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.

  • Leland’s Lost Theorem

    A prize is offered to the first LQG member to provide a proof or disproof of Leland’s Lost Theorem: The expected return of a portfolio comprising a bond and a vanilla call option is the highest of any unleveraged path-independent strategy, assuming the same level of downside protection. LQG will award £100, which Jason MacQueen