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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Dutch fund stumps up for collateral risk solution

In a sign of the paranoid times, huge Dutch pension administrator Mn Services has installed a collateral management offering, which forms part of a counterparty risk management suite tailored for this environment by Omgeo. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

10 reasons why hedge fund activism will surge in 2009

Combating the ineptitude and excesses of poorly-managed company boards as the financial crisis progresses ensures that activist hedge funds are facing what could be their busiest year in the past decade. Here are 10 reasons why, originally put forward in Seeking Alpha. 1. Democrats are in the White House. In the Democrat tradition, the US

Fed announces custodian for Freddie, Fannie MBS program

The US Federal Reserve has chosen J.P. Morgan to provide custodial services for its program to purchase mortgage-backed securities (MBS) from now nationalised government-sponsored enterprises, Fannie Mae, Freddie Mac and Ginnie Mae. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Large hedge funds to dominate as banks, small funds withdraw

Large, diversified hedge funds with institutional-quality operations are more likely to survive their smaller rivals as the sector continues to contract, according to a research note by Morgan Stanley. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Invest with caution, beware Obama’s ‘Rubinesque’ finance team

Institutional investors should ‘slowly and carefully’ invest cash reserves in emerging market and high-quality US blue chip equities, says Jeremy Grantham co-founder of GMO, who expects imputed 7-year returns for the sectors to moderately outperform and be substantially better than their averages in the last 15 years. However, declines to new equity market lows should

Markets have not decoupled, but Asia still presents opportunities: Mercer

Despite Asian markets falling and redundancies occurring inline with the West, Mercer Investment Consulting has predicted that the Asian economy will continue to grow at 9 per cent this year. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

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