return_attribution

Memories of the LQG 2025/09/03 – 2025/09/06 – Autumn Seminar – at Cambridge

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.

LQG 2025/05/13 – 18:30 – The Science and Practice of Trend-following Systems – Artur Sepp – IP OLO Hybrid

by LQG

Explaining the returns of trend-following systems and analysing their diversifying properties.

LQG 2023/10/12 – 18:30 – Evaluating and Comparing Risk Model Performance – Jose Menchero – at Bloomberg – Hybrid

by LQG

Evaluating and comparing risk model performance for risk forecasting, portfolio construction and return attribution – a comparison framework.

LQG Speakers and topics since 2007:

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return_attribution

Memories of the LQG 2025/09/03 – 2025/09/06 – Autumn Seminar – at Cambridge

LQG 2025/05/13 – 18:30 – The Science and Practice of Trend-following Systems – Artur Sepp – IP OLO Hybrid

LQG 2023/10/12 – 18:30 – Evaluating and Comparing Risk Model Performance – Jose Menchero – at Bloomberg – Hybrid

LQG Speakers and topics since 2007:

Contact

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return_attribution

Memories of the LQG 2025/09/03 – 2025/09/06 – Autumn Seminar – at Cambridge

LQG 2025/05/13 – 18:30 – The Science and Practice of Trend-following Systems – Artur Sepp – IP *OLO* Hybrid

LQG 2023/10/12 – 18:30 – Evaluating and Comparing Risk Model Performance – Jose Menchero – at Bloomberg – Hybrid

LQG Speakers and topics since 2007:

LQG 2025/05/13 – 18:30 – The Science and Practice of Trend-following Systems – Artur Sepp – IP OLO Hybrid