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menu skip to content home about london quant aims past presentations search for: 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. 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. 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. seminars past events subscribe our seminars london quant is about seminars in quant investment practice. we hold approximately six evening seminars per year in the city of london. they are announced on the front page of this website. our evening seminars are free, but you must register to attend them. our spring seminar is held every year in may in central london and is announced on the website. spring seminars are one-day events, with attendance fees set according to the cost of hosting the event. our autumn seminar is held every year in september in either oxford or cambridge and is announced on the website. autumn seminars are two-and-a-half-day events, with attendance fees set according to the cost of hosting the event. accessing liquidity: market microstructure analysis and tools for successful trading speakers: michail steliaros and costis maglaras | goldman sachs date: 13th november 2018 - 18:30 place: goldman sachs international, 120 fleet street, london ec4a 2bb topic: accessing liquidity: market microstructure analysis and tools for successful trading. (more…) 2018 autumn seminar sunday 9th september to wednesday the 12th september 2018 trinity college - the danson room broad street, oxford ox1 3bh the malmaison hotel oxford castle, 3 new road, oxford, ox1 1ay venue map the opportunity to speak at the london quant group autumn seminar has attracted outstanding speakers from academia and practitioners of quantitative finance. talks shall cater to a broad range of interests; they shall be engaging, thought provoking and provide theoretical and practical insights to take away and implement. click here to register. the seminar shall include three awesome dinners, lunches, and of course the annual punting challenge! confirmed speakers listed in random order ashley lester head of multi-asset research, schroders on the theory and practice multi-factor portfolios oğuzhan karakaş senior lecturer in finance, cambridge judge business school on corporate social responsibility jose menchero head of portfolio analytics research, bloomberg on the term structure of volatility robert macrae associate, systemic risk centre - lse on factor stability dori levanoni partner, first quadrant the (mis)information in options tim nugent senior research scientist at thomson reuters risk mining real news nick baltas and bernd scherer nick baltas is head of portfolio construction, goldman sachs and bernd scherer oversees portfolio management for private clients at bankhaus lampe together they will discuss tail risk in the cross section of alternative risk premium strategies steve satchell university of cambridge and professor, discipline of finance, university of sydney on minimum volatility and the importance of cross sectional volatility pedro saffi reader, cambridge judge business school on securities lending matthias uhl executive director, ubs applying news sentiment in trading strategies antonia lim global head of quantitative research at barclays diversity and stability: a symbiotic relationship in asset allocation nick baltas and bernd scherer nick is head of portfolio construction, goldman sachs, and bernd oversees portfolio management for private clients at bankhaus lampe together they will discuss on crowding. ed fishwick managing director and global co-head of risk and quantitative analysis, blackrock it's risky to forecast seminar accommodation book now to guarantee both a seminar place and accommodation. we have reserved rooms at the malmaison hotel (previously the oxford prison) and trinity college at very advantageous rates. room reservation and seminar registration are combined. room bookings are for three nights from the evening of the 9th to the morning of the 12th september 2018. there are two room types at the malmaison hotel created from the old oxford prison. cell rooms are the converted cells in cell block a. the "standard room" - is spacious and comfortable, they're not old cells and they're slightly cheaper. trinity rooms are comfortable and excellent value. dinners informal dinner at the malmaison on the evening of sunday 9th. formal dinner at trinity on monday the 10th informal dinner at cuttlefish restaurant on tuesday the 11th annual punting challenge the annual punting challenge offers a unique opportunity to demonstrate your elegance, skill, fitness, power and luck in both punting and investment... guests guests are very welcome to all social events and guest tickets are available for £300 cost and registration the fee for this seminar is £1050 plus the booking fee and whatever accommodation you choose and of course the vat. apologies that the vat and booking fees mean the final price to pay are sometimes very odd numbers! click here to register the punting challenge in detail the challenge is an opportunity to demonstrate elegance, skill, fitness, power and luck in both punting and investment. it is also a chance to demonstrate asynchronous swimming, market-making, game theory, career planning, hedging, tail risk management, making and keeping friends. punting is both easier and harder than it looks - but above all it is to be enjoyed with friends in a beautiful setting. practice and instruction are typically organised on the sunday before the seminar actually starts and depending on demand, or need, also on the monday. implied volatility: an old problem with a new solution. speaker: kathrin glau | lecturer in financial mathematics at queen mary university of london date: 12th june 2018 - 18:30 place: thomson reuters, 30 south colonnade, canary wharf e14 5ep topic: implied volatility: an old problem with a new solution. (more…) 2018 spring seminar 17 may 2018 royal geographical society 1 kensington gore sw7 2ar london united kingdom from 08:45 to 17:00 (bst) map to the rgs is here (more…) post navigation ← older posts upcoming events chairman’s blog news london quant policy the management committee contact

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http://lqg.org.uk/contact/
http://lqg.org.uk/page/2/
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http://lqg.org.uk/about-london-quant/
http://lqg.org.uk/aims/
http://lqg.org.uk/london-quant-policy/
http://lqg.org.uk/category/seminars/
http://lqg.org.uk/2018-spring-seminar/
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http://lqg.org.uk/the-management-committee/
http://lqg.org.uk/category/blog/
http://lqg.org.uk/accessing-liquidity-market-microstructure-analysis-and-tools-for-successful-trading/#more-2138
http://lqg.org.uk/category/news/
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