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

Cost saving on radar for Canada’s PSP as more assets come inhouse

The C$41 billion ($38 billion) Public Sector Pension Investment Board plans to bring more assets in house in a bid to lower costs, and will increase the number of direct investments to increase control, the chair Paul Cantor said at the annual public meeting. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

CalPERS, CalSTRS collaborate to build board nomination list

CalPERS and CalSTRS have collaborated to build a network of more than 150 individuals from a diverse pool of sources to act as potential candidates for nomination to corporate boards, as CalPERS’ consultant advises it to synchronise proxy votes between internal and external portfolios. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

CalPERS’ infrastructure consultant cuts fees

CalPERS has appointed a lead infrastructure consultant from its list of four shortlisted candidates that included Meketa Investment Group, Pension Consulting Alliance, RV Kuhns and Wilshire, with the appointed consultant offering a reduced fee structure as part of its contract. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Alaska fills special opportunities bucket with real return mandates

The Alaska Permanent Fund will appoint four real return managers in March next year to manage a total of $2 billion in mandates that will have very few restrictions, and has shortlisted five managers to fill the brief, as part of its special opportunities bucket that makes up 21 per cent of the total fund.

Performance attribution using a decision hierarchy approach

The increasingly dynamic nature of asset allocation and the combination of internal and external management within pension funds requires a performance evaluation model for deeper insight of the organisation’s results. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Euro funds think global as risk appetite returns

Investment appetite among European institutions rebounded in 2009, with Mercer Investment Consulting identifying a surge in clients’ demands for new global fixed income, global equity and specialist credit exposures. Andy Barber, global head of manager research at Mercer, tells Simon Mumme about the investment themes driving these searches, and the evident decline of the ‘home

Previous