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.

  • Spring Seminar 2014 – Presentations Available

    Presentation available from the Seminar Kevin Sheppard, Man Institute of Quantitative Finance, University of Oxford Topic: Can anything beat the 5 minute Realized Volatility? Presentation Mark Salmon, University of Cambridge Topic: Beta Herding and Sentiment Presentation Jose Menchero,  MSCI Barra Topic: Combining Alpha signals. Presentation Hari Krishnan, Cross Border Capital Topic:  Tail hedging overlays. Graeme Burnett, EEeng. BSc. HFT Eng. SMIEEE. ACM.

  • Paper Available: A Simple Diversified Portfolio Strategy

    Following the successful seminar on March 10th by Bernd Hanke, the  material is available for download below: Bernd Hanke: LQG-Presentation-A-Simple-Diversified-Portfolio-Strategy-Final

  • 10 March Evening Seminar: A Simple Diversified Portfolio Strategy, by Bernd Hanke

    Speaker: Bernd Hanke,PhD, CFA | Founding Partner; Co-Chief Investment Officer; Global Systematic Investors LLP Topic:  A Simple Diversified Portfolio Strategy Summary: In a nutshell, we construct a portfolio which is a blend of market weights and equal stock and sector weights. Our approach results in a highly diversified portfolio both on a stock level and on a sector level and