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    LONDON QUANT GROUP

    Mathematics is the Latin of the 21st Century

     

    London Quant is a not-for profit organisation run for and by its members. It comprises a Board of Directors and a Management Committee, both elected by the membership at the Annual General Meeting.

  • http://lqg.org.uk/wp-content/uploads/2014/07/banner02.jpg

    LONDON QUANT GROUP

    Mathematics is the Latin of the 21st Century

     

    London Quant is a not-for profit organisation run for and by its members. It comprises a Board of Directors and a Management Committee, both elected by the membership at the Annual General Meeting.

  • http://lqg.org.uk/wp-content/uploads/2014/07/banner03.jpg

    LONDON QUANT GROUP

    Mathematics is the Latin of the 21st Century

     

    London Quant is a not-for profit organisation run for and by its members. It comprises a Board of Directors and a Management Committee, both elected by the membership at the Annual General Meeting.

  • 2009 Spring Seminar – presentations and papers available

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    The following papers are available for download:

    • Carol Alexander – ROM Simulation – Exact Simulation using Random Orthogonal Matrices
      • Alexander – ROM Simulation
    • Dan di Bartolomeo – Madoff – Market Mayhem
      • diBartolomeo – Madoff Mayhem
    • Taher Khan – Kurtosis-Adusted Volatility Estimators and the VIX
      • Khan – Kurtosis-adjusted Volatility Gauges in the VIX
    • Olivier Ledoit – Experiences in Quant Investing
      • Ledoit – Experiences in Quant Investing
    • Richard Louth – Heuristic Portfolio Optimisation – Bayesian Updating with the Johnson family of Distributions
      • Louth – Heuristic Portfolio Optimisation
    • Mathijs van Dijk – Resurrecting the Size Effect
      • Van Dijk – Resurrecting the Size Effect
    • Michael Wolf – Robust Hypothesis Testing with the Sharpe Ratio
      • Wolf – Robust Performance Hypothesis Testing

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