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.
Speaker: Anthony Neuberger | Professor of Finance, Cass Date: 15th March 2017 Place: BlackRockTopic: 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 moments,
We are pleased to announce the last evening seminar of this year will be a special Christmas event on December 6th at 6.30pm. TOPIC: Event Risk and Active Management SPEAKER: Ed Fishwick | Managing Director and Global Co-Head of Risk and Quantitative Analysis – BlackRock, SUMMARY: Winner of the speakers’ prize at the 2016 autumn seminar Ed
Speaker: Dimitris Melas | Global Head of Equity Research MSCI Date: 8th November 2016 Topic: Factor strategies and factor allocation for the ESG-aware investor Summary: In this talk Dr. Melas will explore the increasing influence of Environmental, Social and Governance (ESG) considerations over the last 10 years as they have become increasingly integrated into mainstream portfolio management. The