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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Six US public funds top the class

A study examining funding policy, benefit design, and economic assumptions of six US public funds, which managed to endure the economic turmoil, shows some consistent features that could be emulated for fund persistence.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Managing liquidity and rebalancing constraints

This extension of previous research by Morgan Stanley’s Martin Leibowitz and Anthony Bova provides an analysis of the relationships between rebalancing liquidity, portfolio flows, and diversification into illiquid assets.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Fiscal disunity mires euro as US$ buoys slightly

Conflicting social, political and economic priorities are fighting for dominance in the Eurozone, and managing director and head of currency management at SSgA, Collin Crownover, believes this is affecting the outlook for the currency, while the US dollar, in a relative sense, looks quite positive. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

CII wants SEC to keep up legal fight

The Council of Institutional Investors has called for the Securities and Exchange Commission to pursue a re-hearing of a controversial proxy access rule that would have bolstered shareholder rights but was recently defeated in a legal challenge.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Investors look at private equity despite bumpy ride on public markets

Despite European public equity markets tumbling, private equity is yet to experience the sharp downturn it suffered in the last financial crisis, with investors still showing interest in the strongly performing asset, said independent alternative assets research firm Preqin.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Risk-averse investors widen search for safe havens

While a flight to quality characterised the response of investors to the previous financial crisis, the latest figures on capital flows reveal that the new risk-off landscape could involve a wider search for safe havens, following the recent market tumble.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

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