Practical ex-ante fund factor analysis – methodology applied to a simple strategy (FX Carry) and will include snippets of the python code.
LQG 8/12/20 – On-Line – Practical fund factor analysis – Dori Levanoni
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2020
LQG events in 2020.
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.
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
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.
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.
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
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.
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…
20200519 LQG Evening Seminar – Katharina Schwaiger – BlackRock 18:30 – On-Line – ESG in Factors
ESG in Factors by Katharina Schwaiger
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
LQG Spring Seminar – 4 on-line evening seminars
202005 – 4 on-line evening seminars replace the one day spring seminar.
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
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
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