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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Target date funds go to Washington

Last week, Professor of Finance at Griffith Business School at Griffith University, Michael E. Drew*, was the only academic invited to present at the Securities and Exchange Commission and the Department of Labor Joint-Hearing on target date funds. He writes exclusively for conexust1f.flywheelstaging.com on his submission, which questions the conventional use of age-based approaches to

New York fund fulfills green promise with $200m Generation mandate

The $122 billion New York State Common Retirement Fund has allocated $200 million to Generation Investment Management, partly fulfilling the commitment made by New York State Comptroller, Thomas DiNapoli, in April last year to increase commitments to environmentally focused strategies across the whole portfolio by $500 million in three years. mrec4inarticleinline Sponsored Content scnative1 scnative2

Time to rebalance, equities are back: McCaughan

Economic evidence is starting to show the US is emerging from recession, but the really good news, according to Jim McCaughan the chief executive of Principal Global Investors, is that credit is flowing again, which means a sustained recovery. Amanda White spoke to him about the implications for institutional investors. mrec4inarticleinline Sponsored Content scnative1 scnative2

OMERS widens its scope to third-party offerings

The C$43 billion ($38 billion) Ontario Municipal Employees Retirement System (OMERS) has been granted expanded powers by the Ontario government to provide third-party investment and pension administration services, and is at various stages of discussion with a number of plans to provide investment management services. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

CalPERS officially alters asset allocation, reduces discretionary ranges

The $183 billion CalPERS board has made the first formal changes to its asset allocation targets since January 2008, increasing exposures to private equity and cash, and narrowing the discretionary ranges around all asset classes set in December last year. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Climate change and capital markets: A global opportunity

Tackling the social, environmental and economic risks presented by climate change will require one of the biggest public-private partnerships ever seen.

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