Quant Dates for your diary: Terry Pratchett at the RI, Google at the RTC, Dominic @ STAC, Meucci in NY, Claudio Albanese at Thelessians

(Last Updated On: June 9, 2012)

STAC Summit : Tuesday 12 June

I’m on a panel at the STAC summit in London on Tuesday 12th of June talking about careers in high end financial computing and there’s a whole day of speakers on the technology: Tim Lipscomb co-head of electronic trading @ Merrills,Martin Thompson of LMAX, Peter Lawrey the high performance Java guru and several others. If you are a large firm then will probably already be a member of STAC



In New York there’s a similar event on June the 18th http://bit.ly/L3V2fa

with speakers from Morgan Stanley, Sungard,SAP, Reuters, CME, etc.


Terry Pratchett

Sir Terry Pratchett and Stephen Baxter will be explaining the many worlds view of quantum theory  at the Royal Institution in Mayfair on Wednesday the 13th of June from 7PM. This is being held in Faraday’s lecture theatre, the one used by the man himself as well as the Christmas lectures and they  are being helped by a proper scientist, Dr. David Wallace of Oxford.It is pathetically cheap at £10.

You will notice from this link that this is one of a number of interesting events @ the RI this summer…



Thalesians Wednesday 13 June

The Thalesians (http://bit.ly/KDCzrA) hold rather good Quant Finance seminars and the next is by Prof. Claudio Albenese on  Multi Currency Derivative Portfolios. It’s on the evening  of Wednesday 13th of June at Dockmaster’s House, Canary Wharf


London Quant Group : Wednesday  13 June

Francis Breedon, Professor @  Queen Mary College and Garth Flannery of Model Based Fixed Income @ Blackrock will be talking about Sovereign Debt Risk at Blackrock, ThrogmortonStreet EC2N 2DL

It is free but you have to book.



The Start-Up Potential of London: The Google View : Real Time Club Dinner

Tuesday 19thof June

We’ve invited Google to come and tell us why there is no British Google and what it is doingto help.

Given the UK’s excellent record in innovation, why are there so few successful tech startups?

In tough economic times, traditional jobs in traditional industries aren’t going to revitalise the British economy, let alone make any of us into Billionaires like the founders of  Facebook.

All the biggest names on the Web, Groupon, Twitter, Amazon, FB, eBay and of course Google are American, but it’s the World wide web, so are there any real barriers that keep British startups in the shadows?

Can they be removed  and what can we learn from the handful of successful British tech firms like ARM who design the processors used by Apple and every mobile phone, Last.fm in music and Tweetdeck who I guess do something in social media ?

Is it getting better or worse ? Is the Silicon Roundabout merely a collusion between government and the media to bolster national pride, or is it the kernel from which London’s technical renaissance can grow?

London has a highly successful hi-tech media cluster around Soho, it contains the world’s leading financial centre, two of the world’s top 20 universities, and we speak English: who needs reminding that a Brit invented the WWW?

What actually happens at Google’s East London campus ?

But the most important question is how do we make money out of all this ?

Sarah Hunter,head of UK Public Policy for Google, will try to answer these questions as well as fielding the thoughts and queries of Real Time Club Diners after they’ve enjoyed a fine dinner and some Liberal Club claret.

In preparation for this dinner, Sarah was senior policy advisor on Culture, Media and Sport at Number 10, Downing Street and has done stints at the BBC and Channel 4.

As our 2012 programme is concluding on a high note, you ought to book early, else riskspending the evening watching reality TV.


The Google Dinner can be booked via EventBrite:



Cass Financial Engineering Workshop: Tuesday 13th June

Soren Willeman (Credit Research,Barclays) “CPDOs: A Post-mortem Analysis of Rating Models

Please let Gianluca Fusai know if you’recoming.



After the Bell Forum in San Francisco

Wednesday, July 1 . http://bit.ly/K5v4bO


A forum on the latest developments in customized algorithms, The great quant meltdown  and taking advantage of international market differentials.


Attilio Meucci Advanced Risk and Portfolio Management Bootcamp

New York : 13-18 August


Speakers include Peter Carr, Bruno Dupire, Bob Litterman and Fabio Mecurio

If you don’t want to know about future events, then drop me a line with “Unsubscribe”in the title and an automated process will cut you off.


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