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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Studying the active management environment

In this timely analysis, Wurts & Associates examines the active management environment, warning investors of the pitfalls of studying and choosing active managers including a reminder that reaching for high levels of benchmark relative excess returns can be potentially rewarded, but only in a marginal way relative to lower tracking error managers. It also concludes

Recovery “square root” says Russell

It will be just as important for investors to be patient in 2010 as it was in 2009 according to Russell Investments, as the year will be dominated by a series of macro themes causing spikes in asset return volatility. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Financial services firms banish short-term bonuses: survey

Financial services firms are responding to the perceived negative impact of their remuneration practices by changing the mix of pay, moving emphasis away from short-term incentive schemes in favour of salary, according to a global survey of more than 60 organisations by Mercer. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Pensions for all in UK market’s big DC shift

Now that automatic enrolment has become the centrepiece of UK pension reform, decent retirement incomes should no longer be exclusive to company veterans and the well-off. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

CalPERS’ new sec lending risk controls

CalPERS has made some significant changes to its securities lending policy document in order to reduce risk and improve counterparty diversification in the portfolio, including a reduction in the maximum exposure to any counterparty, from 30 to 25 per cent of the total program.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Lawmakers gun for OTC deals

While regulatory reforms can introduce improvements to complex investment products such as standardisation, Dr Arjuna Sittampalam, Research Associate with EDHEC-Risk Institute and Editor, Investment Management Review, argues an increased suppression of complexity could be unfortunate, particularly as pension funds begin to take to derivatives in a big way. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

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