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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OECD warns on pension funding fracture-lines

The OECD has warned that pension funds will come under increasing pressure as national governments cut old-age pensions, expecting the private sector to deliver ever-higher returns to fund increasing longevity, with a report citing Germany, Ireland, the UK, and New Zealand as addressing these issues in reform agendas.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Equity risk nears 90 per cent at CalPERS

Analysis of CalPERS’ total portfolio, where equity risk accounts for nearly 90 per cent of the risk allocation and yet the asset allocation to global equities and alternative investments is about 67 per cent, corroborates the trend towards allocating assets according to risk, not asset buckets.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Texas Teachers rejects independent risk officer

The $105 billion Teacher Retirement System of Texas has debated, and rejected, the idea of appointing an independent chief risk officer outside of the investment management division, with the board deciding oversight of risk is sufficient within its current practices.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Investors must be conscious about currency says Russell

Institutional investors are being urged to embrace ‘conscious currency’ by thinking of currency risks as unmanaged active portfolios, and therefore develop responses to deal separately with those risks. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

PE investors warily keen on Asia-Pacific

The latest review of private equity markets around the world by Partners Group shows continued favouritism for the Asia-Pacific growth story but a rising wariness about competitiveness and prices.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Equities boost Norway’s SWF

The equity allocation of Norway’s Government Pension Fund Global, which amounts to shares in 8,496 companies, was largely responsible for its outperformance in 2010, with the basic materials sector being the best performer for the fund.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

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