• 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