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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Jeremy Grantham on just desserts and silly markets

The GMO chief argues why honouring Ben Bernanke is similar to saluting the captain of the Titanic, and why making banks that are ‘too big too fail’ even bigger is sheer lunacy, while identifying other instances in which many of the people enjoying financial incentives, rewards and public praise in the US are unworthy recipients.

P8 told to cut developing world’s carbon

Gareth Thomas, Minister of State with the Department for International Development in the United Kingdom, has urged pension funds to help boost private funding for low carbon investments in the developing world, calling on the group of investors at the P8 Summit to consider potential public financing mechanisms emerging from the private sector, including advanced

Joe Dear warns of “reform facade”

Chief investment officer of CalPERS, and chair of the Council of Institutional Investors, Joe Dear, has warned of a “reform facade” as memories of the crisis fade and resistance to reform instensifies, calling for a more comprehensive regulatory umbrella, and specifically for most over the counter derivatives to be traded on exchanges, in a speech

Momentum’s at the heart of market dysfunctionality: Paul Woolley

When Paul Woolley, academic-turned funds manager-turned academic, set up his research Centre in 2007, the two main associated universities, London School of Economics and University of Toulouse, didn’t like the name. But he insisted and now the Paul Woolley Centre for (the study of) Capital Market Dysfunctionality has a significant body of work in progress.

CalSTRS shortlists general consultant under new approach to advisers

CalSTRS has named three consultants in its shortlist to act as general consultant, including for the first time Meketa Investment Group, long-time consultant to Harvard Management Corporation and more commonly known as a specialist in infrastructure, under a new tiered approach to the use of consultants introduced by chief investment officer, Chris Ailman. mrec4inarticleinline Sponsored

Russell’s Doman looks to be ‘Intel inside’ retail land

Russell Investments’ newish president and chief executive, Andrew Doman, the first ‘outsider’ to take the top job, has notched up nine months at the firm. The ex-McKinsey & Co executive spoke to GREG BRIGHT about the evolution of Russell. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

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