London Quant is about seminars in quant investment practice.
We hold approximately six Evening Seminars per year in the City of London. They are announced on the front page of this website. Our Evening Seminars are free, but you must register to attend them.
Our Spring Seminar is held every year in May in central London and is announced on the website. Spring Seminars are one-day events, with attendance fees set according to the cost of hosting the event.
Our Autumn Seminar is held every year in September in either Oxford or Cambridge and is announced on the website. Autumn Seminars are two-and-a-half-day events, with attendance fees set according to the cost of hosting the event.
March 10th, Tuesday, 6.30pm – 8.30pmRoberto Violi / Umberto Cherubini - Government Bonds Ammunitions for the ECB Quantitative Easing Blackrock 12 Throgmorton Avenue, London, EC2N 2DL
April 14th, Tuesday, 6.30pm – 8.30pmProfessor Bert Kappen Stochastic optimal control for option portfolio hedging Thomson Reuters, 30 South Colonnade, Canary Wharf, London. E14 5EP
May 14th - Spring Seminar 9:00am - 5:30pm
Royal Geographical Society, 1 Kensington Gore, London, SW7 2AR.Professor Mark Salmon – University of Cambridge Evaluating Strategy Performance Professor Ralph S. J. Koijen – London Business School An Equilibrium Model of Institutional Demand and Asset Prices. Nick Baltas – UBS Multi-asset portfolio construction and return premia Vassilis Papaioannou – WhiteTip Investment Co. Interdependencies, Model Selection, and Directional Forecasting: Evidence from a restricted ARX framework. Saeed Amen – Thalesians Impact of scheduled events on FX volatility Giuliano De Rossi - Macquarie Securities Analysing global analyst calls
June 9th, Tuesday, 6.30pm – 8.30pmBernd Scherer Risk based investing Thomson Reuters, 30 South Colonnade, Canary Wharf, London. E14 5EP
July 14th, Tuesday, 6.30pm – 8.30pmRichard Peterson -MarketPsych Data LLC “lessons learned from the trading experience of a social media-based quant hedge fund 2008-2010…” Thomson Reuters, 30 South Colonnade, Canary Wharf, London. E14 5EP)
Autumn Seminar - September
Sunday 13th - Wednesday 16thSpeakers include: Dr. Svetlana Borovkova - Associate Professor of Quantitative Finance - Vrije Universiteit Amsterdam Multiasset portfolio risk using PCA and factor analysis and price modelling by means of multivariate state space models - practical tools to address today’s problems. Bernd Scherer Risk profiling for “robo”- advice platforms Gianluca Oderda - Head of Quantitative Investments, Ersel Asset Management SGR S.p.A. Steve Satchell - University of Cambridge James Sefton - Imperial College, London Ed Fishwick - BlackRock Louis Scott - FactSet Dan diBartolomeo - Northfield Information Services Arta Babaee and Pedro Rodrigues - Imperial College
Venue: Corpus Christi College, Cambridge
October 6th, Tuesday, 6.30pm – 8.30pmRalph S. J. Koijen – LBS Bank of America Merrill Lynch, 2 King Edward Street, London, EC1A 1HQ
November 3rd, Tuesday, 6.30pm – 8.30pmProfessor Ian Golding – Oxford Martin School, University of Oxford The Butterfly Defect Bank of America Merrill Lynch, 2 King Edward Street, London. EC1A 1HQ
December 8th, Tuesday, 6.30pm – 8.30pmAGM, Management Committee meeting and final evening seminar for 2014 Blackrock Office, 12 Throgmorton Avenue, London, EC2N 2DL Please note: All programmes and speakers maybe subject to change