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.
7 – 10 September 2014 Worcester College and Malmaison Hotel Oxford Available Papers and Presentations: Does Market Efficiency Imply that Long Term Return Premia Must Be Predictable? Dan di Bartolomeo – Northfield Information Services Model Risk of Risk Models. Jon Danielsson – London School of Economics AS2014 JDanielsson – model Risk of Risk
The following dates below are confirmed for the evening seminars 2014: October 7th, Tuesday 6.30pm – 8.30pm (Venue: Bank of America Merrill Lynch, 2 King Edward Street, London, EC1A 1HQ) November 11th, Tuesday 6.30pm – 8.30pm (Venue: Bank of America Merrill Lynch, 2 King Edward Street, London, EC1A 1HQ) December 8th, Monday: AGM, Management Committee meeting and
When: 7th April 2014, 6:30 PM – 8:30 PM Where: Blackrock Office, 12 Throgmorton Avenue, London, EC2N, 2DL Topic: Minimum Volatility and the Low Beta Anomaly: a debate Speakers: David Blitz | Co-Head of Quantitative Research, Robeco Investment Engineers Ed Fishwick | Global Co-Head, Risk & Quantitative Analysis, Blackrock; Chairman of LQG Contact: firstname.lastname@example.org Details: Wine and refreshments will be provided and