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.

  • 2015 LQG Seminar Diary

    March 10th, Tuesday, 6.30pm – 8.30pm
    Roberto Violi / Umberto Cherubini - Government Bonds Ammunitions for the ECB Quantitative Easing Blackrock 12 Throgmorton Avenue, London, EC2N 2DL  
    April 14th, Tuesday, 6.30pm – 8.30pm
    Professor 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 – 8.30pm
    Bernd Scherer  Risk based investing Thomson Reuters, 30 South Colonnade, Canary Wharf, London. E14 5EP  
    July 14th, Tuesday, 6.30pm – 8.30pm
    Richard 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 16th

    Speakers 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 – 8.30pm
    Ralph S. J. Koijen – LBS Bank of America Merrill Lynch, 2 King Edward Street, London, EC1A 1HQ  
    November 3rd, Tuesday, 6.30pm – 8.30pm
    Professor 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 – 8.30pm
    AGM, 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