Our Seminars

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.

  • 14 June Seminar: Short term alphas and enhanced trading

    Speaker: Vinesh Jha, founder | ExtractAlpha
    Topic: Short term alphas and enhanced trading

    Summary:In this talk Vinesh Jha will demonstrate strategies using relatively fast‐moving alphas to improve the timing of trade decisions for systematic equity portfolios that use slower‐moving alpha signals. Many managers are aware of the alpha in short‐horizon signals, but do not use these alphas due to their high turnover; the portfolio may be large, or the mandate may not call for mid‐frequency trading. Short‐term alphas can be used by such managers to time trades that a longer‐horizon strategy would enter regardless, thereby improving the price of the entry and exit points without incurring incremental transaction costs. Mr. Jha will show how a basic market‐neutral fundamental and momentum strategy can be improved in raw and risk adjusted returns, with a slight reduction of turnover, by implementing simple entry and exit rules based on a short‐horizon alpha. The value added is very consistent over time, offers drawdown protection in volatile markets, and survives reasonable transaction cost and latency assumptions. Short‐horizon alphas can therefore be effective as tactical overlays which can improve risk‐adjusted returns without unduly influencing the underlying strategy. The implementation could be as straightforward as a daily pre‐trade screen on position entries and exits prior to the open.
    Vinesh Jha Vinesh founded ExtractAlpha in 2013 in Hong Kong with the mission of bringing analytical rigor to the analysis and marketing of new data sets for the capital markets. From 1999 to 2005, Vinesh was the Director of Quantitative Research at StarMine in San Francisco, where he developed industry leading metrics of sell side analyst performance as well as successful commercial alpha signals and products based on analyst, fundamental, and other data sources. Subsequently he developed systematic trading strategies for proprietary trading desks at Merrill Lynch and Morgan Stanley in New York. Most recently he was Executive Director at PDT Partners, a spinoff of Morgan Stanley's premiere quant prop trading group, where in addition to research he also applied his experience in the communication of complex quantitative concepts to investor relations. Vinesh holds an undergraduate degree from the University of Chicago and a graduate degree from the University of Cambridge, both in mathematics.

    • LQG Evening Seminar: 14th June 2016 at 18:30
    • This seminar will be held at Thompson Reuters,
      30 South Colonnade , Canary Wharf, London, E14 5EP
    • Refreshments shall be provided.
    • While there is no cost to attend, you do need to register at Eventbright registration link here.
    • 2016 Spring Seminar

      12 May 2016


      Royal Geographical Society

      1 Kensington Gore SW7 2AR London United Kingdom   from 09:00 to 17:00 (BST)   Speakers to include:
      • Alesandro Beber, Cass Business School/ BlackRock,
        Realized and Anticipated Macroeconomic Conditions Forecast Stock Returns and FX risk on/off
      • Elijah DePalma, Thomson Reuters,
        News & Social Media Analytics for Market Mispricings
      • Dan diBartolomeo, Northfield,
        An optimized approach to scenario driven risk simulations
      • Hari Krishna and Jason McMahon, Cross Border Capital and Nowcasting,
        Now-casting capital flows and dynamic asset management
      • Scott Richardson, London Business School,
        Systematic investing in Credit Markets
      • Mark Salmon, University of Cambridge ,
        Strategy Confidence Sets

      For this year's spring seminar we have gathered six excellent speakers who will deliver their recent research and insights in an open forum that encourages discussion and debate. The engaging and thought provoking talks provide theoretical and practical insights to take away and implement.

      Enhance your industry connections while absorbing cutting edge quantitative research. This seminar returns to the elegant surroundings of the Royal Geographical Society. Lunch and coffee is included for £300 including VAT and booking fee. Spaces are limited - so book your place(s) now.

      There will also be an informal after seminar dinner at a local restaurant paid individually on the night.  

    • 12 April Evening Seminar: A wealth management perspective on factor premia and the value of downside protection

      Speaker: Louis Scott, | Kiema Advisors
      Topic: A wealth management perspective on factor premia and the value of downside protection by Louis Scott and Stefano Cavaglia

      Summary: Louis and co-author Stefano examine the benefits of a factor premia overlay to an inter-temporal wealth accumulation strategy that is fully invested in global equities. Their simulation results suggest that wealth accumulation is significantly enhanced by a time invariant, equal weighted allocation to conventional factor premia. The enhancement is driven in part by the mean return of the premia but more importantly by their generally positive payoff in adverse market environments. They estimate the value of downside protection provided by premia in this context, and show it is economically important. Factor premia based strategies provide a challenge to skill based asset allocation strategies that aim to tactically shift the portfolio’s exposure to market risk and highlight the multi-period importance of style management.

      • LQG Evening Seminar: 12th April 2016 at 18:30
      • This seminar will be held at BlackRock,
        12 Throgmorton Avenue, London EC2N 2DL
      • Refreshments shall be provided.
      • While there is no cost to attend, you do need to register at Eventbright registration link here.
      • 8th March Evening Seminar: Network Effects by Dr. Jochen Papenbrock

        Speaker: Dr. Jochen Papenbrock, | Firamis and PPI AG.
        Topic: Cognitive technologies and portfolio management - Investing to benefit from "Network Effects"
        To register, click here.
        Summary: Dr. Papenbrock will discuss cognitive technologies that offer automated analysis and visualisation of complex systems and networks. These technologies have various applications that include portfolio diversification and risk management. Importantly, these technologies may offer asset managers more accessible language and visualisation with which to better communicate their activities to asset owners. Cognitive technologies may also offer tools to identify and address some of the issues raised by Professor Goldin in the Butterfly Defect in February 2016 and compliment the tools and techniques for visualising mulitvariate data introduced by Dr. Chris Watkins in October 2014.

        • LQG Evening Seminar: 8th March 2016 at 18:30
        • This seminar is kindly hosted by Blackrock, 12 Throgmorton Avenue, London EC2N 2DL
        • Refreshments shall be provided.