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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Public pensions shape insto era of hedge funds

The past four-year upsurge in the number of public pension funds investing in hedge funds is shaping the new institutional era of hedge fund management, with funds approaching the asset class for new reasons, says Preqin. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Inflation devalues attempts at consensus

The two big decisions for fiduciary investors this year concern interest rates and currencies. But those decisions are relatively easy. What is a lot more difficult is: how do you go about implementing these big-picture decisions at the hands-on level?mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

CalPERS to slash fees in wake of $1bn external spend

CalPERS will set an external fee reduction target for the financial year, in light of the fact it spent more than $1 billion on external asset management fees in 2009-2010 and only a relatively modest $29.5 million on investment office personnel services including salaries.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

DB beats DC in unequal race

The average corporate defined-benefit plan in the US has outperformed the Callan DC index by 1.61 per cent since 2006, although this is partly due to a difference in fee reporting.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Tail hedging can balance risk: PIMCO

Executive vice-president and head of client analytics at PIMCO, Sebastien Page, who is tasked with bringing the intellectual and analytical capital of the manager to clients in a new consultant-type role, says tail-risk hedging is an effective way to reduce volatility and enhance returns.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

France’s FFR halves equities, weights bonds

Equities allocations have been slashed as a result of government changes to the liabilities of the Fonds de Reserve pour les Retraites (FFR) which prompted changes to the fund’s investment policy. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

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