The Curious Quant

The Curious Quant series, hosted by Michael Kollo, is a discussion between technically-minded professionals in the financial services, technology and data science fields. It carefully examines the application of new data and new methodologies to common problems in financial markets. The aim is to promote better discussions about these emerging areas, and a better understanding of new technologies.

 

 

Michael Kollo is a seasoned investment professional with a deep passion for the pragmatic discussion and application of quantitative models to solve problems. His PhD in Finance is from the London School of Economics where he lectured in quantitative finance in addition to Imperial College and at the University of New South Wales. He has created models and led quantitative research teams at Blackrock, Fidelity and Axa Rosenberg in the UK before more recently moving to Australia where he established the quantitative team for the $50 billion industry superannuation fund, HESTA. Kollo is an experienced speaker, author, mentor, a keen student of philosophy and more recently, a podcaster. The Curious Quant is a series of conversations with market leaders, deep thinkers and practitioners who deal with the wonder and frustrations of these models and who are on the front line of AI innovation.

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Carlyle MD says cycle isn’t done

Carlyle’s Jason Thomas says private-equity investors miss out when they try to call the top of the cycle. He thinks Trump’s impact has been overblown and that the current cycle isn’t done yet.

CalPERS says consultants could do better

CalPERS is happy with its consultants, except for their performance in recommending ways to control fees and costs and their presentation of new investment ideas, a board rating reveals.

Dutch pension funds embrace UN goals

PGGM and APG are well advanced in developing a process to identify potential sustainable development investment opportunities that could transform the UN’s targets into tangible returns.

5-yearly power transfer looms in China

As China readies for its five-yearly leadership reshuffle, global investors are watching to see how they’re poised to manage the world’s second-largest economy as it faces up to its debt dilemma.

Satyajit Das: access real income

Author Satyajit Das, who warned about derivatives before the GFC, says debt levels have turned the whole world into a carry trade and managers need to get close to real income streams.

Long-horizon premium: up to 1.5%

A study from the Thinking Ahead Institute finds the premium for long-horizon investing is up to 1.5 per cent a year and identifies eight strategies for reaching that target.

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