• Autumn in Oxford

    The Autumn seminar in Oxford was essentially totally awesome. A high number of sensational papers and presentations, the usual high level of discussion and (sometimes extreme) dissent, and an unusually small amount of tedious garbage. Times have certainly changed, and the hubris of earlier years has been blown away by time and the market, but the overall impression was that “Quant” is still pretty cool. The dinners, bars, and extended pub crawls all rocked along, and the Punt race was won again by an LQG “insider”. Investors in The Book (the Chairman held 20%) did very well this year – demonstrating yet again that past performance is no guide at all to the future (or maybe it’s a complicated guide to the future). Papers and presentations will be available on the website in due course.

    So now the days darken, the mercury drops in the thermometer, and we have three more evening seminars in London before the end of the year. First up is Dr Michael Steliaros from BAML on Tuesday October 3rd, talking about Intra-Day optimization (one of the hot topics of the age). Anyone with an interest in quantitative finance can attend, it’s free, there’s wine. Details are elsewhere on this page.

    Ed Fishwick,  26 Sep 2012