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

Dutch pension schemes show relative conservatism

Dutch pension schemes have the highest allocation to bonds, with an average weighting of 48 per cent, while US and UK funds favour equities, according to the 2010 Towers Watson global pension assets study. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Farmland comes of age for pension funds

As a relatively new and untapped asset class, farmland remains mysterious to some institutional investors. Greg Bright spoke to Charmion McBride, chief operating officer of Insight Investment, an affiliate manager of BNY Mellon Asset Management, about the benefits of the asset class which include uncorrelated returns and SRI considerations. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Australian Future Fund favours hedge funds

The A$66 billion ($58.8 billion) Australian Future Fund has tapped its cash portfolio to increase its exposure to alternatives, with cash dropping from 46 to 15 per cent in the past year, including an estimated allocation of $3.7 billion to three hedge fund managers in the fourth quarter of last year. mrec4inarticleinline Sponsored Content scnative1

Appalled in Greenwich Connecticut

Managing and founding principal of AQR Capital Management, Cliff Asness, responds to President Obama’s call to limit the size and power of America’s banks. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Why institutions bypass hedge FoFs

More first-time investors in hedge funds are allocating to the strategies directly, rather than choosing hedge fund-of-funds (hedge FoFs), as investment talent circulates among institutions and investors observe the passive approach that many hedge FoFs apply to their portfolios. Simon Ruddick, managing director of hedge fund consultancy Albourne Partners spoke with Simon Mumme about this

UK Universities scheme focuses on emerging markets

The £27 billion ($44 billion) Universities Superannuation Scheme has made three new appointments and reorganised its equities team with a new dedicated global emerging markets capability, the first internal restructure under new chief investment officer Roger Gray. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Previous