Back to All Events

Kevin Webster, on Price Impact Models & Stochastic Control in Finance

Join us for an enlightening event with Kevin Webster. Kevin Webster is an Adjunct Assistant Professor at Columbia University and a Visiting Assistant Professor at Imperial College. With a passion for data analysis and a deep understanding of the power of quantitative methods in finance, he has dedicated his career to unravelling the potential of mathematical tools in solving real-world problems.

Kevin's impressive track record includes ten years of experience building large-scale, systematic, and model-driven frameworks for trading. He has worked with renowned financial institutions such as Citadel, Deutsche Bank, and BNP Paribas, where he deployed cutting-edge algorithms and contributed to projects spanning alpha research, price impact modelling for sizable portfolios, market-making, and portfolio construction.

During the event, Kevin will delve into the fascinating world of price impact models and stochastic control in finance. Drawing from his extensive practical experience and academic background, he will share insights on the effective use of mathematical tools in optimizing trading strategies. Attendees can expect a comprehensive and action-focused approach.

A recording of the event can be found below.

Previous
Previous
April 4

Jean-Philippe Bouchaud, on Physics of Disordered Systems and Financial Markets

Next
Next
September 13

Olivier Guéant, on Automated Market Making