LQG Events
LQG ENCORE Seminars – Engaging – New – Controversial – Original – Rigorous – Entertaining
LQG 13/07/21 – On-Line – AI for Quants – Accelerated, explainable AI/ML in capital markets – Jochen Papenbrock
LQG Seminars ENCORE - Engaging New Controversial Original Rigorous Entertaining AI for Quants – Accelerated, explainable AI/ML in capital markets Seminar by Jochen Papenbrock 13th July 2021 Dr. Jochen Papenbrock returns to the LQG to discuss the implications and benefits of work completed with a team at Munich Re Markets on robust accelerated portfolio construction […]
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LQG 08/06/21 – On-Line – AI- Deep Learning The Limit Order Book – Tomaso Aste
A seminar on the prediction of transaction prices using deep learning and deep reinforcement learning and implications of the use of artificial intelligence for the automation of trade and many other activities in the financial services industry....
LQG 11/05/21 – On-Line – Building Equity Momentum Strategies Using Information From Credit Markets – Arik Ben Dor
Dr. Arik Ben Dor discusses a replicable, successful, enhanced equity momentum strategy built using insights extracted from corporate bond prices. ...
LQG 13/04/21 – On-Line – Why Don’t Most Mutual Funds Short Sell? – Dong Lou
An analysis of the puzzling behaviour of US mutual funds that appear not to take advantage of the short selling opportunities open to them and the implications for the funds and investors....
LQG 09/03/21 – On-Line – Systematic Investing In Credit – a seminar by Simon Polbennikov, Arik Ben Dor and Albert Desclée
9th March 2021 Systematic Investing In Credit an LQG seminar Simon Polbennikov, Arik Ben Dor and Albert Desclée...
LQG 26/01/21 – On-Line – The Age Of Financial Repression – Russell Napier
LQG Seminars ENCORE - Engaging New Controversial Original Rigorous Entertaining I guess we’re not in Kansas anymore! The return of the age of financial repression Seminar by Russell Napier 26th January 2021 – On-Line In the first LQG seminar of 2021 Russell Napier reviews the financial environment and draws vital inferences about the use of […]
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LQG 8/12/20 – On-Line – Practical fund factor analysis – Dori Levanoni
Practical ex-ante fund factor analysis - methodology applied to a simple strategy (FX Carry) and will include snippets of the python code....
LQG 03/11/20 – On-Line – Accounting And Asset Prices – Ray Ball
In this seminar Professor Ball will discuss accounting and asset prices. Earnings and returns might seem like completely different concepts, but they are closely related economic variables -- much more so than commonly appreciated. ... Earnings, cash flows and book values have components that are economically different. ...
On-Line
20201103 3rd November 2020
18:30
20201013 – On-Line – LQG Evening Seminar – Alpha from esoteric markets – Chris Longworth
20201013 - On-Line - LQG Evening Seminar - Alpha from esoteric markets - Chris Longworth - Extracting alpha from esoteric markets - navigating different and challenging markets. Asset selection and portfolio diversification...
On-Line
20201013 13th October 2020
18:30
20200915 On-Line – LQG Evening seminar – In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis – Ralph Koijen
Prepare to have some of your fundamental assumptions about capital markets changed or more likely, inverted by Prof. Ralph Koijen....
On-line
20200915 15th September 2020
18:30
20200714 On-line LQG Evening Seminar – Human Input Is Critical To Model Design & Management – David Jessop
Seminar by David Jessop of Columbia Threadneedle Investments on the need for and value of human input to the development and management of complex computer based models, especially those used in finance, and the need to understand and interpret their output....
On-Line
20200714 14th July 2020
18:30
LQG 30/06/20 – On-Line – How and why Causal AI techniques can prevent overfitting – Darko Matovski
How Causal AI can prevent ovrefitting - seminar by Darko Matovski CEO of causaLens...
On-Line
200630 30th June 2020
18:30
20200616 LQG Evening Seminar – Giuliano De Rossi – 18:30 – On-Line – ETF flows & stock mispricing
ETF flows, mispricing and stock price dynamics by Giuliano De Rossi of Goldman Sachs - ETF flows affect t+1 intraday stock trading volume and volatility with cross-impact implications....
On-Line
200616 16th June 2020
18:30
20200526 LQG Evening Seminar – Kevin Coldiron and Tim Lee – 18:30 – On-Line – The Rise of Carry
In this seminar Tim and Kevin will discuss the likely and dangerous, consequences of the rise of carry (borrowing / leverage); volatility suppression, a new financial order of deflation, decaying growth, systemic risk, recurring crises and their implications for the value of money......
On-Line
20200526 26th May 2020
18:30
20200519 LQG Evening Seminar – Katharina Schwaiger – BlackRock 18:30 – On-Line – ESG in Factors
ESG in Factors by Katharina Schwaiger...
On-Line
20200519 19th May 2020
18:30
20200505 LQG Evening Seminar – Vitali Kalesnik – Research Affiliates 18:30 – On-Line
LQG seminar on 05/05/20 at 18:30 by Vitali Kalesnik of Research Affiliates. Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing...
On-Line
20200505 5th May 2020
18:30
LQG Spring Seminar – 4 on-line evening seminars
202005 - 4 on-line evening seminars replace the one day spring seminar....
On-Line
202005 / 05 / 14 / 26 / 202006016- 5th May / 14th May 26th May / 16th June 2020
18:00
20200414 LQG Evening Seminar – Svetlana Bryzgalova – LBS – 18:30 On-Line
LQG SemianrsEngaging New Controversial Original Rigorous EntertainingForest through the Trees: Building Cross-Sections of Stock Returns, Svetlana Bryzgalova with Markus Pelger and Jason Zhu The LQG is very pleased that Svetlana Bryzgalova, Assistant Professor at the...
BlackRock
20200414 - 14th April 2020
18:30
20200310 LQG Evening Seminar – Dr Chris Longworth of GAM Systematic CANTAB – @18:30 at BlackRock – Postponed
20200310- LQG Evening-seminar - Scraping the bottom of the cheese barrel: Alpha from esoteric markets - 18:30 generously hosted by BlackRock...
BlackRock
20200310 - 10th March 2020
18:30
20200211 LQG Evening Seminar – Otto Van Hemert of AHL – @18:30 BlackRock
LQG SemianrsEngaging New Controversial Original Rigorous EntertainingThe Best of Strategies for the Worst of Times: Can Portfolios be Crisis Proofed? Otto Van Hemert, Head of Macro Research at Man AHL The LQG is very pleased that Otto Van Hemert, Head of Macro...
BlackRock
20200211 - 11th February 2020
18:30
20200114 LQG does not meet in January
LQG SemianrsEngaging New Controversial Original Rigorous EntertainingThe London Quant Group does not meet in January The first LQG meeting in 2020 will be on February 11th generously hosted by BlackRock...
Neverland
20200114 LQG does not meet in January
LQG SemianrsEngaging New Controversial Original Rigorous EntertainingThe London Quant Group does not meet in January The first LQG meeting in 2020 will be on February 11th generously hosted by BlackRock...
Neverland
20191210 10th December 2019 – The LQG Annual Debate – To ESG or not to ESG?
The climax of the London Quant Group 2019 seminar series is the Annual Debate. This year two titans of both debate and finance will address the virtues, both real and imaginary, of ESG Investing.
Ed Fishwick - Managing Director at BlackRock will propose the motion.
Andrew Ang - Managing Director at BlackRock will oppose the motion.
This is a debate - a forum in which to discuss the question. The views expressed during the debate are not necessarily the views of the speakers personally nor of BlackRock or Goldman Sachs International! The debate is held under the Chatham House rule!...
2 Stonecutter Street, London, England, EC4A 4AH
20191210 10th December 2019
18:30
20191112 LQG evening seminar on at 18:30. Mining alpha from 13F Filings Seminar by Mobeen Iqbal
LQG SeminarsEngaging New Controversial Original Rigorous EntertainingMining alpha from 13F Filings Mobeen Iqbal 12th of November 2019 London Quant Group Eventing Seminar Generously hosted by Goldman Sachs International 2 Stonecutter Street, London EC4A 4AH...
Goldman Sachs International, 2 Stonecutter Street, London. EC4A 4AH
20191112
18:30
20191008 LQG Evening Seminar – Inigo Fraser-Jenkins – Has Value met its Waterloo?
LQG SeminarsENCORE - Engaging New Controversial Original Rigorous EntertainingHas Value met its Waterloo? Inigo Fraser-Jenkins 8th of October 2019 London Quant Group Eventing Seminar Generously hosted by Goldman Sachs International at 133 Fleet Street, London EC4A...
Goldman Sachs London
20191008
18:30
20190908 LQG Autumn Seminar – Cambridge
The 2019 autumn seminar has 14 outstanding speakers and will be held at Magdalene College in Cambridge. It is a beautiful setting boasting the longest river frontage of all the Cambridge colleges - a fantastic venue for the London Quant Group seminar. ...
Cambridge
8th - 11th September, 2019