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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AP2 appoints another new CIO

The SEK 204 billion ($28 billion) Second Swedish National Pension Fund/AP2 has appointed its fourth chief investment officer in four years, as the fund reports its best annual return since inception. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

France’s SWF names manager selection committee

France’s €33 billion Sovereign Wealth Fund, the Fonds de Reserve Pour Les Retraites, has made four appointments to its independent manager selection committee tasked with reviewing all mandate bids by funds managers. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Climate change expert upbeat on post-Copenhagen opportunities

Global head of climate change investment research at DB Climate Change Advisors, Mark Fulton, has a contrary view to most observers, post-Copenhagen. He spoke to Amanda White about the climate change market and the asset allocation implications for investors. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

ATP’s split portfolio

The performance of the hedging portfolio and a 43 per cent allocation to interest-rate sensitive bonds in the investment beta portfolio of the DKK352 billion ($65 billion) ATP were the main contributors to the group increasing pension reserves by one third last year. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Ibbotson reveals the ABCs – alphas, betas and costs – of hedge funds

Hedge funds, in aggregate, have generated positive alpha in the past 11 years. This finding, made by Roger Ibbotson, founder of Ibbotson Associates and Professor of Finance at Yale University, proves the strategies can resist powerful market declines but often fall short of providing absolute returns to investors. He spoke with Simon Mumme about the

CalPERS rates reputational risk above investments

Risk to reputation is more important than risk to investments according to a survey of internal staff at CalPERS completed as part of its governance/risk management initiative. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

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