All LQG evening events are 6pm for 6.30pm start and aim to finish by 8.30pm.
£40 incl VAT for non-members of LQG, £20 incl VAT for LQG members.
8th October LQG101 – 13 Risk Questions you were afraid to ask
The first of a series of LQG evenings giving introductions to risk and quantitative practice.
Dan di Bartolomeo: Northfield Information Services
Bernd Scherer: Morgan Stanley: Global Head of Quantitative GTAA
Chair: Daryl Roxburgh: BITA Risk Solutions
Hosted by ClariFI
at The Auditorium, S&P, 20 Canada Square, Canary Wharf, E14 5LH
14th October – Agent based modelling
An introduction to artificial stock markets & their potential applications.
Adam Olive: HSBC: Head of Research, Integrated Model Trading Group
Dietmar Maringer: University of Basle
Chair: David Jessop: UBS: Global Head of Quantitative Research
Hosted by HSBC
at The Auditorium, 78 St James Street, London, SW1A 1JB
26th November– Satchell & Scherer: Optimising the Optimisers.
A public disagreement between a well-known academic who wants to be an investment banker and a well-known investment banker who wants to be an academic; their rancorous exchange will centre around what should you optimise and how you should go about it.
Dr. Steve Satchell: Fellow Trinity College, Cambridge. Head of Research BITA Risk
Dr. Bernd Scherer: Morgan Stanley: Global Head of Quantitative GTAA
Chair: Ed Fishwick: Blackrock: Head of Equity Risk & Quantitative Analysis
Hosted by BITA Risk
at First Floor, 1 Liverpool Street, London, EC2M 7QD
10th December LQ Christmas –
Tales from the top shelf – Supermarket data mining
A seasonal dip into the methods used to analyse the trends and patterns in the vast MI data sets of the major supermarket chains.
Chair: David Jessop: UBS: Global Head of Quantitative Research
Hosted by UBS
at 1 Finsbury Avenue, London EC2M 2PP
NOTE: Programme subject to change and amendment without notice, please check www.LQG.org.uk for the latest information.