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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Hong Kong still has it: CIC recognises Hong Kong’s international finance status with subsidiary

The China Investment Corporation has recognised Hong Kong’s international position by establishing a wholly-owned subsidiary, Hong Kong-CIC International (Hong Kong) Co., Limited. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Credit overweight pushes Texas to top spot, performance pay reinstated

The 108 investment staff of the Teacher Retirement System of Texas (TRS) have had their performance incentive awards reinstated, and will receive $9.7 million between them, after a year which saw the fund outperform its benchmark by 240 basis points making it the best performing public pension fund in the US.mrec4inarticleinline Sponsored Content scnative1 scnative2

New decision making parameters for Alaska’s investments

The $38.5 billion Alaska Permanent Fund Corporation (APFC) has made further enhancements to its unique approach to investment decision making, clarifying procedures relating to risk guidelines in its investment policy. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Emerging and frontier markets continue darling run

Global equity markets significantly underperformed emerging and frontier markets in 2010, evidenced by MSCI Indices end of  year data, with some emerging markets returning as much as 50 per cent and some frontier markest returning 70 per cent for the year.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Japan fund reduces domestic bond weighting

The world’s largest investor, the ¥117,643 billion ($1.43 trillion) Government Pension Investment Fund of Japan (GPIF) has reduced its weighting to domestic bonds by more than 1 per cent, moving the money into short term assets.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Specialised short positions challenge beta behaviour

Long/short funds with specialised short positions have greater beta convexity and present greater liquidity strain in rebalancing, according to new research by Morgan Stanley.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

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