Recent Q Group Events

2019 RMIT-Q Group Finance Symposium

Date: 
06 Sep 2019
Speaker: 

Various

Location: 

RMIT University
Level 7, The Green Brain Building 22
330 Swanston Street Melbourne

Dear Q Group members,

The 2019 RMIT-Q Group Finance Symposium will be held at RMIT University (Level 7, The Green Brain Building 22, 330 Swanston Street Melbourne) on Friday 6 September 2019.

Please register via the below Eventbrite link and also drop an email to qrsvp@qgroup.com.au for us to know the number of attendees from Q Group.
https://bit.ly/331mrKT

We look forward to seeing you at the symposium.

Regards,

Q Group Committee

Schedule:

2019 RMIT-Q Group Finance Symposium

Venue: Level 7, The Green Brain Building 22, 330 Swanston Street Melbourne

Q-Group Sydney Monthly Lunch Series - The Active World of Passive Investing, or, Implications of the Growth of ETFs

Date: 
21 Aug 2019
Speaker: 

Professor Talis Putnins

Location: 

RedOak Beer Cafe
201 Clarence St
Sydney

Short bio:
Talis Putnins is a Professor of Finance at UTS and a member of the Quantitative Finance Research Centre. His research interests include financial markets, market microstructure, asset pricing, and market manipulation, and he has numerous publications in top-tier international journals across these fields.

Additional notes:

Q Group Melbourne / Data 61 seminar - Quantitative Portfolio Management in a Wholesale Commercial Bank

Date: 
30 Jul 2019
Speaker: 

Dr Jaime Bulbeck (ANZ)

Location: 

Data61 Demonstration Lab
710 Collins Street
Docklands, Melbourne

Dear Q Group members,

You are invited to attend a seminar “Quantitative Portfolio Management in a Wholesale Commercial Bank” given by Dr Jaime Bulbeck (ANZ), at 5pm Tuesday 30 July 2019, at Data61 Demonstration Lab (710 Collins Street, Docklands) in Melbourne.

Registration:

Please use the following link for RSVP

mailto:qrsvp@qgroup.org.au?subject=[Melbourne]_I_would_like_to_attend_seminar_30_July_2019

Agenda: Tuesday 30 July 2019

5:00pm Pre-drinks and food

5:30pm Seminar starts

6:30pm Networking

Q-Group Sydney / CFA Society joint event - Evaluating Global Equity Manager Performance

Date: 
18 Jul 2019
Speaker: 

Geoff Warren

Location: 

UBS
L4 Chifley Tower,
2 Chifley Square, Sydney

Additional notes: The presentation examines performance and its sources for institutional global equity funds and provides attribution analysis, breaking down performance into contributions from country, currency and stock selection. The work has also been extended to examine exposures to both equity and currency factors.

A light lunch will be provided.

If you would like to attend, please rsvp using the following link:

mailto:qrsvp@qgroup.org.au?subject=[SYDNEY]_I_would_like_to_attend_Geoff_Warren_event_July_2019

RiskLab - Q Group Seminar Melbourne - Beyond Volatility: Detecting Risk-On/Risk-off Sentiment through the lens of a Multi-factor Risk Model

Date: 
27 Jun 2019
Speaker: 

Olivier d’Assier

Location: 

Data61 Demonstration Lab, 710 Collins Street, Docklands, a short walk from Southern Cross Station

Dear Q Group members,

You are invited to attend a lunchtime seminar “Beyond Volatility: Detecting Risk-On/Risk-off Sentiment through the lens of a Multi-factor Risk Model” given by Olivier d’Assier, Managing Director of Applied Research for APAC at Axioma, at 12pm Thursday 27 June 2019, at Data61 Demonstration Lab (710 Collins Street, Docklands) in Melbourne.

Registration:

Please use the following link for RSVP

mailto:qrsvp@qgroup.org.au?subject=[Melbourne]_I_would_like_to_attend_seminar_27_June_2019

Agenda: Thursday 27 June 2019

11:45am Arrival

Q-Group Sydney Monthly Lunch Series - Are Active Multi-Managers Still Needed?

Date: 
26 Jun 2019
Speaker: 

Simon Elimelakh

Location: 

RedOak Beer Cafe
201 Clarence St, Sydney

Additional notes: Simon has extensive experience working in the active multi-manager space and has noted that in recent times, active multi-manager investments in listed equity has come "under attack" from (at least) 4 directions:

1) Better returns on private equity/property/infrastructure with less risk,

2) Underperformance of active versus passive,

3) Underperformance of active versus Smart Beta, and

4) Multi-managers have lower tracking errors (or active share) but charge you higher fees.

Sydney Monthly Lunch Series - Natural Language Processing (NLP) and Portfolio Management

Date: 
29 May 2019
Speaker: 

Berowne Hlavaty

Location: 

RedOak Beer Cafe
201 Clarence St, Sydney

Additional notes: Berowne will discuss how NLP is used to measure key themes and trends mentioned in corporate transcripts in the US, Asia and Australia (“Smart Buzz”). Evolving from a Bag of Works (BoW) approach, he will explore Word2Vec techniques, which he extends using Machine Learning, finding a combined Human + Machine approach works best.

If you would like to attend, please rsvp using the following link:

mailto:qrsvp@qgroup.org.au?subject=[SYDNEY]_I_would_like_to_attend_lunch_series_May_2019

RiskLab - Q Group Seminar Melbourne - Behavioural insights for financial decision-making

Date: 
28 May 2019
Speaker: 

Dr Andrew Reeson (CSIRO Data61)

Location: 

Data61 Demonstration Lab
710 Collins Street, Docklands, Melbourne

You are invited to attend a seminar “Behavioural insights for financial decision-making” given by Dr Andrew Reeson (CSIRO Data61), at 5pm Tuesday 28 May 2019, at Data61 Demonstration Lab (710 Collins Street, Docklands) in Melbourne.

Registration:

Please use the following link for RSVP
mailto:qrsvp@qgroup.org.au?subject=[Melbourne]_I_would_like_to_attend_seminar_28_May_2019

Agenda: Tuesday 28 May 2019

5:00pm Pre-drinks and food

5:30pm Seminar starts

6:30pm Networking

Abstract:

RiskLab - Q Group Seminar [Melbourne]: Issues in the modelling methodologies and techniques for IRRBB

Date: 
11 Apr 2019
Speaker: 

Stephen McCarthy (NAB)

Location: 

Data61 Demonstration Lab
710 Collins Street, Docklands, Melbourne

Dear Q Group members,

You are invited to attend a seminar “Issues in the modelling methodologies and techniques for IRRBB (Interest Rate Risk in the Banking Book)” given by Stephen McCarthy (NAB), at 5pm Thursday 11 April 2019, at Data61 Demonstration Lab (710 Collins Street, Docklands) in Melbourne.

Registration:

Please use the following link for RSVP
mailto:qrsvp@qgroup.org.au?subject=[Melbourne]_I_would_like_to_attend_seminar_11_April_2019

Agenda: Thursday 11 April 2019

5:00pm Pre-drinks and food

5:30pm Seminar starts

6:30pm Networking

Location:

2019 Monash-Q Group Colloquium

Date: 
29 Mar 2019
Speaker: 

Various

Location: 

Monash Conference Centre, Level 7, 30 Collins Street, Melbourne, Victoria 3000

Dear Q Group member,

The 2019 Monash-Q Group Colloquium will be held at Monash Conference Centre (Level 7, 30 Collins Street, Melbourne) on Friday 29 March 2019. This year the event is jointly organised by Monash Business School, Monash Centre for Quantitative Finance and Investment Strategies and Q Group.

This year the themes of the colloquium include: banking and finance, quantitative finance and investment strategies and wealth management.