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.

Sponsored Content

Leave a Comment

Sort content by

DB dose needed to purge DC parasites

This month Australia celebrated 20 years of its compulsory superannuation guarantee system. Observing the past two decades, “entrepreneurial academic” Jack Gray has some advice for those rebooting their system, and it’s not defined contribution. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

POLL1

Have your say What is the collective noun for a group of global pension funds? * What is the collective noun for a group of fund managers? * The best results will be published next week. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Back to the future: short-selling ban lambasted

Cliff Asness must be a very stressed man. Not only has he been “mad as hell” for nearly three years (or is it mad again?) but also the reprise in responses by regulators around the globe to market crises, namely banning short selling, means he doesn’t have to write any original words in response.mrec4inarticleinline Sponsored

Texas Teachers examines incentive pay to staff

The Teacher Retirement System of Texas has reviewed the benchmarks it used to calculate investment staff compensation after concerns were raised over the level of bonuses it paid to senior staff earlier in the year.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Are pension funds really long-term investors?

Pension funds used to be considered long-term investors, but the reactionary behaviour of a recent prudence* of pension funds globally has changed my view of their time-horizons and subsequent role in capital markets. *Prudence is the newly-crowned collective noun for pension funds as per the competition in our newsroom. Have your say in our poll.

CalPERS looks to bolster ESG integration

CalPERS has instigated an extensive review of its environmental, social and governance policies and practices and its move towards fuller integration of ESG factors into its investment decision-making which will include an overhaul of its procurement policies for external managers.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Previous