Recent Q Group Events

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.

RiskLab - Q Group Seminar [Melbourne]: Pairs Trading, Technical Analysis and Data Snooping

Date: 
20 Mar 2019
Speaker: 

Dr Ioannis Psaradellis, Lecturer in Finance at the University of St. Andrews, UK

Location: 

Data61 Demonstration Lab
710 Collins Street, Docklands, Melbourne

Dear Q Group members,

You are invited to attend a seminar “Pairs Trading, Technical Analysis and Data Snooping: Mean Reversion vs Momentum” given by Dr Ioannis Psaradellis, at 5pm Wednesday 20 March 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_20_March_2019

Agenda: Wednesday 20 March 2019

5:00pm Pre-drinks and food

5:30pm Seminar starts

6:30pm Networking

Location:

Melbourne Q Group / Data61 Seminar - Machine Learning Applied in Finance: recovering latent connections between time-series data

Date: 
14 Mar 2019
Speaker: 

Dr Amir Dezfouli (CSIRO Data61)

Location: 

Data61 Demonstration Lab
710 Collins Street, Docklands, Melbourne.

Dear Q Group members,

You are invited to attend a seminar “Machine Learning Applied in Finance: recovering latent connections between time-series data” given by Dr Amir Dezfouli (CSIRO Data61), at 5pm Thursday 14 March 2019, at Data61 Demonstration Lab (710 Collins Street, Docklands) in Melbourne.

Agenda: Thursday 14 March 2019

5:00pm Pre-drinks and food

5:30pm Seminar starts

6:30pm Networking

Q-Group Sydney Monthly Lunch Series - The Future of Long-Term Risk Management in Australia

Date: 
20 Feb 2019
Speaker: 

Professor Eckhard Platen

Location: 

Metropolitan Hotel
1 Bridge St, Sydney
Level 2 room

Eckhard is Professor of Quantitative Finance at UTS. He has close to 200 published articles in the field of Quantitative Finance, many in A* journals, as well as several books. He serves on the editorial board of several prominent journals, and was President of the Bachelier Finance Society.

Q Group Melbourne Christmas Lunch

Date: 
07 Dec 2018
Speaker: 

N/A

Location: 

Portello Rosso, 15 Warburton Lane, Melbourne VIC 3000 (entrance from Little Bourke Street, close to Bourke Street Mall)

https://portellorosso.com.au/menu/

Hi All,

It's time for us to get together and celebrate in Melbourne and have our most unlikely predictions for next year. This year we will have our Christmas lunch at Portello Rosso at 12.15pm-2.30pm, Friday 7 December 2018.

The event is complimentary for all 2018 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.

AGM & Sydney Christmas Dinner

Date: 
05 Dec 2018
Speaker: 

TBA

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.

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. The guest speaker for the event is still to be announced.

PLEASE NOTE - For booking purposes, to be guaranteed a spot at the dinner, you must RSVP by Friday 23rd November.

AGM
~~~
We also call for nominations for the Q Group Committee positions:

President
Vice-president

Melbourne Q-Group RiskLab/Data 61 event - Factor Investing in Fixed Income and Dynamic Stress Testing for Portfolio Insight

Date: 
29 Nov 2018
Speaker: 

Ian Lumb (Global Head of Multi-Asset Solutions, Axioma)

Location: 

Data61 Demonstration Lab
710 Collins Street
Docklands Melbourne

Dear Q Group members,

You are invited to attend a seminar “Factor Investing in Fixed Income and Dynamic Stress Testing for Portfolio Insight” given by Ian Lumb (Global Head of Multi-Asset Solutions, Axioma), at 5pm Thursday 29 November 2018, at Data61 Demonstration Lab (710 Collins Street, Docklands) in Melbourne.

Q-Group Late Afternoon Event - Lucky Factors

Date: 
14 Nov 2018
Speaker: 

Professor Campbell R. Harvey

Location: 

Level 32
200 George st
Sydney

Q-Group Late Afternoon Event

Wednesday 14th November 16:15 - 17:30

Bio: Cam Harvey is Professor of Finance at Duke University. Cam is ranked 7 worldwide in SSRN citations, and is globally one of the most influential researchers in the field of asset allocation, with numerous books and publications in top journals to his name. Cam is also a partner/senior adviser to Research Affiliates (https://www.researchaffiliates.com/en_us/about-us/our-team/cam-harvey.html)

Topic: Lucky Factors

Seminar - Lucky Factors

Date: 
12 Nov 2018
Speaker: 

Professor Campbell R. Harvey

Location: 

Level 14
333 Collins Street
Melbourne

Hi all,

Apologies for a short notice.

The Canadian economist and Professor of Finance at Duke University, Cam Harvey will be visiting Melbourne on Monday 12th November and we have secured an hour for a seminar.

Cam is also a Partner/Senior Adviser to Research Affiliates.

(bio: https://www.researchaffiliates.com/en_us/about-us/our-team/cam-harvey.html )

Cam is ranked 7 worldwide in SSRN citations. Please feel free to read amongst his wider authorship (than just lucky factors) for question/discussion time. (He has a good list on Google Scholar.)