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LBS Systematic Investment Strategy Competition 2018
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LBS Systematic Investment Strategy Competition 2018
IMC presents its second edition of LBS Systematic Strategy Competition. The event is organised by Investment Management Club’s Quantitative Group and supported by the AQR Asset Management Institute.
The objective of the competition is to design systematic investment strategies. This is a great opportunity to demonstrate your skills in creating investment strategy, data-analysis, back-testing, and risk management. The teams also get a chance to present their investment strategy and performance to a panel of highly distinguished senior professionals from the asset management industry. It would be a wonderful opportunity to meet and network with potential employers as well.
The Judges will provide invaluable insights and feedback to all the finalists on their investment strategy. The winning team will be awarded cash prize of £1,000/- sponsored by AQR Asset Management Institute.
Judging Panel –
The objective of the competition is to design systematic investment strategies. This is a great opportunity to demonstrate your skills in creating investment strategy, data-analysis, back-testing, and risk management. The teams also get a chance to present their investment strategy and performance to a panel of highly distinguished senior professionals from the asset management industry. It would be a wonderful opportunity to meet and network with potential employers as well.
The Judges will provide invaluable insights and feedback to all the finalists on their investment strategy. The winning team will be awarded cash prize of £1,000/- sponsored by AQR Asset Management Institute.
Judging Panel –
- Scott Richardson, AQR Capital Management
- Kari Sigurdsson, AQR Capital Management
- Stephan Kessler, Alternative Investment Strategies group, Goldman Sachs Asset Management
- Zahid Ur Rehman, Model Based Fixed Income Research, BlackRock
- Daniel Giamouridis, Global Portfolio Products, Bank of America Merrill Lynch
Eligibility – Current students of all degree programs at LBS
Submission – Please send your entry to the following IMC members with the subject "LBS Systematic Investment Strategy Competition 2018” before Thursday, 3rd May, 11:59pm.
Submission – Please send your entry to the following IMC members with the subject "LBS Systematic Investment Strategy Competition 2018” before Thursday, 3rd May, 11:59pm.
- Ashish Kaushik - akaushik.mifpt2018@london.edu
- Faith Chin - fchin.mifft2017@london.edu
- Tarek Atalla - tatalla.mba2018@london.edu
Dates – Please note the prelim submission and final presentation dates below
- Prelim Submission – Thursday, 3rd May, 11:59pm
- Finalists Declared – Sunday, 6th May
- Final Presentation – Tuesday, 15th May, 6:45pm onwards
Competition Details
1. Team Size – maximum 4
2. Asset Class – Equities, Fixed Income, Currency, Commodities
3. Products – Cash, Derivatives
4. Deliverables – Strategy Pitch Presentation
1. Team Size – maximum 4
2. Asset Class – Equities, Fixed Income, Currency, Commodities
3. Products – Cash, Derivatives
4. Deliverables – Strategy Pitch Presentation
- Suggested structure of presentation – Asset Class, Investment Strategy, Economic Rationale, Theoretical Background (if any), Portfolio Construction, Risk Management Criteria
- Although adding Back-tests & Performance Analysis to the pitch would be beneficial, their inclusion in the presentation is NOT mandatory
5. Award – £1,000/- cash prize sponsored by AQR Asset Management Institute
Where
Sussex Place
Marquee
26 Sussex Pl, Marylebone, London, NW1 4SA, United Kingdom
Sponsors
