Sean Anthonisz's guest appearances

Sean Anthonisz

[i3] Institutional Investment Podcast

The Curious Quant

Stuart Russell

Campbell Harvey

Christina Qi

Michael Recce

Alexander Fleiss

Gideon Smith

Anthony Tockar

Linda Gruendken

Scott Treloar

Jim Creighton

John Fawcett

Vinesh Jha

Paul Wilmott

Alex Antic

Asif Noor

OwlTail

Sean Anthonisz is the Head of Investment Strategy of Mine Super, a pension fund for the mining industry. In this episode, we talk to Sean about his background in academia and the intersection with investment implementation, the use of 'fairly loose graphs' in the industry, P-hacking and decarbonisation in a mining fund. Please enjoy the show.Overview of Podcast with Sean Anthonisz, Mine Super01:00 Does your background in academia give you a different perspective on investing?02:00 P-hacking in academia05:00 Getting started in investing07:00 How good are asset owners in picking managers?09:00 New research coming up on costs of switching managers11:00 Don’t fire a manager too early, because the costs involved are very large15:00 On folklore in the investment industry17:00 Sometimes conclusions are drawn from fairly loose graphs, even by regulators19:00 Where quant analysis is most useful is in staying away from problems24:00 The Black Scholes option pricing model25:00 Is investing an art or science?26:30 For me it is about using science to avoid problems, not using science to predict the future29:00 Looking at tactical tilting31:30 How do you address climate change and decarbonisation in a super fund for the mining industry?36:00 Addressing ESG driven tilts in portfolio?38:00 Are you planning more papers?39:00 Machine learning: we actually can now see what some of these models are doing

Sean Anthonisz is the Head of Investment Strategy of Mine Super, a pension fund for the mining industry. In this episode, we talk to Sean about his background in academia and the intersection with investment implementation, the use of 'fairly loose graphs' in the industry, P-hacking and decarbonisation in a mining fund. Please enjoy the show. Overview of Podcast with Sean Anthonisz, Mine Super 01:00 Does your background in academia give you a different perspective on investing? 02:00 P-hacking in academia 05:00 Getting started in investing 07:00 How good are asset owners in picking managers? 09:00 New research coming up on costs of switching managers 11:00 Don’t fire a manager too early, because the costs involved are very large 15:00 On folklore in the investment industry 17:00 Sometimes conclusions are drawn from fairly loose graphs, even by regulators 19:00 Where quant analysis is most useful is in staying away from problems 24:00 The Black Scholes option pricing model 25:00 Is investing an art or science? 26:30 For me it is about using science to avoid problems, not using science to predict the future 29:00 Looking at tactical tilting 31:30 How do you address climate change and decarbonisation in a super fund for the mining industry? 36:00 Addressing ESG driven tilts in portfolio? 38:00 Are you planning more papers? 39:00 Machine learning: we actually can now see what some of these models are doing

80: Mine Super's Sean Anthonisz – academia, quants and loose graphs

I chat with Sean, senior quantitative analyst at Mine Super, on the scientific process, uncertainty and the changing relationship between academia and the private sector in Australia.Nothing on this podcast is to be considered investment advice or a recommendation. No investment decision or activity should be undertaken without first seeking qualified and professional advice.

I chat with Sean, senior quantitative analyst at Mine Super, on the scientific process, uncertainty and the changing relationship between academia and the private sector in Australia. Nothing on this podcast is to be considered investment advice or a recommendation. No investment decision or activity should be undertaken without first seeking qualified and professional advice.

EP10: Sean Anthonisz: Risk and the rules of finance