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.

Sponsored Content

Leave a Comment

Sort content by

CalPERS to fight lower-return future

Investment staff and four selected consultants expect CalPERS’ returns will be less than the fund’s current 7.75 per cent – a finding on the agenda of a special investment workshop next week, alongside static versus dynamic asset allocation and the use of leveraged bonds. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Callan boosts manager research with minorities focus

Minorities are set to benefit from Callan Associates’ launching of its Callan Connects program to assess emerging managers and minority-, women- and disabled-owned companies (MWDO). mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Serious investment implications from CalPERS lawsuit

The decision by California Attorney General, Edmund Brown, to charge former CalPERS board member and placement agent, Alfred Villalobos, his company ARVCO Capital, and former CalPERS chief executive, Federico Buenrostro, with fraud could have serious consequences for the future investment direction of the fund. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Broker cutbacks boost small-cap opportunities

With the tightening of belts at big stock broking firms in the past couple of years, particularly the firms which are owned by banks, has come an increase in the opportunity set for buy-side researchers. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

CIC wants capital with smarter, greener ideas

China will continue to encourage capital flows into the country that emphasise technology and environmental impact, according to Jin Liqun, chairman of the board of supervisors of the $200 billion China Investment Corporation (CIC). mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Sovereign fund execs flock to Sydney

The second meeting of the International Forum of Sovereign Wealth Funds (IFSWF) will take place in Sydney this week, with senior representatives from more than 20 funds discussing subjects including active versus passive investing and strategic challenges in post-crisis investment markets. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Previous