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.

  • Autumn Seminar 2015

    Autumn Seminar - September

    Sunday 13th - Wednesday 16th

    For Event Registration, click here

    The London Quant Group have negotiated an excellent rate with the Cambridge City Hotel, as well as dorms at Corpus Christi College. Contact and reservation details will be on your booking confirmation



    Ron Kahn - Managing Director, Global Head of Scientific Equity Research at BlackRockSmart Beta and the Asset Manager's Dilemma
    Mark Kritzman - CEO of Windham Capital ManagementFacts about factors
    Ralph S. J. Koijen - London Business SchoolFactors in global markets
    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 - Managing Director at Deutsche Asset Management Chief Investment Architect Risk profiling for “robo”- advice platforms
    Ed Fishwick - Managing Director and Global Co-Head of Risk and Quantitative Analysis at BlackRock
    Micheal Steliaros - Managing Director at Bank of America Merrill Lynch Global flows & trading trends
    Gianluca Oderda - Head of Quantitative Investments, Ersel Asset Management SGR S.p.A. Risk-controlled portable smart beta strategies
    Steve Satchell - Economics Fellow at Trinity College Cambridge Divorce Risk and other horrors
    James Sefton - Professor at Imperial College London & David Jessop - Managing DIrector, UBS Lifecycle investing: Asset allocation of life-cycle funds in a low interest rate environment
    Dan diBartolomeo - Founder and PResident, Northfield Information Systems Risk that Reads
    Jose Menchero - Founder and CEO of MPAC Rethinking the Fundamental Law
    Arta Babaee and Pedro Rodrigues - Research Associates, CSP Group, EEE Department Imperial College London A Multi-Asset Fragility Indicator using Principal Component Analysis
    . - .
    Venue: Corpus Christi College, Cambridge

  • 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

    Ron Kahn - Managing Director, Global Head of Scientific Equity Research at BlackRockSmart Beta and the Asset Manager's Dilemma Mark Kritzman - CEO of Windham Capital ManagementFacts about factors Ralph S. J. Koijen - London Business SchoolFactors in global markets 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  - Managing Director at Deutsche Asset Management Chief Investment Architect Risk profiling for “robo”- advice platforms Ed Fishwick - Managing Director and Global Co-Head of Risk and Quantitative Analysis at BlackRock Micheal Steliaros - Managing Director at Bank of America Merrill Lynch Global flows & trading trends Gianluca Oderda - Head of Quantitative Investments, Ersel Asset Management SGR S.p.A. Risk-controlled portable smart beta strategies Steve Satchell - Economics Fellow at Trinity College Cambridge Divorce Risk and other horrors James Sefton - Professor at Imperial College London & David Jessop - Managing DIrector, UBS Lifecycle investing: Asset allocation of life-cycle funds in a low interest rate environment Dan diBartolomeo - Founder and PResident, Northfield Information Systems Risk that Reads Jose Menchero - Founder and CEO of MPAC Rethinking the Fundamental Law Arta Babaee and Pedro Rodrigues - Research Associates, CSP Group, EEE Department Imperial College London A Multi-Asset Fragility Indicator using Principal Component Analysis . - .
    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