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.

Christmas Evening Seminar 2013 – December 9th

The following paper is available for download: Patrick Burns: Patrick Burns – Semianr Slides to upload on LQG website. The file is also available via the Burns Statistics website here.

  • 2017 Spring Seminar

    18 May 2017   Royal Geographical Society 1 Kensington Gore SW7 2AR London United Kingdom from 08:45 to 17:00 (BST)   For this year’s spring seminar we have again 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

  • April Seminar – Learning from History: Volatility and Financial Crises

    Speaker: Jon Danielsson | Associate Professor of Finance at LSE  Date: 11th April 2017 Place: BlackRockTopic: Learning from History: Volatility and Financial Crises. by Jon Danielsson, Marcela Valenzuela and Ilknur Zer Click the link for the presentation  2017April_JonDanielsson Summary:  The authors study the effects of volatility on the probability of financial crises by constructing a cross-country database spanning

  • March Seminar – Estimating the Moments of Long Horizon Returns

    Speaker: Anthony Neuberger | Professor of Finance, Cass  Date: 15th March 2017 Place: BlackRock Topic: Estimating the Moments of Long Horizon Returns Click here to register. Summary:  The moments of long horizon market returns are important for asset pricing but hard to measure with any precision. In the literature, a variety of proxies have been used: option implied