Recent Q Group Events

Sydney Monthly Lunch Series - Mean-variance sucks! Why not just apply some utility function?

Date: 
15 Aug 2018
Speaker: 

Discussion leader: Geoff Warren

Location: 

Metropolitan Hotel
1 Bridge St, Sydney
Level 2 room

Q-Group Monthly Lunch Series

Wednesday 15th August 12:30 - 13:30 (with option to continue to 14:00)

Additional notes: Geoff has recently done some work on this topic, and for those who wish to do some reading before the event, a summary of his results is attached to this flyer. The summary also contains a link to the full paper hosted on SSRN.

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_August_2018

Q-Group Monthly Lunch Series - Why the downward sloping risk / return trade-off of Australian Superannuation Funds is consistent with portfolio theory

Date: 
18 Jul 2018
Speaker: 

Discussion leader: John Peterson

Location: 

Metropolitan Hotel
1 Bridge St, Sydney
Level 2 room

Q-Group Monthly Lunch Series

Wednesday 18th July 12:30 - 13:30 (with option to continue to 14:00)

Discussion leader: John Peterson

Discussion Topic: Why the downward sloping risk / return trade-off of Australian Superannuation Funds is consistent with portfolio theory.

Q-Group Monthly Lunch Series-Machine Learning Tools for High Dimensional Data

Date: 
20 Jun 2018
Speaker: 

Discussion leader: Berowne Hlavaty

Location: 

Metropolitan Hotel
1 Bridge St, Sydney
Level 2 room

Q-Group Monthly Lunch Series

Wednesday 20th June 12:30 - 13:30 (with option to continue to 14:00)

Discussion leader: Berowne Hlavaty

Discussion Topic: Machine Learning Tools for High Dimensional Data

Abstract: One application of machine learning techniques is in the field of dimension reduction of high dimensional datasets. In this discussion, Berowne will describe some of these tools, and how they differ from more traditional methods typically used in Finance, such as Principal Components Analysis.

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

RiskLab - Q Group Seminar Melbourne: Panel discussion on forecasting models, the uncertainties and associated risks

Date: 
28 May 2018
Speaker: 

Henry Wong, Andrew Mathews, Rob Hyndman

Location: 

Data61 Demonstration Lab
710 Collins Street
Docklands

Dear Q Group members,

You are invited to attend a panel discussion on forecasting models, the uncertainties and associated risks given by Henry Wong (Head of Quantitative Solutions, Cbus), Andrew Mathews (Chief Actuary, Medibank), Rob Hyndman (Professor, Monash University), at 5pm Monday 28 May 2018, at Data61 Demonstration Lab (710 Collins Street, Docklands) in Melbourne. Each presentation will be of a 10 minute duration with a interactive panel discussion to follow.

Agenda: Monday 28 May 2018

5:00pm Pre-drinks and food

5:30pm Seminar starts

6:30pm Networking

Q-Group Monthly Lunch Series - Robust statistics and financial economics

Date: 
16 May 2018
Speaker: 

Discussion leader: Colin Bowers

Location: 

Metropolitan Hotel
1 Bridge St, Sydney
Level 2 room

Q-Group Monthly Lunch Series

Wednesday 16th May 12:30 - 13:30 (with option to continue to 14:00)

Discussion leader: Colin Bowers

Discussion Topic: Robust statistics and financial economics

Q-Group Monthly Lunch Series-The ETF industry and its relevance in Australia

Date: 
18 Apr 2018
Speaker: 

Discussion leader: Roger Cohen (PortableBeta)

Location: 

Metropolitan Hotel
1 Bridge St, Sydney
Level 2 room

Q-Group Monthly Lunch Series

Wednesday 18th April 12:30 - 13:30 (with option to continue to 14:00)

Discussion leader: Roger Cohen (PortableBeta)

Discussion Topic: The ETF industry and its relevance in Australia

Abstract: Growth in the range and uptake of ETFs is a massive ongoing global phenomenon. We focus on the industry in Australia and review the latest developments, as well as some of the products and structures that underlie ETFs.

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

RiskLab - Q Group Seminar Melbourne: Risk Communication & Online Risk

Date: 
11 Apr 2018
Speaker: 

Professor L. Jean Camp

Location: 

Data61 Demonstration Lab
710 Collins Street
Docklands

Dear Q Group members,

You are invited to attend a seminar “Risk Communication & Online Risk” given by Professor L. Jean Camp of Indiana University, at 5pm Wednesday 11 April 2018, at Data61 Demonstration Lab (710 Collins Street, Docklands) in Melbourne.

Seminar Title: Risk Communication & Online Risk

Abstract:

Q-Group Monthly Lunch Series - Talent vs Luck: The role of randomness in success and failure

Date: 
22 Mar 2018
Speaker: 

Discussion leader: Frank Ashe

Location: 

Metropolitan Hotel
1 Bridge St, Sydney
Level 2 room

Q-Group Monthly Lunch Series

Thursday 22nd March 12:30 - 13:30 (with option to continue to 14:00)

Discussion leader: Frank Ashe

Discussion Topic: Talent vs Luck: The role of randomness in success and failure

PLEASE NOTE THE DATE IS THURSDAY, NOT OUR USUAL WEDNESDAY!

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_March_2018

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

2018 Monash-Q Group Colloquium

Date: 
16 Mar 2018
Speaker: 

Various

Location: 

Monash Conference Centre
Level 7, 30 Collins Street
Melbourne

Dear Q Group members,

You are invited to attend 2018 Monash-Q Group Colloquium at Monash Conference Centre (Level 7, 30 Collins Street, Melbourne) on Friday 16 March 2018. 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: banking and finance, quantitative finance and investment strategies, fintech and wealth management.

Q-Group Monthly Lunch Series-Is more always better? How much skill is required to benefit from a new asset class?

Date: 
28 Feb 2018
Speaker: 

Discussion leader: Simon Elimelakh

Location: 

Metropolitan Hotel
1 Bridge St, Sydney
Level 2 room

Q-Group Monthly Lunch Series

Wednesday 28th February 12:30 - 13:30 (with option to continue to 14:00)

Discussion leader: Simon Elimelakh

Discussion Topic: Is more always better? How much skill is required to benefit from a new asset class?

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_February_2018

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