Recent Q Group Events

2020 Monash-Q Group Colloquium - POSTPONED

Date: 
27 Mar 2020
Speaker: 

Various

Location: 

Monash Conference Centre, Level 7, 30 Collins Street, Melbourne, Victoria 3000
http://www.monash.edu/venues/venues/monash-conference-centre

Dear Q Group member,

The 2020 Monash-Q Group Colloquium will be held at Monash Conference Centre (Level 7, 30 Collins Street, Melbourne) on Friday 27 March 2020. 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, quantitative finance, investment strategies and innovation in the industry.

Q-Group Sydney Monthly Lunch Series - The ‘Right’ Level for the Superannuation Guarantee: A Straightforward Issue by No Means - POSTPONED

Date: 
24 Mar 2020
Speaker: 

Dr Geoff Warren

Location: 

RedOak Beer Cafe
201 Clarence St, Sydney

PLEASE NOTE THE NON-STANDARD DAY-OF-WEEK

Additional notes: The Superannuation Guarantee (SG) has been something of a political football in past months. Geoff has done some quantitative work investigating how different assumptions can lead to different optimal levels of the SG. The response to Geoff's research has been... mixed. For example, the Australian Council of Trade Unions (ACTU) has this to say:

"Fantasy report which ignores women, data and unemployment recommends scrapping increase to super guarantee"

Q Group Melbourne Seminar - International SD Factors and Covariance Risk

Date: 
20 Feb 2020
Speaker: 

Dr Michael Herold, Bamber University, Germany

Location: 

Room 20.03, Level 20, 360 Collins Street, Melbourne

Hi all,

You are invited to attend a seminar on International SD Factors and Covariance Risk by Dr Michael Herold, Bamber University Germany, jointly organized by Q Group and LaTrobe University in Melbourne CBD at 5pm, Thursday 20 February 2020. Please register via the link below:

Registration link: mailto:qrsvp@qgroup.org.au?subject=[Mel]_I_would_like_to_attend_seminar_20Feb_2020

Agenda: Thursday 20 February 2020

4:45am Arrival

5:00pm Seminar starts

5:45pm Q&A

Link to the paper: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2499458

Bio:

Sydney Monthly Lunch Series - Metrics and Methods for Hedging Left Tail Risk

Date: 
20 Feb 2020
Speaker: 

Associate Professor James Doran

Location: 

RedOak Beer Cafe
201 Clarence St, Sydney

PLEASE NOTE THE NON-STANDARD DAY-OF-WEEK.

Discussion leaders: A/Prof James Doran

Short bio: James Doran is a Senior Fellow/Associate Professor at the UNSW where he teaches derivatives and financial risk management. Prior to his appointment he was the CIO at multiple hedge funds that specialized in volatility, and was a chaired professor in the U.S where he taught portfolio management, investment theory, and asset pricing. He has over 20 years of experience in finance as both an academic and as a practitioner, with numerous publications to his name.

Q Group Melbourne Christmas Lunch

Date: 
06 Dec 2019
Speaker: 

N/A

Location: 

Bamboo House
47 Little Bourke Street
Melbourne (close to Parliament Station)

Hi All,

It's time for us to get together and celebrate in Melbourne. This year we will have our Christmas lunch at Bamboo House at 12pm-2.30pm, Friday 6 December 2019.

The event is free for all 2019 financial members. If you are a lapsed member and would like to re-activate your membership, please contact Colin (colintbowers@gmail.com) for a further discussion.

https://www.bamboohouse.com.au/menu/

There are limited seats available at this popular restaurant. So please RSVP by COB Friday 22 November via the link below.

Sydney Christmas dinner and AGM

Date: 
03 Dec 2019
Speaker: 

n/a

Location: 

Prime Steak Restaurant
Lower Ground Floor
Sydney GPO Building
No. 1 Martin Place, Sydney

Dear Q Group member,

It is the committee's pleasure to invite you to our annual Sydney Christmas dinner and AGM.

When: Tuesday 3 December 2019
Where: Prime Steak Restaurant, Lower Ground Floor, Sydney GPO Building, No. 1 Martin Place, Sydney

All financial members are welcome.

Time:
6.00pm for drinks
6:15pm for AGM
Dinner to follow AGM

A three course dinner with drinks is included, free for financial members. We will also be running Colin's world-famous quant trivia quiz.

Q-Group Monthly Lunch Series - Maximizing RAROC: A risk-based approach to portfolio optimization

Date: 
31 Oct 2019
Speaker: 

Emilian Belev (Northfield)

Location: 

RedOak Beer Cafe
201 Clarence St, Sydney

PLEASE NOTE THE NON-STANDARD DAY-OF-WEEK AND SHORT NOTICE.

Q Group - RiskLab Seminar Melbourne - Portfolio Construction Under Economic Scenarios

Date: 
29 Oct 2019
Speaker: 

Dan diBartolomeo (President of Northfield Information Services)

Location: 

RiskLab/Data61 Demonstration Lab
710 Collins Street, Docklands
(a short walk from Southern Cross station)

Hi all,

Dan diBartolomeo will visit Melbourne and give a seminar on Portfolio Construction Under Economic Scenarios at 5-7pm, Tuesday 29 October.

Agenda:

5.00-5.30pm pre-drinks

5.30-6.30pm seminar and discussion

6.30-7.00pm networking

Q-Group Sydney Monthly Lunch Series - The Momentum Factor is just Factor Momentum

Date: 
22 Oct 2019
Speaker: 

Mike Aked, Research Affiliates

Location: 

RedOak Beer Cafe
201 Clarence St, Sydney

PLEASE NOTE THE EVENT IS ON TUESDAY, RATHER THAN OUR USUAL WEDNESDAY TIMESLOT.

Discussion leader: Mike Aked

RiskLab - Q Group Seminar Melbourne - Spending patterns in retirement and the impact on portfolio longevity

Date: 
26 Sep 2019
Speaker: 

Aaron Minney, Head of Retirement Income Research, Challenger

Location: 

Data61 Demonstration Lab
710 Collins Street, Docklands
Melbourne

Dear Q Group members,

You are invited to attend a seminar “Spending patterns in retirement and the impact on portfolio longevity” given by Aaron Minney, Head of Retirement Income Research, Challenger, at 5pm Thursday 26 September 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_26_Sep_2019

Agenda: Thursday 26 September 2019

5:00pm Pre-drinks and food

5:30pm Seminar starts

6:30pm Networking

Abstract