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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“Periodic table” for investment shows case for diversification

The latest “periodic table” of investment returns – which ranks the performance of key equity and credit indices over two decades – from Callan Associates reinforces a lasting rule for long-term investors: diversification works. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

US funds lag in risk management

US public sector funds spend less than half the time and resources on risk management than the average of their global peers according to a survey of 58 funds by Canadian-based CEM Benchmarking. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Private equity is ‘train crash’: expert

The collapse of a private equity manager lacks the impact of a hedge fund failure: it’s like a “slow-motion train wreck,” says Chris Hunter, managing director of Cambridge Associates in London. Now that fundraising among private equity managers is down, leveraged finance is scarce and the market for exits is weak, mega-buyout funds are busy

Going green boosts property returns

Green properties are better financial performers, says of Maastricht University, who recently helped build a global environmental real estate index. But most property managers are either unaware of this dynamic or prefer to talk about sustainability rather than take action. However, some exceptions provide a ‘green’ benchmark for institutional investors in property. Simon Mumme reports. mrec4inarticleinline

New private equity head for New York Teachers

The New York State Teachers’ Retirement System has restructured its internal investment team creating a new role of head of private equity, to create five direct investment reports to the executive director, and has already made a number of additional investments in that asset class. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Investors take credit in Say on Pay reform

Investor action through letters and company dialogue has resulted in more than 40 companies in the US, including Goldman Sachs, State Street, BNY Mellon and Conoco, agreeing to implement Say on Pay reform, according to Timothy Smith, senior vice president, Walden Asset Management who recently coordinated a letter signed by investors including CalPERS chief investment

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