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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Fund managers want to be fiduciaries too

With less institutional flows forecast in the next few years, asset managers will need to implement a convincing “fiduciary overlay” to win business from large investors. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Study accounts for TIPS, alternatives

The effects of adding TIPS and alternatives to the existing asset mix are being explored in an asset liability analysis conducted for the $53 billion Oregon Public Employees Retirement System by Strategic Investment Solutions. A presentation from SIS, which looked at five new asset allocation scenarios adding a 5 per cent alternatives allocation, and between

Time to come clean, says Ambachtsheer

The International Centre for Pension Management’s Keith Ambachtsheer believes if pension fund stakeholders “fessed up” about the real state of their funding situation, the business of pension fund management, and its subsequent investments, will have a brighter future. He spoke to Amanda White. There are not many pension funds around the world that can satisfy

Calls for global governance code go unheard

The global application of a code of best practice for institutional investors, developed by the UK Financial Reporting Council, was debated at the International Corporate Governance Network’s annual conference in Toronto. Amanda White reports. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

How emerging markets benchmarks misread economies

As pension funds around the world shift international equity allocations to emerging markets, they should be increasingly cautious about the benchmarks in use, according to Conrad Saldanha, the New York-based portfolio manager for emerging markets equities at Neuberger Berman. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Global equities lose ground to alternatives

Allocations to alternatives worldwide are expected to increase by more than 5 per cent at the expense of global equities in the next two years, according to Russell Investments 2010 global survey on alternative investing. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

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