River Thames London

Evening_Seminar

LQG 2024/10/08 – 18:30 – Beyond Time Series Information: Beta Estimation via Machine Learning – Tizian Otto – at Bloomberg – IP *OLO* Hybrid

LQG 2024/10/08 – 18:30 – Beyond Time Series Information: Beta Estimation via Machine Learning – Tizian Otto – at Bloomberg – IP OLO Hybrid

by LQG

A methodology to approximate a stock’s true unobservable market beta while mitigating systematic biases using machine learning.

LQG 2024/07/09 – 18:30 – 3D Investing: Jointly Optimizing Return, Risk, and Sustainability – Clint Howard – at Snowflake – IP *OLO* Hybrid

LQG 2024/07/09 – 18:30 – 3D Investing: Jointly Optimizing Return, Risk, and Sustainability – Clint Howard – at Snowflake – IP OLO Hybrid

by LQG

3D optimization – Optimizing Risk, Return and Sustainability (or something else important). Superior to 2D approach with constraints.

LQG 2024/05/01 – 18:30 – Machine Learning and the Implementable Efficient Frontier – Lasse Pedersen – at Snowflake – IP *OLO* Hybrid

LQG 2024/05/01 – 18:30 – Machine Learning and the Implementable Efficient Frontier – Lasse Pedersen – at Snowflake – IP OLO Hybrid

by LQG

A framework that produces a superior frontier by integrating trading-cost-aware portfolio optimization with machine learning

LQG 2024/04/23 – 18:30 – Earth, Wind & Fire: Beta, Factors & Alpha – Giulio Renzi-Ricci – at Bloomberg – IP *OLO* Hybrid

LQG 2024/04/23 – 18:30 – Earth, Wind & Fire: Beta, Factors & Alpha – Giulio Renzi-Ricci – at Bloomberg – IP OLO Hybrid

by LQG

Allocating between three fundamental elements of multi-asset portfolio sources of risk: beta, factors, and alpha.

LQG Speakers and topics since 2007:

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