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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Former SEC head hits out at Dodd-Frank

Former head of the US Securities Exchange Commission, Harvey L Pitt, has one simple piece of advice for investors wondering if, a year after the sweeping Dodd-Frank reforms were enacted, regulation has been adequately strengthened to avoid another financial crisis.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Investors must help form climate agreement

It is now more critical than ever for investors to step up their dialogue with policy makers regarding climate change initiatives, the executive director of the Institutional Investors Group on Climate Change, Stephanie Pfeifer, says in the wake of the UN climate change talks in Durban.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Pennsylvania changes investment approach

After weathering this year’s market turmoil the $26 billion Pennsylvania State Employees’ Retirement System (SERS) has a new chief investment officer and a new investment approach after changing consultants that have advised the fund for almost 20 years.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Finnish fund slashes equities in wake of Eurozone crisis

The Finnish Ilmarinen Mutual Pension Insurance Company has slashed its allocation to equities, reporting that the Eurozone crisis hit its performance leading to a 5.2 per cent loss for the third quarter of 2011.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Chicago Police fills alternatives allocation

The Policemen’s Annuity and Benefit Fund of Chicago has appointed GMO and PIMCO to global tactical asset allocation mandates boosting the fund’s alternatives allocation by 10 percentage points. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

CalPERS saves $20m a year on fees

CalPERS has negotiated about $20 million in annual cost savings through a reduction of fees in its alternatives manager program and millions saved through a renegotiated contract with UBS.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

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