Sunday & Monday, March 21-22, 2010
NYC

Experiences in Testing Financial Models, Trading Algorithms, and Quantitative Strategies

STiFS is supported by the Association for Software Testing
www.associationforsoftwaretesting.org

The Association for Software Testing (AST) is a nonprofit professional service organization dedicated to advancing the understanding and practice of software testing. The AST serves a community of scholars, students, and software development practitioners by providing forums for discussion of all aspects of software testing through conferences, publications, web sites, and other services.

As Business and Technology continue to synthesize into a single discipline within Financial Services, business decisions are increasingly being made by complex software programs that use advanced mathematical formulas to calculate probabilities and predict market events. Typically, financial firms employ specially trained mathematicians to build quantitative software modules to process these calculations. These core software systems have become fundamental in aligning IT with the business and is a key driver for business results.

Competent testing of these complex systems is vital to the business, and is an important area of focus for professional software testers.

We are interested in hearing about your experiences in testing these systems, for example:

• Algorithms as a Black Box
• Integration with algorithms
• Strategy Backtesting
• Testing Calculation Engines (pricing, quotes, analytics, “greeks”, etc.)
• Building test models of financial models
• Exploratory Testing of financial strategies
• Testing quant applications with/without expected results
• Testing control systems and decision engines
• Working with Quants
• Organizational/Environmental/Cultural perspectives
  
  

TO ATTEND AS A PRESENTER:

Please contact Bernie Berger (bernie@testassured.com) identifying yourself, your background, what you would like to present, how long the presentation will take, any special equipment needs, and what written materials you will provide. Along with traditional presentations, we are willing to consider proposed activities and interactive demonstrations.

TO ATTEND AS A NON-PRESENTING PARTICIPANT:

Please send a message to Bernie Berger (bernie@testassured.com) that describes your background and your interest in testing financial software.

Anyone who attends STiFS is welcome to write papers or give presentations that summarize and/or extend the work done at STiFS. As a condition of attending, you grant other attendees the right to use, with appropriate attribution, the work you do or present at STiFS in their courses, papers or presentations.

A full description of the STiFS Workshop follows. For further information about the workshop, please contact Bernie Berger at bernie@testassured.com.