the most important steps in the data science pipeline. Thanks to the recent research advancements in the field of big data, deep learning and natural language processing technologies, we are now able to mine for actionable stories in millions of information pieces and hundreds of terabytes of data.
In this talk, we will highlight various approaches and technologies we employ as part of the noise cancellation mechanism at Accern. We will also compare the performance of trading strategies that use social analytics derived using standard versus sophisticated noise cancellation techniques, as well as those that utilize other advanced metrics.
"This Illegally Collected Data Set Produced More Alpha For Hedge Funds Than Any Other" by Leigh Drogen, CEO of Estimize
Analyst recommendations, ratings and price targets have been the focus of much consternation and ridicule from both the public and regulatory agencies over time. While there has been a lineage of academic and industry papers focused on the severe biases inherent in these data sets, and the effect of those biases on the accuracy and representativeness of the data sets, they continue to have a significant effect on the market due to severe availability heuristics at play with investor decision making. Quants have arbitraged this data and these effects to generate alpha. But for half a decade prior to January of 2014, several major quantitative funds had been collecting a different, secret data set from the sell side with a far superior design. This data set ended up producing more alpha for these funds than any other in recent history, until government regulatory bodies uncovered the illegal nature of its collection. This talk will focus on the genesis of this data set, how it was used, why it was so superior, and how you can get your hands on it soon.
"Lighting Up Your Dark Data" by Lance Ransom, a Product Manager at Continuum Analytics and a former Partner and CTO of Schonfeld Group
Quants are faced with a complex data environment. Data is everywhere and it's increasingly challenging to analyze, explore and evaluate, all in one language and in one environment. Quants need a unified environment where they are able to write expressions and conduct pushdown processes, all without having to move the data and having the ability to deploy anywhere, anytime. Organizations need to better marshal the data and have visibility to conduct a clean transformation. This session will discuss how businesses gain a better understanding of their data, leading to better results. In the FinServ industry, fluidity in understanding the data will help create better risk models and trading strategies. Ransom will discuss how organizations address these challenges and future proof their work.
"Machine Learning Based High Frequency Bitcoin Trading" by Arshak Navruzyan, Founder of Startup.ML
With a daily volume of thirty to fifty million US dollars and a market capitalization over five billion, Bitcoin is becoming interesting as a financial instrument for inclusion in a quantitative trading strategy. We will explore the unique issues of the various exchanges, impact of exogenous events and demonstrate a fully automated machine learning based trading system.
"After the Algorithm" by Daniel Schultz, Head of Partnerships at Robinhood
Although many quants are well versed in writing and deploying trading strategies, many might not be familiar with everything that goes on for trade execution after the algorithm is written. This talk will give you an overview of Robinhood's business, our approach to partnerships, and also cover the various intricacies of operating a broker dealer on multiple exchanges. Payment for order flow, dark pools, and trading securities listed on a different exchange than which it is being traded all contribute to a complicated environment. Daniel will cover the details of how Robinhood executes trades in order to offer those a better understanding of what happens after an algorithm is deployed.
Emanuel is a professor at Columbia University, where he directs their program in financial engineering. He is the author of "My Life As A Quant," one of Business Week's top ten books of the year, in which he introduced the quant world to a wide audience. His latest book is "Models.Behaving.Badly: Why Confusing Illusion with Reality Can Lead to Disasters, On Wall Street and in Life."
Manoj is the founder and CEO of MANA Partners LLC, a newly launched quant trading and fintech company. Previously, Manoj was founder/CEO of Tradeworx Inc, where he created and ran the firm's quantitative trading and technology businesses, spearheading the sale of the firm's market access platform to Bank of America and the sale of the MIDAS system to the SEC. Manoj majored in Math and Computer Science at MIT.
Ernie is the Managing Member of QTS Capital Management, LLC., a commodity pool operator and trading advisor. His career is focused on the development of statistical models and computer algorithms to find patterns in large quantities of data. He is the author of "Quantitative Trading: How to Build Your Own Algorithmic Trading Business" and "Algorithmic Trading: Winning Strategies and Their Rationale."
Christina is Co-Founder and Partner at Domeyard, a unique high-frequency trading (HFT) firm with a hedge fund structure. She raised the company from 0 to 8-digits in less than 1 year of incorporation. She started her career at Goldman Sachs Asset Management, UBS Securities, Zions Bancorporation, and Lincoln Labs, with experiences in buy-side trading, sell-side trading, and technology infrastructure.
Mike received his PhD from Imperial College London where he developed fluid dynamics codes for rocket propulsion engines. Subsequent to his PhD, he worked as the lead systems developer for Oxalyst Systems LLP, a long-short equity fund. He is now the founder of QuantStart.com, which discusses quantitative trading methods using Python and R.
Andreas is the CIO of Acies Asset Management, a Zurich based asset management group. He has been a managing partner of multiple hedge funds and his area of expertise is in cross asset class quantitative modeling. He is also the author of critically acclaimed "Following the Trend" and "Stocks on the Move."
After serving as a Captain in the United States Marine Corps, Wes received a PhD, and was a finance professor at Drexel University. He is the founder of Alpha Architect and has published three books including: QUANTITATIVE VALUE: A Practitioner's Guide to Automating Intelligent Investment and Eliminating Behavioral Errors.
Matthew, the Head of Data and Analytics for Point72 Asset Management and the former Co-Head of Research at Bridgewater Associates, is an investor, advisor, board member and creator of start-ups. He is also the co-founder of Domino, an early-stage company that provides a modeling platform for data scientists.
Yin is a Managing Director and Global Head of Quantitative Strategy at Deutsche Bank. Yin was ranked #1 in the Institutional Investor's II-All America equity research survey in quantitative research in four consecutive years (2011-2014). Yin and the global quant strategy team were also ranked #1 in II-Europe and II-Asia surveys.
Tucker is a former F-15 pilot, professor at Georgia Tech, and Chief Scientist at Lucena Research, an investment software firm. His Ph.D. research focused on Machine Learning for robots, but he now works on the challenges of applying Machine Learning to Finance. He has shared his expertise on Coursera and Udacity where he has taught over 170,000 students.
Fawce is the founder and CEO of Quantopian, a crowd-sourced hedge fund that provides a free algorithmic trading platform for the quant community. Previously, Fawce was a founder and CTO for Tamale Software, Inc. which was sold to Advent Software, Inc. in 2008. He graduated Cum Laude from Harvard College with a degree in Engineering Sciences - Mechanics & Materials.
Sameena is a Director of Research and the Head of the Research and Development New York Lab for Thomson Reuters. Sameena and her team built some of the most challenging Machine Learning, Natural Language Processing, and AI based capabilities for Thomson Reuters' businesses. Sameena holds a PhD in Machine Learning and Optimization from IIT Delhi.
Thomas received his PhD from Brown University where he developed Bayesian models to help understand brain disorders. He currently works as the lead data scientist at Quantopian. Among other projects, he is involved in the development of PyMC — a probabilistic programming framework written in Python.
Gary Kazantsev is the head of the Machine Learning group at Bloomberg, leading projects at the intersection of computational linguistics and machine learning such as sentiment analysis, market impact indicators, statistical text classification, social media analytics, question answering, recommendation systems and predictive modeling of financial markets. He holds degrees in physics, mathematics and computer science from Boston University.
Xiao is a Finance PhD at the University of Chicago. He consults for Hull Investments on the market-
timing ETF HTUS, and is affiliated with Macro-Financial Modeling, a systemic risk research initiative back
by the Sloan Foundation. His research has been featured in Forbes and Institutional Investor Journals.
In the past, Xiao has worked in Morgan Stanley's wealth management division.
Erk received his PhD from ETH Zurich in the cross-section of machine learning and neuroscience for his work on real-time decoding of brain signals for prosthetic devices. He then moved to Limmat Capital Alternative Investments AG, to apply his quantitative domain knowledge to decode the financial markets. He leads the quant research and is currently engaged as a portfolio manager for various products offered by Limmat Capital.
Michael is the CEO of Data Capital Management, the event-driven Hedge Fund based on "Big Data" Technologies and Data Feeds. He is passionate about investing, technology and the onset of the "Data Economy". Michael earned a BA from Harvard College with honors in Economics and an MBA from Harvard Business School with distinction.
Josh is the Director of Business at Quantopian, leading the partner data program. The program has added over 60 data sets from 7 partner firms (and counting) to the Quantopian product. Prior to Quantopian, Josh has worked at a wide range of software companies across a wide range of industries for the past 18 years, including stints at HubSpot, InsightSquared, iPhrase, IBM, Kenan System and more.
Alec is Lead Research Scientist at Kensho. He holds a PhD in Physics. Alec also teaches at Financial Engineering programs of NYU School of Engineering and Stevens Institute of Engineering using his book Financial Markets and Trading: An Introduction to Market Microstructure and Trading Strategies (Wiley, 2011).
Andrei is the Director of the Centre for Global Finance and Technology and a Visiting Professor of Finance at the Imperial College Business School. Prior to this, he was the former chief economist at the Commodity Futures Trading Commission. Kirilenko received his PhD in Economics from the University of Pennsylvania, where he specialized in Finance.
Manish is the Managing Partner & Quantitative research head at SGAnalytics and also a consultant with Dun and Bradstreet, The National Stock Exchange of India, and Bank of America. Previously, he worked as an algorithmic equity trader with Merrill Lynch prop desk in Tokyo. He has also worked with the Credit Suisse algorithmic agency desk in Hong Kong.
Anita is a data scientist with interests are in applied statistics and machine learning. She also enjoys contributing to open science projects and mentoring beginners and kids in open source software and new technologies. She is the author of Practical Data Analysis with Python. She received a Masters degree from the London School of Economics.
Gary introduced the investment world to dual momentum, which combines relative strength price momentum with trend following absolute momentum. He is author of the award-winning book, Dual Momentum Investing: An Innovative Approach to Higher Returns with Lower Risk. Gary received his MBA degree from the Harvard Business School in 1978.
Delaney manages academic outreach at Quantopian. After studying computer science at Princeton, Delaney joined Quantopian in 2014. Delaney is building an interactive quantitative finance curriculum focusing on best statistical practices. He has led successful course integrations at top tier schools including Cornell, Stanford, and MIT Sloan.
Vesna is an independent TCA, optimal trade execution and algorithmic trading consultant. Most recently she was Director of Trading Analytics at CQG, Inc. Dr. Straser was responsible for the origination of trading and charting analytics development in the global futures and options markets. Prior to CQG, Dr. Straser was the Head of Algorithmic Trading Product at Barclays Capital.
Justin is Quantopian's director of fund development. Justin has a BS in Computer Engineering and an MBA with a focus in financial engineering from Santa Clara University. Prior to joining Quantopian, Justin spent time working at Blackrock/BGI, several small CA based hedge funds, and finally at Palantir Technologies where he worked onsite with several large financial institutions in a consulting role.
Napoleon is the Director of Research & COO of Data Capital Management, the event-driven Hedge Fund based on "Big Data" Technologies and Data Feeds. He is passionate about bringing new technologies from "Silicon Valley" to "Silicon Alley". Napoleon earned a PhD in Physics from the University of Utah with a specialty on Relativity.
Anshul is the Co-founder and CTO of Accern, a big data startup focused on noiseless media monitoring and visual analytics for finance. With the vision to make data actionable, he builds and visualizes machine learning models to create better noise-reduction mechanisms for the web. He holds a B.E. (Hons.) degree in electrical and electronics engineering from BITS-Pilani, India and is pursuing a PhD in data analytics from New York University.
Chris currently serves as CEO and Co-founder of TickerTags, the investment industry's first collaborative tagging and social monitoring platform of conversational keywords to publicly traded securities and other investable assets.
A pioneer in social arbitrage investing, Chris is one of the world's top performing self-directed investors with an audited 8-yr track record of 84% annual portfolio returns.
Leigh is the Founder and CEO of Estimize, the first open platform for financial estimates. Prior to Estimize, Leigh was the Founder and CIO of Surfview Capital and was an early team member at StockTwits. Leigh got his start in the institutional finance world as a trader/analyst with Geller Capital. He holds a B.A. in political science and economics from Hunter College in New York City.
Lance, currently a Product Manager at Continuum Analytics and a former Partner and CTO of Schonfeld Group, specializes in delivering technology and data solutions for quants at scale. Additionally, Lance managed proprietary quantitative trading groups, consistently delivering trading profits, using a variety of statistical and machine learning methods.
Daniel graduated from Stanford University where he studied Computer Science and Economics. After spending 8 years working at Facebook in various roles focused on product, engineering and partnerships he decided to join the Robinhood team in Palo Alto this past year. Daniel is focused on partnerships at Robinhood where he hopes to continue to grow the business by partnering with outside clients.
Hosted by Quantopian
Join us on April 9, 2016 at Convene Midtown East, New York, NY.
Can't Make It To NYC?
Join us online! Talks and tutorials will be featured throughout the day.
All rooms are being recorded except for the talks
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Replay recordings and slide decks will be
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Code.org is a non-profit dedicated to expanding access to
computer science, and increasing participation by women and underrepresented students of color.


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subset: commoncrawl


text:
Under my fork
Indescribably flavorful, like
Coming suddenly
Home from an
Quiche #poem
Lizbeth on August 26, 2015 • Permalink
Posted in My Writing, Poetry
Posted by Lizbeth on August 26, 2015
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text:
Just what my question said... Question to short...
- Yea sometimes but it's difficult9% (2)0% (0)7% (2)Vote
- Very verry rarely if ever48% (11)20% (1)43% (12)Vote
- No Never35% (8)60% (3)39% (11)Vote
- Yea a lot8% (2)20% (1)11% (3)Vote
Most Helpful Girl
Girls when you are with someone do you look at other people as other potential's?
D. Yea a lot
In my opinion most relationships end and in the case of heterosexual relationships most guys abhor commitment going by how they generally portray relationships and marriage as well as most aren't thinking long-term or marriage so I see no reason for me to not pursue other potentials for a guy who is likely a short-term placeholder in my life and sees me as a short-term placeholder in his life.
Have you slept around a lot?


text:
Kelly's Cheese Broccoli Rice Casserole
Total Time
Prep 15 mins
Cook 45 mins
There are a lot of these recipes out there, but this is how I make it. Rich and cheesy! :)
Ingredients Nutrition
- 2 (10 ounce) packages frozen chopped broccoli, thawed
- 1 (10 3/4 ounce) can cream of broccoli soup
- 1 (10 3/4 ounce) can cream of chicken soup
- 16 ounces Velveeta cheese, cubed
- 1 1⁄2 cups raw Minute Rice
- 6 -8 tablespoons melted butter
- 0.5 (12 ounce) box Chicken In A Biscuit crackers, crushed into fine crumbs
- In large bowl, combine soups and Velveeta. Microwave til melted and creamy. About 5 minutes, stirring occasionally.
- Stir in broccoli and rice.
- Pour into greased 13x9-inch pan or glass baking dish.
- Stir cracker crumbs into melted butter and sprinkle evenly over top.
- Cover and bake at 350ºF for 30 minutes.
- Uncover and bake 10-15 minutes longer. Or til casserole is bubbly and crumbs are golden.
Most Helpful
Very good recipe - tasty and easy since you just throw it all together. I left off the crackers and butter (though I'm sure that makes it even better).
I made this for Christmas Eve dinner and everyone raved about it. I subbed shredded cheddar for the Velveeta, and used two cans of cream of mushroom soup, as that's what I had on hand. This one is a keeper!
This was good and very easy to put together. I made a mistake however, and didn't realize it said 1/2 of a 12 ounce box of crackers and did 12 ounces and it was way to thick - but then again that's my fault. Thanks for an easy kid-friendly side dish.


text:
Lemonade Chicken
Total Time
1hr 15mins
Prep 15 mins
Cook 1 hr
barbecued chicken with a savory lemon flavor.
Ingredients Nutrition
- 6 sprigs fresh chervil
- 1 whole chicken, rinsed and cut up into pieces
- 20 garlic cloves, peeled
- 1 cup lemonade
- Preheat oven to 425 degrees, and light charcoal or gas grill.
- Place chicken covered with chervil and garlic in roasting pan.
- Pour lemonade in the bottom of the pan, and roast for 1 hour, basting frequently.
- Place a mesh screen or something similar on the grill rack so that the garlic does not fall into the fire.
- Grill chicken with the chervil, and garlic for about 15 minutes or until chicken is light brown and cooked through.
Most Helpful
This was really good. We enjoyed it. I switched out chervil for basil and used boneless chicken breasts. Thanks weekend cooker! Made for PRMR game.


text:
Check in from 15h / Check out prior to 12h
Baymont Inn & Suites Conroe: Find photos, reviews, information, amenities and compare prices for 2 stars hotels in Conroe, United States.
Baymont Inn & Suites Conroe provides a comfortable setting while in Conroe. It offers an outdoor pool and a swimming pool.
Hotel description
There are a variety of facilities at Baymont Inn And Suites Conroe that guests can enjoy, such as an express check-in and check-out feature, internet and a fitness centre. Additional services include a laundry service, a dry cleaning service and a wake-up service.
Those staying at the property can start the day with breakfast served each morning at Baymont Inn & Suites before heading off to discover the surrounding region.
George Bush Intercontinental Airport is under a 35-minute drive from the hotel. Guests are able to visit The Woodlands and Tomball, situated a short drive away from the property.
Hotel features
Pet Friendly, Disabled Access, Disabled Accessible Rooms
Elevator / Lift, Dry Cleaning, Wake-up Service, Laundry service, Photocopier, Express Check-In/Check-Out
Fitness Room/Gym, Swimming pool, Pool Outdoor
High-speed Internet
Availability and Prices
Booking Site
Room Type
Per room
Per night
Per night
Users who viewed Baymont Inn & Suites Conroe also viewed these 2 stars Conroe hotels:
Holiday Inn Express Conroe
2240 Stoneside Drive, Conroe
2240 Stoneside Drive, Conroe
Super 8 Conroe
1000 Cable St, Conroe
1000 Cable St, Conroe
Days Inn Conroe
900 I 45 S, Conroe
900 I 45 S, Conroe
Search hotels
based on
979 reviews
Nearest hotels
- Econo Lodge Conroe The Woodlands
439 m
- Resort Style Apt/Home
791 m
- Days Inn Conroe
2.1 km


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You have no items in your shopping bag.
Not sure of your shoe size? The following size chart will help you match the brand's size scheme for the sizes of their products (indicated in the dropdown menu) to your usual size. For extra size information, please check our Editor's Notes.
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Soludos' Dali Original Espadrilles are the perfect way to get that Mediterranean vibe anywhere in the world. The canvas fabric in these women's shoes show off the colour which you can play up with denim jeans or tanned pins!
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Platform Gladiator Sandals
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NEW! Primus HIT Pro
The new Primus HIT Pro sports a spacious test chamber, intelligent features, and excellent acoustic properties.
Come and get a demonstration of some of the new modules and features in the AuditBase clinic management system for hospital hearing clinics.
The new Primus LS Mini is a high-end, multi-functional speaker that will second as a base for RECD measurements in combination with the RECD Air Kit.
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If you are working at a hospital hearing clinic, you need a comprehensive, tailor-made clinic management system to efficiently handle your daily tasks. You need AuditBase.Solutions for hospitals


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text:
23 East Main St. Newport City, VT 05855
Listed by Ryan Pronto of Jim Campbell Real Estate
Call Four Seasons Sotheby's International Realty Real Estate for more information.
Year Built: 1860
Square Feet: 1,394
Units: 0
Property Description
Located at one of the busiest intersections in all of Orleans County, this commercially zoned property offers prime development potential with 0.96 acres of land and city water & sewer. Existing structures consist of a 1,400-square-foot, 2-story home, built in 1860, with character in the original hardwood floors & trim work throughout. Offers the potential to be utilized as a professional commercial office or retail property. Detached 3-story barn structure and a 2-car garage also on-site. The land slopes in the rear and offers a large amount of fill that could be excavated to make this a fairly level, spacious, fully usable and highly desirable commercial building site. If more land or buildings are needed, the property adjacent on Union St. is for sale w/ a 4,000-square-foot building & 0.33 acres (MLS#4423543), as well as the lot & buildings adjacent on East Main Street w/ 1.2 acres of land.
- Property Type: Commercial Sale
- Type: Development, Vacant Land
- Type Use:
- Acreage:
- Zoning: Commercial
- Road Frontage: 500
- Signage: Adequate
- Lot:
- Lot SqFt: 0
- Roads:
- State: VT
- Street: East Main St.
- Building Number:
- Zip Code: 05855
- County: VT-Orleans
- Town: Newport City
- Building SqFt: 0
- Available SqFt: 1,394
- Total SqFt: 0
- Foundation:
- Construction: Wood Frame
- Year Built: 1860
- Units: 0
- Heating: Hot Air
- Cooling:
- Services:
- Roof: Shingle
- Exterior: Combination
- Parking:
- Accessibility Features:
- Commercial Features: Additional Outbuildings
- Taxes: $2,933
The New England Real Estate Network provides Multiple Listing Services (MLS) in the States of New Hampshire, Vermont, Massachusetts and Maine.
Copyright© 2016 The New England Real Estate Network. All rights reserved. This information is deemed reliable but not guaranteed. The data relating to real estate displayed on this Site comes in part from the IDX Program of NEREN. The information being provided is for consumers personal, non-commercial use and may not be used for any purpose other than to identify prospective properties consumers may be interested in purchasing. Data last updated on 12/04/2016.


text:
Within a short walk of Marysville Country Club, Oak Tree Inn Marysville is within 2 miles (3 km) of Dargatz Park. This 104-room hotel has conveniences like a restaurant, free in-room WiFi, and free self parking. Koester House Museum is also 1.7 mi (2.7 km) from this Marysville hotel.
Enjoy a bite to eat at Penny's Diner, the hotel's onsite restaurant. For your convenience, a cooked-to-order breakfast is served each morning for a fee.
The 104 rooms have an array of amenities, including microwaves, refrigerators, and coffee makers. Guests can expect free WiFi and cable TV. Hair dryers, phones, and ironing boards are also standard.
Property features
At Oak Tree Inn Marysville, guests have access to a fitness center, free WiFi in public areas, and conference space. A stay here includes free parking. The 24-hour front desk has staff always at the ready. This hotel also has laundry facilities.
- Free WiFi in rooms and public areas
- Free parking
- Onsite dining
- Fitness center
Oak Tree Inn Marysville
Hotel Amenities
Room Amenities
Oak Tree Inn Marysville offers 104 accommodations with coffee/tea makers and hair dryers. Refrigerators and microwaves are provided.
This Marysville hotel provides complimentary wireless high-speed Internet access. Cable television is provided.
- Coffee/tea maker
- Hair dryer
- Iron/ironing board
- Phone
- Refrigerator
- Microwave
- Cable TV service
- Free WiFi
Hotel Amenities
The hotel offers a restaurant. Public areas are equipped with complimentary high-speed wireless Internet access. This Marysville hotel also offers a fitness center and laundry facilities. Complimentary self parking is available on site.
- Conference space
- Total number of rooms - 104
- 24-hour front desk
- Laundry facilities
- Fitness facilities
- Restaurant
- Breakfast available (surcharge)
- Free WiFi
- Free self parking
Family Friendly Amenities
- Free Wi-Fi
- Laundry facilities
- Refrigerator
- Microwave
Available in all rooms: Free WiFi
Available in some public areas: Free WiFi
Free self parking
Where to Eat
Cooked-to-order breakfasts are available for a surcharge and are served each morning.
Penny's Diner - This restaurant specializes in American cuisine and serves breakfast, lunch, and dinner. Open daily.
Nearby Things to Do
Recreational amenities at the hotel include a fitness center.
Hotel Policies
You need to know
Extra-person charges may apply and vary depending on property policy.
Government-issued photo identification and a credit card or cash deposit are required at check-in for incidental charges.
Special requests are subject to availability upon check-in and may incur additional charges. Special requests cannot be guaranteed.
No rollaway/extra beds available
No cribs (infant beds) available
Children and extra beds
- Children are welcome.
Check-in time starts at 4 PM
Check-out time is 11 AM
Hotel Name
- Oak Tree Inn Marysville
- Oak Tree Marysville
- Oak Tree Inn - Marysville Hotel Marysville
- Pets allowed


text:
How can I remove tree sap or resin from a blanket that was spread out on the ground? I saw all the postings for small areas but can I use the hand sanitizer in the washing machine? It's going to be a big job to get it all out! Thanks!
Add your voice! Click below to comment. ThriftyFun is powered by your wisdom!


text:
Classic On George
From $186 / night
Description from the owner
Description from the owner
Bedrooms: 4/
Bathrooms: 1/
Sleeps: 8/
Type: House
Book this 4 bedroom, 1 bathroom house in Albury today! A total of 8 people can sleep here comfortably. This property has been booked 6 times.
Guests can enjoy a outdoor grill, air conditioning, and parking space among other amenities offered by this rental.
Travelers are sharing their opinions on this property. It has an overall rating of 5/5 thanks to an average of 2 reviews.
The owner responds to 90% of inquiries and last updated the property's calendar 4 weeks ago.
Proximity to TripAdvisor's Top Albury Attractions
Proximity to TripAdvisor's Top Albury Attractions
Reviews (0)
Also consider
- FlipKey has rentals in over 11,000 destinations around the world:
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text:
Subject: [GIT PULL] nohz: Full dynticks base interface
Newsgroups: gmane.linux.kernel
Date: Thursday 21st March 2013 15:24:17 UTC (over 3 years ago)
Hi Ingo, This settles the initial ground to start a special full dynticks tree in -tip that we can iterate incrementally to accelerate the development. It is based on tip:sched/core. I tried to rearrange a bit the naming. We are probably not yet done with that but I guess we can fix it along with the rest. Please pull from: git://git.kernel.org/pub/scm/linux/kernel/git/frederic/linux-dynticks.git full-dynticks-for-mingo Changes on these commits since they were part of 3.9-rc1-nohz1: * Force a timekeeping CPU over the full dynticks range * Rename CONFIG_NO_HZ_FULL to CONFIG_NO_HZ_EXTENDED * Following *_nohz_extended_* APIs renames * Handle CPU hotplug for timekeeping * Rename full_nohz= kernel parameter to nohz_extended= * Improve some error handling * Improve some documentation (comments, Kconfig, ...) Many of these changes may have been suggested by several reviewers. Sorry for the missing credits, I lost a bit track... Thanks. --- Frederic Weisbecker (3): nohz: Basic full dynticks interface nohz: Assign timekeeping duty to a CPU outside the full dynticks range nohz: Wake up full dynticks CPUs when a timer gets enqueued Documentation/kernel-parameters.txt | 6 ++ include/linux/sched.h | 4 +- include/linux/tick.h | 7 ++ kernel/sched/core.c | 20 ++++++- kernel/time/Kconfig | 19 ++++++ kernel/time/tick-broadcast.c | 3 +- kernel/time/tick-common.c | 5 +- kernel/time/tick-sched.c | 107 ++++++++++++++++++++++++++++++++++- kernel/timer.c | 12 ++-- 9 files changed, 171 insertions(+), 12 deletions(-) -- 220.127.116.11


text:
Hours: Lunch, Dinner: seven days
Price: $
No-frills storefront serving Middle Eastern staples.
The Middle Eastern staples offered at this no-frills storefront include kebabs of lamb, chicken, or seasoned beef and a vegetarian combination plate with falafel, hummus, baba ghanoush, and dolmas. There's a tasty lentil soup and good fattoush -- mint leaves, green pepper, cucumber, and tomato tossed with toasted pita and a garlicky dressing. Most entrees come with rice and salad. The menu also offers a few Indian curries.
Price: $
Payment Type: MasterCard, Visa
Showing 1-2 of 2


text:
Slide to see the images
Please contact Teresa (firstname.lastname@example.com) for more information about this pet.
Application is required - Please go to www.ppnk.org
adoption fee $125 or two for $200
Disney is so cute! She is just 3 months old. This baby was rescued from Walton AC. She will do great in any home!
All our animals receive professional veterinary attention including spay/neuter, testing, vaccination, deworming, food and shelter. We only rescue from Animal Control and cannot accept lost, hurt or unwanted pets from individuals. We are a licensed non-profit no-kill shelter.


text:
Discussion in 'iPod touch' started by Bum2.0, Sep 22, 2008.
the video podcasts on my ipod touch won't work does anyone know why???
Are they done downloading? Have you tried re-syncing it? There are a variety of things that can effect the podcasts. Is it like this for all of them?
Works for me. Watching one right now.
It really depends if the Podcast actually is formatted for your device.
Separate names with a comma.


text:
While promoting his new movie, The Hollars, celebrity dad John Krasinski sat down with People magazine and gushed a lot about his favorite three ladies!
Dax Shepard Freaks Out After Kristen Bell's Pregnancy Scare
Dax Shepard and Kristen Bell definitely won't be having baby #3 now – unless they go the way of adoption, of course. Dax explained to Jimmy Kimmel that a recent pregnancy scare sealed the deal for him: two kids are enough!
Kirsten Storms and Brandon Barash Split; Focus On Their Daughter
Sad news for the General Hospital fans! Kirsten Storms and her husband Brandon Barash have called it quits after more than two years together.
Kim Kardashian Reveals Her Post-Baby Weight Loss
If anyone is working hard to drop the baby weight, you know it's Kim Kardashian. She shared an update on her progress to drop the post-pregnancy pounds.
RELATED: North West plays with Aunt Kylie's nail polish.
Joanna Krupa Is Ready For Babies?
Joanna Krupa, the former star of The Real Housewives of Miami, has been married to her hunky husband Romain Zago for two years now. Despite their busy careers and chaotic schedules, the model and actress says they are finally ready to take that leap into parenthood!
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text:
2015 Archives
April 2015
Press Release
Gilead's Harvoni and Sovaldi Demonstrate Efficacy/Safety with Advanced Liver Disease
-- High Cure Rates in More Than 600 Genotype 1 and 4 Patients With Limited or No Approved Treatment Options --
VIENNA, Austria--(BUSINESS WIRE)--Apr. 23, 2015-- Gilead Sciences, Inc. (Nasdaq: GILD) today announced results from several Phase 2 clinical studies evaluating investigational uses of Harvoni® (ledipasvir 90 mg/sofosbuvir 400 mg) and other Sovaldi® (sofosbuvir 400 mg)-based regimens for the treatment of chronic hepatitis C virus (HCV) infection in patients with advanced liver disease, including patients with decompensated cirrhosis, patients with fibrosing cholestatic hepatitis C (a rare and severe form of the disease following liver transplantation) and patients with portal hypertension. These data will be presented this week at the 50th Annual Meeting of the European Association for the Study of the Liver (The International Liver Congress™ 2015) in Vienna, Austria.
Mar 24
Using Ledipasvir/Sofosbuvir in Cirrhotic, Treatment-Experienced GT1 Patients: 12 Weeks With Ribavirin or 24 Weeks Without?
Ira M. Jacobson, MD - 3/23/2015 More from this author
The recently updated AASLD/IDSA HCV management guidancerecommends the following regimens for treatment-experienced patients with genotype 1 HCV infection who have compensated cirrhosis and who experienced previous treatment failure with peginterferon and ribavirin:
Ledipasvir/sofosbuvir for 24 weeks (rating: class I, level A)
Ledipasvir/sofosbuvir plus ribavirin for 12 weeks (rating: class I, level B)
Ombitasvir/paritaprevir/ritonavir plus dasabuvir and ribavirin for 12 weeks if genotype 1b HCV and for 24 weeks if genotype 1a HCV (rating: class I, level A)
Sofosbuvir plus simeprevir with or without ribavirin for 24 weeks (rating: class IIa, level B)
In this ClinicalThought commentary, I focus on considerations for the use of ledipasvir/sofosbuvir in treatment-experienced patients with genotype 1 HCV infection and cirrhosis. In an upcoming commentary, Paul Y. Kwo, MD, will have a discussion about the use of ombitasvir/paritaprevir/ritonavir and dasabuvir in this setting....
Continue reading...
Infectious Disease Special Edition
Hepatitis C - Recent Clinical Data
IDSE Staff Reports
The patient with a hard-to-treat hepatitis C infection is becoming harder to find. The fixed-dose combination of ledipasvir and sofosbuvir (Harvoni, Gilead) is effective in patients with the hepatitis C virus (HCV) who until now have been considered difficult to treat, according to new data presented at the 2014 Liver Meeting of the American Association for the Study of Liver Diseases.
One study demonstrated that 12 weeks of the fixed-dose combination plus ribavirin cured patients with decompensated cirrhosis of their HCV infection. Two other studies showed that the drug was effective in patients—including those with cirrhosis—who previously failed protease inhibitor triple therapy.
The FDA approved Harvoni in October 2014 for use in difficult-to-treat patients: a 12-week course in treatment-naive patients with or without cirrhosis, 12 weeks for treatment-experienced patients without cirrhosis, and 24 weeks for treatment-experienced patients with cirrhosis. However, the new trials are the first to test the drug in large numbers of these subpopulations.
Michael Fried, MD, the director of the University of North Carolina Liver Center, in Chapel Hill, called the results notable. "The SVR [sustained virologic response] rates demonstrate that these drugs are very effective, even in this very sick population," Dr. Fried said.
Dr. Fried pointed out that in patients with decompensated cirrhosis, antiviral treatment was capable of improving clinical status. "Patients, including those with cirrhosis who previously failed protease inhibitor–based or sofosbuvir-based therapy, can be rescued with some of the drugs that we currently have available," he said.
SOLAR-1Steven Flamm, MD, professor of medicine and surgery, and chief of the Liver Transplantation Program at Northwestern University, in Chicago, presented preliminary results of the prospective, multicenter SOLAR-1 trial (abstract 239). Investigators randomized patients with genotype 1 or 4 hepatitis C and decompensated cirrhosis to ledipasvir-sofosbuvir plus ribavirin for 12 (n=52) or 24 weeks (n=47). Patients had decompensated cirrhosis with Child-Pugh class B or C, determined by liver function biomarkers and symptoms. Most patients had a Model for End-Stage Liver Disease (MELD) score greater than 10. Roughly 15% of Child-Pugh class B patients and 40% of class C patients had MELD scores between 16 and 20.
In the Child-Pugh class B cohort, 60% had a history of ascites and 60% had hepatic encephalopathy. In the class C cohort, nearly all patients had a history of ascites, and 90% had hepatic encephalopathy. The investigators excluded liver transplant recipients, as well as individuals with very high MELD scores or bilirubin, extremely low platelet counts (below 30,000), serious kidney dysfunction or hepatocellular carcinoma.
Three patients discontinued treatment early because of adverse events (AEs), and 4 serious AEs were considered to be related to treatment. The SVR rate at week 12 (SVR12) was 87% in patients who received 12 weeks of treatment and 89% in patients who received 24 weeks of treatment. Response rates were similar in Child-Pugh class B and C patients.
Most individuals had an improvement in their Child-Pugh scores, with 10 having no change and only 4 having higher (worse) scores. Most patients also had improvements in their MELD scores. Dr. Flamm said the regimen "resulted in a high SVR12 rate in HCV patients with genotype 1 and 4 and advanced liver disease."
In a second study presented at the meeting, researchers provided 12 weeks of ledipasvir-sofosbuvir plus ribavirin to 51 patients with HCV genotype 1 who had failed previous sofosbuvir-based regimens (abstract 235). Roughly 29% had cirrhosis, 59% had genotype 1a, and 12% had NS5A resistance-associated amino acid variants (RAVs) at baseline. High rates of SVR12 were seen in all patients, those who had received prior treatment with peginterferon-ribavirin-sofosbuvir (100%), sofosbuvir-ribavirin (95%), and peginterferon-ribavirin (100%). (The lone failure turned out to be a patient who was incorrectly genotyped and in fact had genotype 3 infection, according to the researchers.)
A third trial enrolled cirrhotic patients with HCV genotype 1 who had failed protease inhibitor–based triple therapy (abstract LBA6). The double-blind randomized trial involved a placebo design in which patients received either 12 weeks of placebo plus 12 weeks of fixed-dose ledipasvir-sofosbuvir plus ribavirin (n=77) or 24 weeks of ledipasvir-sofosbuvir plus placebo (n=78). Patients were included if they had not achieved an SVR after sequential peginterferon-ribavirin treatment and triple therapy (protease inhibitor plus peginterferon and ribavirin).
Approximately 18% of patients had platelet counts less than 100,000/mcL and 13% had serum albumin less than 3.5 g/dL. The average MELD score was 7. Roughly 73% had baseline NS3/4A RAVs. SVR12 rates were 96% in patients who received ledipasvir-sofosbuvir plus ribavirin for 12 weeks and 97% in patients who received the 24-week treatment.
"There was no difference in SVR12 rates among patients with or without NS3/4A RAVs at baseline," said Marc Bourlière, MD, head of the Hepato-Gastroenterology Department at Hospital Saint-Joseph in Marseilles, France, who presented the study. Pretreatment frequencies of these RAVS have been determinants of treatment outcomes with other drugs. Ledipasvir-sofosbuvir with or without ribavirin was safe and well tolerated, with most AEs being mild or moderate in severity, Dr. Bourlière said.
Dr. Fried added that future research should examine how the new medications affect transplantation rates in the long term.
Dr. Fried has received grant/research support from and consulted for Gilead. Dr. Bourlière is on the medical advisory board of Gilead. Dr. Flamm has received research support from Gilead and is also on the company's speakers' bureau.
Prognostic Index May Identify HCV Patients At Risk for Deterioration
A new prognostic index shows that patients with cirrhosis related to hepatitis C virus (HCV) infection are 7 times more likely to experience hepatic decompensation, and 6 times more likely to die of liver-related illness, if they have a constellation of genetic and clinical indicators that put them at high risk for poor outcomes.
The prognostic index is composed of a 186-gene signature and several clinical measures. It was developed specifically to identify HCV patients with cirrhosis who are at high risk for disease progression. The index has several potential applications, such as stratifying patients in clinical trials and identifying those most in need of treatment with the newest—and most expensive—therapies for the infection, researchers said. It also is relevant for treated patients with liver damage even after achieving a sustained virologic response (SVR).
In addition to the highly significant prognostic accuracy for decompensation and death from liver-related causes (P<0.001 for both), patients who met the index criteria had a more than 3-fold increased risk for death from any cause (P=0.002) compared with those who did not, according to a collaboration that included investigators from the Liver Center at Massachusetts General Hospital (MGH), in Boston, and the Icahn School of Medicine at Mount Sinai Hospital, in New York City. The results of the multicenter validation study were published in a recent issue of Gut (King et al. 2014 August 20. [Epub ahead of print]).
The 186-gene signature in the tool was derived from a previously validated, genome-wide profiling study. It was coupled with other clinical factors, including an elevated bilirubin (>1 mg/dL) and a suppressed platelet count (<100,000/mm3). The index was first tested using tissue samples and clinical data in a training cohort of 216 HCV patients in Italy, for whom there was a median 10-year follow-up period. The index was then assessed in a validation cohort, which consisted of 145 patients with HCV infection in the United States, who had been followed for a median of 8 years.
The prognostic index demonstrated similar performance in the 2 tested populations. In the validation cohort, for example, hazard ratios (HRs) for patients who met criteria for high risk, compared with those having intermediate or low risk, were 7.36 for hepatic decompensation, 6.49 for liver-related death, 4.98 for liver-related adverse events, and 3.57 for all-cause mortality. All HRs were statistically significant, according to the researchers.
As assessed with the index, 16% of the validation cohort was identified as being at high risk, with the remainder evenly divided between intermediate and low risk.
The researchers, led by Lindsay Y. King, MD, of MGH, and Yujin Hoshida, MD, PhD, of Mount Sinai Hospital, characterized the prognostic index as "readily available for clinical use." Dr. Hoshida said. that efforts to develop a commercially viable version of the index are now underway.
The data are encouraging because there is a major unmet need for better methods of predicting outcomes, said Thomas Baumert, MD, a hepatologist and professor of medicine at the University of Strasbourg, in France. Dr. Baumert noted that although the development of highly effective antiviral regimens has increased opportunities for eradication of HCV, he said patients with advanced liver disease remain at risk for liver failure even after HCV has been eradicated.
"Treatment-induced viral cure reduces, but does not eliminate, the risk for disease progression and development of liver cancer in patients with cirrhosis," Dr. Baumert said in an interview. "Furthermore, in settings with limited resources, better tools for prognosis may identify those HCV patients most in need of the effective, but very expensive, antiviral regimens that have become available."
Drs. King, Hoshida and Baumert reported no relevant financial conflicts of interest.
Download to read this article in PDF document:
Hepatitis C: Recent Clinical Data


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A Beautiful Center Piece Flower Bouquet Bowl by Robert Held.
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There is lots of talk about Berkshire Hathaway (NYSE:BRK.B) after Warren Buffett announced after the close Tuesday that he has been diagnosed with stage 1 prostate cancer. This has been the main topic for the talking heads, including Jim Cramer, and several fund managers with large Berkshire holdings.
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How cute is Turbo?
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Pet Tip
Tip 73 – Dog afraid of thunder, fireworks and loud noises
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Good Knight
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The Good Knights are DUPLO Figures released in 2004. They are armored soldiers used for leading many other soldiers including the Squires.


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tondreau Review
Bluetooth car speakerphone
This product works very well. The only issue it has the clips for the visor but to charge it has to plug into the car and it does not reach. It holds the charge for a long time. But when charging it is not very pratical to use.
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