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:
Monash Centre for Quantitative Finance and Investment Strategies
Monash Business School

Schedule:

8:20am Tea and coffee on arrival
8:50am Welcome speech: Laurence Irlicht (5 mins)+Gregoire Loeper (5 mins)

9:00am-10:30am Session 1 - Chair: Philip Gharghori

9:00am Stephen Brown, Monash Business School - Sensation seeking, sports cars, and hedge funds

9:30am Gregoire Loeper, Monash Centre for Quantitative Finance and Investment Strategies - Can you predict the trend?
10:00am Ben Samild, Future Fund - Quant manager selection and industry trends

10:30am Morning tea

11:00am-12:00pm Session 2 - Chair: Binh Do

11:00am Chris Veld, Monash Business School - Do individuals use credit cards rationally?

11:30am Roger Cohen, Betashares - Beta behaving badly

12:00pm-1:00pm PhD forum - Industry discussion panel: Andrew Gruskin, Laurence Irlicht, Jim Trivellas

12:00pm Mars Chen, Monash Business School - Asymmetric illiquidity and corporate bond yield spreads
12:20pm Henry Zhang, Monash Centre for Quantitative Finance and Investment Strategies - Stochastic portfolio optimisation
12:40pm Harvey Nguyen, Monash Business School - When are extreme daily returns not a lottery? At earnings announcements

1:00pm Lunch

2:00pm-3:30pm Session 3 - Chair: Gregoire Loeper

2:00pm Nick Wade, Northfield Information Services - Custom hybrid risk model

2.30pm Duy-Minh Dang, University of Queensland - Mean variance portfolio optimisation for long term investors
3:00pm Etienne Grisey & Mike Watanabe, BNP Paribas - Growth of custom Index business: transparent pricing regime and use of systematic derivative overlay

3:30pm Afternoon tea

4:00pm-4:30pm Session 4 - Chair: Oscar Tian

4:00pm Philip Gray, Monash Business School - Performance anxiety
4:30pm Fabrice Schloegel, Macquarie Bank - Asset Management 2.0: The Data Revolution

5:00pm Closing comments - Oscar Tian

5:05pm Close

Invited speakers:
Stephen Brown, Monash Business School - Sensation seeking, sports cars, and hedge funds
Roger Cohen, Senior Investment Specialist, Betashares - Beta behaving badly
Duy-Minh Dang, UQ Maths - Mean variance portfolio optimisation for long term investors
Philip Gray, Monash Business School - Performance anxiety
Etienne Grisey & Mike Watanabe. Head of Equity Derivatives Structuring APAC,BNP Paribas -
Growth of Custom Index business: transparent pricing regime and use of systematic derivative overlay
Gregoire Loeper, Centre for Quantitative Finance and Investment Strategies - Can you predict the trend?
Ben Samild, Director of Debt and Alternatives, Future Fund - Quant manager selection and industry trends
Fabrice Schloegel, Quant, Macquarie Bank - Asset Management 2.0: The Data Revolution
Chris Veld, Monash Business School - Do individuals use credit cards rationally?
Nick Wade, Marketing Director, Northfield Information Services - Custom Hybrid Risk Models

Organising committee:
Philip Gharghori, Monash Business School
Andrew Gruskin, Omega Global Investors
Laurence Irlicht, IFM Investors
Gregoire Loeper, Monash Centre for Quantitative Finance and Investment Strategies
Oscar Tian, NAB

Any enquiries can be addressed to:
Oscar Tian: oscar.tian@outlook.com