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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CalPERS and CalSTRS lose a quarter of their assets

America’s two largest pension funds both lost around a quarter of their market value in the fiscal year ended June 30, in what was the biggest ever single year decline for CalPERS. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

CalPERS to senate: hedgies with US assets should register with SEC

In his testimony to the US Senate on the regulation of hedge fund and private equity managers, Joe Dear, CIO of CalPERS, said that all managers of US assets should be subject to SEC oversight, and that alternatives should not bear the brunt of blame for the crash, as regulatory shortcomings are now also evident.

NYC pension funds divest from Iran

The five New York City pension funds selling shares worth $10.8 million in two companies with business ties to Iran have been asked to adopt resolutions for the phased divestment of holdings in eight more companies with ties to the country which, in total, have a market value of more than $141 million. mrec4inarticleinline Sponsored

Alternative sought to EU manager directive

The UK Treasury has taken aim at the European Union directive to impose equivalence tests upon foreign alternatives managers, urging institutional investors to join the debate – and for managers to curb inflammatory remarks and stick to the argument at hand. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

UK funds keen on longevity swaps over annuities

With two more UK pension funds announcing arrangements to hedge their pensioner liabilities against improvements in longevity there is speculation these DIY swaps may replace bulk annuity buy-ins by pension funds. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

CalPERS considers water bonds

The $178 billion CalPERS is considering inflation-linked assets, such as the water bonds issued by the World Bank, as part of an over-riding view to allocate capital to climate change initiatives. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

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