Recent Q Group Events

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

Q-Group Sydney Monthly Lunch Series - Application of automated machine learning to financial market problems

Date: 
18 Sep 2019
Speaker: 

Marcus Burley and John Hawkins

Location: 

RedOak Beer Cafe
201 Clarence St, Sydney

Short bio: John Hawkins is a lead data scientist at DataRobot, with over 14 years’ experience in applying machine learning, statistics and other data mining techniques to a diverse range of data sets. Marcus Burley is an Analytics & Quant Sales Specialist with FactSet. Marcus has a Masters of Economics from the University of Sydney with a specialty in Financial Econometrics.

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