The LQG annual debate is the climax of the London Quant Group 2023 seminar series. Fun, informative and educational – Not to be missed
LQG 2023/12/19 – 18:30 – The 2023 Annual Debate – Ed Fishwick & David Buckle – at BlackRock – Hybrid
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2023
LQG events in 2023.
LQG 2023/11/07 – 18:30 – Is stress testing worth the stress? – David Aikman – at Bloomberg – Hybrid
Stress tests: Are results credible? Are the tests useful or just a tick-box exercise? What is needed for credibility and usefulness?
LQG 2023/10/18 – 18:30 – Optimal Portfolio Choice with Absorbing State Markov Chains – Andrew Ang – at Snowflake – Hybrid
A model of optimal asset allocation with a market that has the potential to decouple. Includes certainty equivalents of foregoing investment in the potentially decoupling market and investigate a range of comparative statics including varying the probability of decoupling.
LQG 2023/10/12 – 18:30 – Evaluating and Comparing Risk Model Performance – Jose Menchero – at Bloomberg – Hybrid
Evaluating and comparing risk model performance for risk forecasting, portfolio construction and return attribution – a comparison framework.
LQG 2023/09/11 – 18:30 – James–Stein for the leading eigenvector – Lisa Goldberg – BlackRock
Lisa Goldberg : James–Stein for the leading eigenvector and how to make each portfolio construction optimisation unique with less error. Lisa’s research identifies and mitigates bias in the leading eigenvector of a sample factor-based covariance matrix estimated in the high-dimension low sample size (HL) regime. …and more!
LQG 2023/09/06 to 2023/09/09 In-Person – Autumn Seminar at Robinson College, Cambridge
The legendary LQG autumn seminar – 11 awesome speakers will deliver seminars on quantitative investment to inform, inspire and discuss.
LQG 2023/07/25 – 18:30 – Measuring ESG returns in credit – Simon Polbennikov – at BlackRock – Hybrid
Simon Polbennikov introduces an approach to measuring the effect of ESG investing in Credit – with cool results! This time it’s different!
LQG 2023/06/13 – 18:30 – Insurance as an asset class – What could possibly go wrong? – Markus Gesmann and Quentin Moore – at Lloyds – Hybrid
Markus Gesmann & Quentin Moore will discuss Insurance as an asset class – What could possibly go wrong?
There is much more to insurance than you thought!
LQG 2023/05/09 – 18:30 – Golden rule of investing – Pim van Vliet – at BlackRock – Hybrid
Gold is a controversial investment. Pim studies the safe haven hypothesis and analyses a strategic allocation to gold, low-volatility stocks, and bonds for a loss-averse investor with a one-year evaluation horizon.
LQG 2023/04/11 – Causal AI for Investment Management: Separating potential from pitfalls- Seminar by Ben Steiner
Ben introduces Causal AI techniques with examples and then discusses applications and the assumptions, limitations and weaknesses to separate success potential from possible or probable pitfalls.
LQG 23/03/14 – Trust Me, I Am A Robo-Advisor – Bernd Scherer – at BlackRock / Hybrid
Dr. Scherer offers cross-sectional insights into Robo-advisory portfolio structures.