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This is a history of the first 30 years of the Financial Markets Group of the London School of Economics and Political Science. The FMG has become a leading centre in Europe for policy research into financial markets. It is the focal point of the LSE's research communication with the business, policy making and international finance communities. This history looks back at FMG's founding, development and accomplishments. Appendices list the Members, Associate Members, Researchers and Visitors who have contributed to the FMG's success. Additional appendices list the Discussion Papers and Special Papers published by FMG, many of which were republished in leading journals or as book chapters, gaining wider readership and influence.