Registration is now closed (this event already took place).
IMC presents its third edition of LBS Systematic Strategy Competition. The event is organised by Investment Management Club 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 –
Scott Richardson, AQR Capital Management
Kari Sigurdsson, Schroders
George Poyiadjis, Rates and Relative Value 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 2019” before Saturday, 15th June, 11:59pm.
Angela Shi - firstname.lastname@example.org
Matias Dominguez - email@example.com
Dates – Please note the prelim submission and final presentation dates below
Prelim Submission – Saturday, 15th June, 11:59pm
Finalists Declared – Sunday, 16th June
Final Presentation – Wednesday, 19th June, 6:45pm onwards
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
Dress Business Casual
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