Thalesians, and other events


Thalesians, London

2012 September 12.

Chia Tan on “Practical Financial Modeling”.

Abstract: Financial modelling is not a competition in the mastery of complexity. Rather, the aim is to come up with the simplest models adequate to capture salient market features of traded products. There exists a wide gulf between material covered by traditional books and market practice. Of course, it is possible to search through a sea of papers to gain the required knowledge. In this talk, I propose to bring home some key considerations in financial modelling in equities, interest rates and foreign exchange, to give the audience an anchor when considering the relevant topics. And I will endeavour to stick to the concept of introducing no more complexity than necessary.

More details at The Thalesians

New Events

Battle of the Quants

2012 September 10-11, London.

The website is


2012 September 18, The Counting House.

  • From Backtest to Trade using R Parallelization in OneTick – John James & Ursit Patel
  • Mixing R and Hadoop for Large Scale Analysis and Computations – Q Ethan McCallum
  • Converting S Plus Applications to R – Andy Nicholls

Details and (free) registration  at

14-10 Club

2012 September 20.

Jerome Gauntlett: Strings, black holes and quantum field theory

Michael Woolridge: Cooperation, Competition and Computing: The Prisoner’s Dilemma And All That

Details at the 14-10 website.

14-10 Club

2012 October 11.

Rosemary Bailey

Details at the 14-10 website.

Value-at-Risk versus Expected Shortfall

2012 October 30-31, London.

30th: “Addressing the critical challenges and issues raised by the Basel proposal to replace VaR with Expected Shortfall”

31st: “Variability in Value-at-Risk and Expected Shortfall” led by Patrick Burns

Details at CFP Events.

14-10 Club

2012 November 1.

Andy Haldane, Gordon Woo

Details at the 14-10 website.

Finance with R Workshop

2012 November 6-7, London.

Presenters will be Patrick Burns and Ronald Hochreiter.

Details don’t seem to be available yet, but they should appear at Unicom.  If you register, please indicate that you were sent by Burns Statistics.

City Book Fair

2012 November 12-15. London.

Something that seems to be completely different.

The website is

Performance, Risk and Regulation

2012 November 14-15, London.

Details at

Computational and Financial Econometrics

2012 December 1-3, Oveido, Spain

Abstracts accepted until 2012 September 21.

The conference websiite is

14-10 Club

2012 December 6

Jon Danielsson, James Sefton

Details at the 14-10 website.

useR! 2013

2013 July 10-12, La Mancha.

The conference website is

Previously Announced

London Quant Group Autumn Seminar

2012 September 9-12 in Oxford.  The event page.

Even more events

MoneyScience has an events calendar.

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