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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Opportunities vast in credit, but public markets less risky: Wurts

Investment grade corporate debt, non-agency residential and commercial mortgages, high yield corporate debt, and private equity distressed debt all constitute recommended potential mandates in the credit markets, according to director of research at US-based Wurts and Associates, Eric Petroff. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Decision-making revamp crucial to exploiting investment opportunities

Investors with investment decision-making processes that embrace uncertainty and manage risk will be the investment winners in the next five years, according to global chief investment officer of Mercer, Tim Gardener, who believes institutional investors need to revamp their decision-making processes. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Rebalancing revisited: putting risk back on the table

By adopting a contrarian approach to rebalancing which takes account of both assets and liabilities, pension funds could enhance long-term returns and reduce the volatility within their portfolios, new research reveals. Rebalancing Revisited, a paper by Syd Bone, former chief executive of VFMC, and Andrew Goddard, an ex-Russell investment veteran, advocates super funds rebalance to

Abu Dhabi fund hires up for regional M&A service

Continuing its expansionist aims, the Abu Dhabi Investment Corporation (ADIC) has lured an investment banker from Rothschild to focus on cross-border merger and acquisition (M&A) activity, which it expects to spike as the financial crisis wears on. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Beware the illiquidity delirium when buying-up credit

Bond markets might be offering comparable returns to equities and a higher place in the capital structure, but they should be approached cautiously as they lack what institutions around the world are trying to maintain – liquidity. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

European funds look to alternatives to manage future risk

European pension schemes are increasing their allocations to non-traditional asset classes as a way to manage risk as a result of turbulent market-prompted investment reviews, according to Mercer’s annual European Asset Allocation Survey. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

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