August 7, 2011
Portfolio and trading performance / risk metrics such as the Sharpe Ratio, Sortino Ratio, Jenson's Alpha, M2, etc. http://en.wikipedia.org/wiki/Sharpe_Ratio http://en.wikipedia.org/wiki/Sortino_ratio http://en.wikipedia.org/wiki/Treynor_ratio http://en.wikipedia.org/wiki/Modigliani_Risk-Adjusted_Performance
I would need to study and prepare but would like to give a talk or participate in panel on risk / performance metrics above.
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I have a background in mathematics and computer science, with a BS and MS in computer science. I presently work at a mid size company troubleshooting and developing system software, primarily Linux based, both userspace and kernel.