Recent Q Group Events

2017 Monash-Q Group Colloquium

Date: 
17 Mar 2017
Speaker: 

Various

Location: 

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

2017 Monash-Q Group Colloquium

You are invited to attend 2017 Monash-Q Group Colloquium at Monash Conference Centre (Level 7, 30 Collins Street, Melbourne) on Friday 17 March, 2017. This year the event is jointly organised by Monash Centre for Quantitative Finance and Investment Strategies, Monash Business School and Q Group.

This year the themes of the colloquium include: general banking and finance, quantitative finance, investment strategies, and machine learning.

We look forward to seeing you at the colloquium.

Sponsors:

Q-Group Monthly Lunch Series - On Style Factors and How They Affect Global Equity Managers

Date: 
15 Mar 2017
Speaker: 

Simon Elimelakh

Location: 

Stone and Chalk, AMP Centre
Level 2, 50 Bridge st, Sydney
Meeting Room 1

Q-Group Monthly Lunch Series
Wednesday 15th March, 12:30 - 13:30 (with option to continue to 14:00)
Stone and Chalk, AMP Centre
Level 2, 50 Bridge st, Sydney
Meeting Room 1

Discussion leader: Simon Elimelakh
Topic: On Style Factors and How They Affect Global Equity Managers

We have a maximum of 12 spots available for this event which will be allocated on a first-come first-serve basis.

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

mailto:qrsvp@qgroup.org.au?subject=I_would_like_to_attend_lunch_series_M...

Q-Group Monthly Lunch Series - Evaluating Fund Capacity: When should a fund stop accepting new money?

Date: 
15 Feb 2017
Speaker: 

Geoff Warren

Location: 

Stone and Chalk, AMP Centre
Level 2, 50 Bridge st, Sydney
Meeting Room 1

Topic: Evaluating Fund Capacity: When should a fund stop accepting new money?

We have a maximum of 12 spots available for this event which will be allocated on a first-come first-serve basis.

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

mailto:qrsvp@qgroup.org.au?subject=I_would_like_to_attend_lunch_series_F...

We will respond to all rsvps so that you can be certain whether a spot has been allocated.

Informed Trading Around Stock Split Announcements: Evidence from the Option Market

Date: 
08 Feb 2017
Speaker: 

Philip Gharghori, Senior Lecturer in Finance, Monash University

Location: 

Omega Global Investors
Level 22 / 357 Collins Street
Melbourne 3000

Q Group Melbourne Lunchtime Presentation

AGM and Sydney Christmas dinner

Date: 
06 Dec 2016
Speaker: 

Ron Bewley

Location: 

Prime Steak Restaurant, Lower Ground Floor, Sydney GPO Building, No. 1 Martin Pl, 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 2015 dinner was held here, and was much enjoyed by all!

Our Guest Speaker has been confirmed as Ron Bewley. Ron will be well known to many of you through his membership of the Q Group.

AGM
~~~~~

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

President

The Importance of Trading Cost and Execution Management to Avoid Decay in Investment Strategies

Date: 
30 Nov 2016
Speaker: 

Dr Philip Seager

Location: 

The Portside Centre
Level 5, 207 Kent St, Sydney

Event type: Presentation followed by discussion

Speaker: Dr Philip Seager

Head of Alternative Beta Strategies at CFM, Dr. Seager oversees the ISDiversified Alternative Beta portfolio at CFM. During his 15 year tenure with CFM, he has been involved in a broad range of research topics, and led the Directional Strategies Research team for ten years prior to his current role. He joined CFM from the European Centre for Nuclear Research (CERN), where he worked on the search for the charged Higgs boson.

Melbourne Christmas Lunch

Date: 
25 Nov 2016
Speaker: 

..

Location: 

Spaghetti Tree
59 Bourke Street, Melbourne

Hi,

It is that time of year again, and we have (again) booked lunch:

Spaghetti Tree
59 Bourke Street, Melbourne
12:30PM, Friday 25th November

The lunch is free for all paid up members of the Q Group.

As usual, we will be having our unlikely predictions competition. Each attendee gets to make a prediction for the time period from this year's Q Group Christmas lunch to next year's one. We all rank them from that ranked most likely to least likely. Whoever makes the prediction ranked least likely which comes true wins!

'Ambiguity aversion and household portfolio choice: Evidence and implications'

Date: 
24 Nov 2016
Speaker: 

Assoc. Prof. Roy Kouwenberg

Location: 

Level 3, 10 Spring Street, Sydney NSW 2000

Dear Q Group member,

We are partnering 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. We are excited to invite you to this event.

The event will be held on Thursday, 24 November at the Macquarie University Sydney CBD centre and be presented by Associate Professor Roy Kouwenberg from Mahidol University's College of Management.

Please RSVP to the the MAFC. (Link below)

Q-Group Monthly Lunch Series - Stefano Cavaglia's recent results on Factor Premia and the Value of Downside Protection

Date: 
16 Nov 2016
Speaker: 

Nick Wade

Location: 

Stone and Chalk, AMP Centre
Level 2, 50 Bridge st, Sydney
Conference Room 1

Discussion leader: Nick Wade

Topic: Stefano Cavaglia's recent results on Factor Premia and the Value of Downside Protection

Additional Topic Info: Stefano's simulation results suggest wealth accumulation is significantly enhanced by a time invariant, equal weighted allocation to conventional factor premia. Factor premia based strategies provide a challenge to skill based asset allocation strategies that aim to tactically shift the portfolio’s exposure to market risk and highlight the multi-period importance of style management.

Back-testing and stress-testing: Useful tools or Financial Charlatanism?

Date: 
02 Nov 2016
Speaker: 

Dan diBartolomeo

Location: 

Stone and Chalk, AMP Centre
Level 2, 50 Bridge st, Sydney
Conference Room 1

Event type: Informal presentation with a focus on discussion (similar to lunch series events)

Speaker: Dan diBartolomeo
Dan is the owner and president of Northfield Information Services, and has been in the business of providing financial models and analytic tools to investors for 30 years. He has spoken at many Q-Group events in the past and will need no introduction for many of you.

Topic: Back-testing and stress-testing: Useful tools or Financial Charlatanism?