LQG events in 2025.
Henry Neville, a portfolio manager at MAN proposes the motion for the LQG annual debate : “Valuation is a paradigm that guarantees failure – this time it really is different…”
Oil trading – a unique opportunity to understand stochastic inventories with boundary conditions from “stock-outs” to “tank-tops” followed by practical risk premia and other trading strategies from a successful and experienced trader.
Investors face a new regime. Macro mega-forces including demographic change, public debt, climate and deglobalisation indicate higher inflation and lower growth. New portfolio strategies and designs are required to protect purchasing power.
Memories of the LQG 2025/09/03 – 2025/09/06 – Autumn Seminar – at Cambridge – to immortalise the speakers; inspire members who did not attended; and reawaken fond memories among those who did.
Arrive on the afternoon / evening of 2025/09/03 to enjoy a welcome buffet. The seminar starts on Thursday 2025/09/04 at Robinson College. Over two days we will enjoy the research and insights of eleven speakers of international renown.
Optimizing portfolios using normalised returns delivers a factor-like awareness of underlying exposures while addressing the problem of sensitivity to model inputs with relative risk tolerance.
For quantitative strategies, perceptions of complexity could help understand the under allocation to strategies that are otherwise optimal within a purely financial framework. This seminar will address complexity applied to investment processes and teams, as well as how the market environment can make this particularly relevant when conditions get “stormy”!
Explaining the returns of trend-following systems and analysing their diversifying properties.
Smart money, digital currencies and the emerging new world order
Studying Bear markets in search of consistent equity drawdown diversification identifies several persistent characteristics which can be exploited using systematic derivative and/or long-short strategies
The asset pricing in a granular economy. A few firms are exceedingly large. Results: reduced diversification across stocks and heightened aggregate risk.