Quantitative techniques are widely used in many areas of finance. Everything from option pricing, algorithmic trading, portfolio construction, strategy backtesting, price modelling and statistical arbitrage rely heavily on some really interesting mathematical, statistical and computational techniques.
Our members are drawn from people working in all areas of the quantitative finance universe. As such, we aim to offer seminar topics and discussions over a wide range of topics.
Members benefit both from learning within and outside of their specialisations; and of course from great networking opportunities with like minded individuals.
The Q Group has had a strong calendar of events this year and have shared an additional three events with the Sydney Financial Markets Workshop (SFMW), Monash University and the Centre for Applied Financial Studies (Adelaide).
For a selection of our recent events in 2016 see the Events page
- A Melbourne lunch time presentation on 25 February from Sebastian Ceria, CEO of Axioma. Sebastian spoke about Quantifying Macro Risks - A review, explanation and assessment of multiple approaches to applying macro factor stress stress tests to equity portfolios in a changing market environment
• The Q-Group Sydney Half-day Colloquium 2016 was held on 13 April. The topic was High frequency trading, data, and market microstructure
• On 20 October in Melbourne, Binh Do, Senior Lecturer, Monash University,
spoke on Cointegration and Relative Value Arbitrage
• On 2 November in Sydney, Dan diBartolomeo, Owner and president of Northfield Information Services, spoke on Back-testing and stress-testing: Useful tools or Financial Charlatanism?
• On 24 November in Sydney, the Q Group partnered with the Finance
Professionals' group from Macquarie University to present a half day seminar and panel session programme on Ambiguity Aversion and Investment Philosophies in Retirement Wealth Targets.
• The Melbourne Christmas Lunch was held on 25 November
• On 30 November in Sydney, Dr Philip Seager, Head of Alternative Beta Strategies at CFM, spoke about The Importance of Trading Cost and Execution
Management to Avoid Decay in Investment Strategies
• Our AGM and Sydney Christmas dinner, was held on Tuesday, 6 December
This year we commenced a regular series of monthly lunches where a member
introduces a topic on a subject of their interest and this is followed by discussion. The source of the topic may be some research/work that the member is undertaking, or a discussion of someone else’s paper that is of interest, or a general question (Q Group related topics) that the member would like to discuss with colleagues. Seven Monthly Lunches have been held from May to November this year. Topics for our lunches have been:
• May - Discussion leader: Stewart Wright
Topic: Blockchain 2030
• June - Discussion leader: Derek Condell
Topic: Interesting Problems in the Self-Managed-Super-Funds Space
• July - Discussion leader: Colin Bowers
Topic: Continuous-time versus discrete-time modelling in Finance: what works, what doesn't, and why?
• August - Discussion leader: Jakub Tomczyk
Topic: Mean Field Games
• September - Discussion leader: Frank Ashe
Topic: Smart Beta
• October - Discussion leader: Erik Schlogl
Topic: A Consistent Stochastic Model of the Term Structure of Interest Rates for Multiple Tenors
• November - Discussion leader: Nick Wade
Topic: Stefano Cavaglia's recent results on Factor Premia and the Value of
In conjunction with Sydney Financial Mathematics Workshop (SFMW), the following five events have be held:
• On 2 March, Marek Musiela, Deputy Director, Oxford-Man Institute of
Quantitative Finance, University of Oxford spoke about the Analysis and Development of the SABR Framework.
• On 6 September, Thomas A. McWalter, University of Cape Town and University
of Johannesburg spoke about the Recursive Marginal Quantization of Higher
• On 8 and 29 November, Alan Brace, National Australia Bank spoke on A Finance Industry Quant's Perspective on the Mathematical Concepts Behind Public Key Cryptography and the Blockchain.
• On 8 December, Bok Khoo, Bok Consulting spoke on The Ethereum Blockchain, Smart Contracts, Tokens, Tokenising Fiat Currency and a
Decentralised Trustless Exchange Contract Market.
ALL OUR EVENTS are free for members, and generally include a meal and / or drinks, and give you access to the other lunches and dinners such as our ‘Lunch with an Agenda’. Plus you can attend both the AGM and the Colloquium (full and half day Colloquiums are held in each of Sydney and Melbourne), with stimulating speakers. This represents very good value for Members.
Membership fees are GST exempt and the fee schedule is below.
- Sydney $275
- Melbourne $150
- Full-time Student $50
- Overseas $0
- Other States $100
- Country $100
We have a Linked In Group that Members and friends of the Q Group are welcome to join. Please note that members of the Linked In Group are not necessarily financial members of Q Group Australia. If you need to verify membership of an individual please contact firstname.lastname@example.org. If you would like to seek formal membership of the Q Group Australia, please visit the Membership page of our website.
The Institute of Quantitative Research in Finance Incorporated is registered as an Incorporated Entity in New South Wales. Our ABN Number is 49 978 071 714.