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.

  • 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.

    • LQG 2016 Seminar Diary

      • Tuesday 8th March 2016 – Dr. Jochen Papenbrock - Investing to benefit from "Network Effects" - Evening Seminar at Blackrock Tuesday
      • Tuesday 12th April 2016 – Louis Scott - A Wealth Management Perspective on Factor Premia and the Value of Downside Risk Evening Seminar TBD
      • Thursday 12th May 2016 – Spring Seminar - to be held at the Royal Geographical Society
      • Tuesday 14th June 2016 – Evening Seminar at Thomson Reuters
      • Tuesday 12th July 2016 – Evening Seminar at Thomson Reuters
      • Monday 12th to Wednesday 14th September 2016 - the 30th Annual London Quant Group seminar - to be held in Oxford
      • Tuesday 11th October 2016 – Evening Seminar
      • Tuesday 8th November 2016 – Evening Seminar 6.30 – 9pm at Blackrock
      • Tuesday 6th December 2016 – AGM at 17:00 and Evening Seminar / Debate at 6:30 – 9pm at Blackrock