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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Pension funds to talk climate change with the Prince

The P8, a group of 12 of the world’s largest pension funds tasked with influencing policy makers on climate change, will meet in London next week for a two-day conference convened by its patron, Prince Charles, in the last meeting of the group before the Copenhagen conference of political leaders. mrec4inarticleinline Sponsored Content scnative1 scnative2

Investors need to factor in inflation – Wurts

It may still be the right time to allocate to distressed real estate and debt-related strategies as deleveraging continues around the world and capital remains in short supply. But a significant factor likely to impact on portfolios in the medium term, according to US asset consultancy Wurts & Associates, is inflation. mrec4inarticleinline Sponsored Content scnative1

AustralianSuper rethinks hedge funds

The A$28 billion ($25.5 billion) AustralianSuper, has reduced its allocation to hedge funds from 3.5 per cent to 1.5 per cent, as part of a process of analysing the sources of beta within the overall investment portfolio. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Hedge fund responds to crisis with backdoor listing

Hedge fund managers are moving to improve their capital base in the wake of the financial crisis, as well as their risk processes and asset/liability alignment for liquidity purposes. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Constitutionality of Cuomo’s Common Fund reforms challenged

New York’s State Comptroller, Thomas DiNapoli, has hinted the constitutionality of legislation to create a board of trustees for the State’s Common Retirement Fund may be challenged. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Correlations and the lesson, finally, learned

US-based quant shop AQR Capital has pioneered the notion of hedge fund beta as an investable product. With first-year performance numbers now in, Greg Bright spoke with the firm’s managing and founding principal, Cliff Asness. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

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