We are excited to announce that the date for BSidesNOLA 2017 is set and
that the CFP is live.
BSidesNOLA will take place on April 1st, 2017 in downtown New Orleans.
This will be our 5th year running, and we are expecting another sell out
crowd. If you have never been before, it is a day full of infosec talks,
networking, and contests along with plenty of local New Orleans food and
drinks - all for $15.
If you plan to submit to the CFP then please take your time in crafting
your submission. We don't review the submissions until after the
deadline ends so there is no benefit to submitting early. We also have a
highly competitive CFP, and every year we have to reject 15 or more
talks. Give us your best so this doesn't happen to you!
Full information, including venue, how to register ($15 for all day),
and the CFP details can be found at:
If you have any questions then please contact us at bsidesnola [@@@]
The BSidesNOLA Team
Our next public training in April in Reston is on pace to sell out
pretty quickly. Please contact us ASAP if you wish to attend:
Also, our private training slots for next year are filling fast as well.
These are a great way to raise the skillset of your entire team up at
once. We also have several add-ons that previous private training
clients chose and found great value in - such as customization of
content as well us building labs around memory samples from your own
previous internal investigations (NDAs expected for this). Please
contact us off list if interested in a private training.
We are excited to announce that the results of the 2016 Volatility
Plugin Contest are in:
We received a record number of submissions this year, and we are looking
forward to seeing these plugins be adopted in the field.
Be sure to congratulate the winners on Twitter and LinkedIn and when you
see them at conferences and trainings.
We also wanted to thank Airbnb again for their donation of $999 to the
prize pool. It is great to see organizations supporting open source
research in the digital forensics and incident response fields.
The Volatility Team