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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USD 10% undervalued, says State Street

Investors should reconsider their currency hedging strategies as an undervalued US dollar is predicted to strengthen according to Colin Crownover, State Street Global Advisors global head of currency management. The US dollar is as much as 10 per cent undervalued relative to other major currencies, says Crownover, who also forecasts that the economic-growth gap between

De-worming the Big Apple

A few weeks ago I had a meeting with Ranji Nagaswami, chief investment advisor to New York City mayor, Michael Bloomberg. She’s the first mayoral chief investment adviser in NYC to oversee pensions and investments, an area that is usually the domain of the comptroller. She is an experienced and dynamic enthusiast with ideas galore

Project Telos: a map to sustainable investing

The complexity of sustainable investing could be a step too far for many asset owners with current governance not up to the complexity of embedding environmental, social and governance (ESG) factors into decision-making, according to head of Towers Watson Roger Urwin. The comments come as the global asset consultant is set to release the results

How do the current economic risks facing developed economies affect your allocation to emerging markets (EM) debt?

How do the current economic risks facing developed economies such as the eurozone and the US impact your thinking regarding allocating assets to emerging markets (EM) debt? mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

US public pension funds underperform

US public-pension funds significantly underperform their global peers in real-estate portfolios due to a propensity to manage the assets externally, according to a new ICPM-sponsored research paper by three Maastricht University academics. Value added from funds management in private markets: an examination of pension fund investments in real estate looks at real-estate investing among the

Rotman ICPM research

The Rotman International Centre for Pension Management (ICPM) has approved five research projects for funding this year, including a behavioural-finance project by Swedish academics, to investigate plan members’ views of the “extended” fiduciary duty of pension funds. This project, to be conducted by Joakim Sandberg, Anders Biel and Magnus Jansson from the University of Gothenburg

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