Arrive on the afternoon / evening of 2026/09/09 to enjoy a welcome buffet. On Thursday 2026/09/10 and Friday 2026/09/11 the seminar will be held in Trinity College’s Garden Room, in which we will enjoy the research and insights of eleven speakers of international renown.
How the availability of alternative data affects the performance and investment strategies of active mutual funds and much, much more more!
Linear factors have a vice-like grip on quant thought. What makes them so successful? How should we move beyond them, and what happens when we try? What could possibly go wrong…?
Fundamental and systematic views in credit are complementary and mutually reinforcing…and incorporating systematic signals can strengthen fundamental conviction and improve performance.
A framework to isolate thematic exposures from established market, industry, and style factors which incorporates narrative information to capture theme evolution.
This talk reflects on the gap between calculated risk and experienced uncertainty – and on the uneasy task of investing when probability offers comfort, but not protection.
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”!
The asset pricing in a granular economy. A few firms are exceedingly large. Results: reduced diversification across stocks and heightened aggregate risk.
The LQG 2024 Autumn Seminar – 11 great speakers and topics – in its 38th year.
3D optimization – Optimizing Risk, Return and Sustainability (or something else important). Superior to 2D approach with constraints.
Evaluating and comparing risk model performance for risk forecasting, portfolio construction and return attribution – a comparison framework.
LQG July 2022 seminar delivered in person by Andrew Ang of BlackRock – Asset Allocation with Crypto: Application of Preferences for Positive Skewness – Beware there be dragons!
The significant benefits of using Multi Asset Class Factor Premia for overlay strategies over an investor’s lifecycle
LQG 08/02/22 – On-Line – “Enhanced income and costless protection” : Good options, poor choices and the hidden costs of a supposedly free lunch – David Buckle. This seminar aims to stimulate thought and discussion as the analysis’ conclusions are likely to be counter intuitive to some and controversial to others.
The the 12/11/21 one day / all day LQG autumn seminar – 6 talks delivered by 9 brilliant speakers generously hosted by Goldman Sachs
Highlight the utility of deep reinforcement learning in finance and invent “economic distillation” tools for interpreting AI and big data models