LQG events in 2024.
The LQG will debate the motion: This house believes that: “This time is different”. AI and other technologies will boost global growth and justify current asset prices.
To Infinity and Beyond Bonds – systematic techniques applied to improve risk adjusted returns while applying trend-following and going long/short quality stocks.
A methodology to approximate a stock’s true unobservable market beta while mitigating systematic biases using machine learning.
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.
AI : What is real, and what is hype? What capabilities? What can’t they do? Explore the current state of the art in AI applications
A framework that produces a superior frontier by integrating trading-cost-aware portfolio optimization with machine learning
Allocating between three fundamental elements of multi-asset portfolio sources of risk: beta, factors, and alpha.
Geoff looks at the inherent limitations of forecasting, where analysts go wrong, and how models can be made more useful.
In a setting of defaultable sovereign bonds, the forward bias can be negatively linked to sovereign credit risk…and more.