• Autumn Seminar 2017

    Autumn Seminar – September 2017

    Sunday 10th – Wednesday 13th

    To Register, click here



    Event Venues
    Trinity College, Broad St, Oxford OX1 3BH
    The Malmaison Hotel, Oxford Castle, 3 New Road, Oxford, OX1 1AY (for sat nav use OX1 1AY)


    Worcester College is located on the Junction of Beaumont Street, Walton Street and Worcester Street, less than a ten minute walk from the centre of Oxford.

    Map of central Oxford to help you find Trinity College and the Malmaison Hotel,

    Central Oxford Map

    Malmaison Hotel Map

    We have reserved rooms at the old Oxford prison now the Malmaison Hotel and the College. There is great demand for rooms in Oxford in early September. To simplify administration and ensure that we could reserve as many rooms as possible we offer room reservation with seminar registration combined. Book now to guarantee both a seminar place and accommodation. If the seminar and room tickets have sold out you can book a seminar only ticket but you’ll need to find accommodation…. Don’t leave it too late. All room bookings are for three nights from the evening of the 11th to the morning of the 14th September.

    Sunday September 10th
    18:30 Welcome Reception and Dinner at the Malmaison Hotel

    Monday September 11th
    09:00 Talks begin.

    • Speakers

    We are very proud that again the legendary London Quant Group autumn seminar has attracted outstanding international speakers from academia and quantitative finance. Our speakers and in some cases their topics for the 2017 autumn seminar shall include:

    Ron Kahn
    Managing Director, Global Head of Scientific Equity Research at BlackRock

    Steve Satchell
    Professor, Discipline of Finance University of Sydney
    Cross- Sectional Momentum; Quant or Metaphysics?

    James Sefton
    Professor of Economics at Imperial College’s Business School

    Ed Fishwick
    Managing Director and Global Co-Head of Risk and Quantitative Analysis BlackRock

    Jean Masson
    Managing Director, TD Asset Management

    Dong Lou
    Associate Professor of Finance London School of Economics
    A Tug of War: Overnight Versus Intraday Expected Returns

    JP Zigrand
    Associate Professor of Finance; Director, Systemic Risk Centre London School of Economics

    Chris Watkins
    Reader Department of Computer Science, Royal Holloway, University of London
    Visualising Multivariate Data in Well-Defined Ways

    Andrew Grant
    Senior Lecturer University of Sydney
    Trading and Divorce – Do One or the Other – But Not Both Together!

    Dori Levanoni
    Partner First Quadrant
    How Global Are My Domestic Equities?

    Chris Tinker
    Founding Partner Libra Investment Services
    The Smart Alpha Mouse Trap

    puntingAnnual Punting Challenge

    Naturally the annual punting challenge will offer an unrivalled opportunity to demonstrate your elegance, skill, fitness, power and luck in both punting and investment…


    Informal dinner at the Malmaison on the evening of Sunday 10th.  Formal dinner at Trinity on Monday the 11th.  Informal dinner at Cuttlefish Restaurant on Tuesday the 12th.

    Guests are very welcome to all social events.

    Seminar and accommodation options

    We have reserved rooms at the Malmaison Hotel (previously the Oxford prison) and Trinity College at very advantageous rates.

    To simplify administration we offer room reservation and seminar registration combined. Book now to guarantee both a seminar place and accommodation.

    If you want to sort out your own accommodation you can book for the seminar only – but remember accommodation is scarce in Oxford.

    Please book as soon as you can because last minute booking makes the administration and seminar management more challenging.

    All room bookings are for three nights from the evening of the 10th to the morning of the 13th September 2017.

    Cost and Registration

    The fee for this seminar is £999 plus the booking fee and whatever accommodation you choose and of course the VAT. The seminar represents tremendously good value.

    There are different fees for different room types in the Malmaison or in Trinity College and these are all made clear on the ticket booking page.

    There are two room types at the Malmaison Hotel which has been created from the old Oxford prison. Cell Rooms are the converted cells in cell block A. The “Standard Room” – isn’t really standard at all other than the bed which is – they’re spacious and comfortable and they’re not old cells and they’re slightly cheaper.

    Venue: Worcester College, Walton St, Oxford OX1 2HB

    General enquires regarding the event should be sent to events@lqg.org.uk