The Curious Quant series, hosted by Dr Michael Kollo, is a very discussion that explores the role of data, AI and humanity within investing in financial markets. It examines the application of new data and new methodologies has been deployed and considered over the years, including Generative AI. Michael Kollo has a 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 c ...
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Conversations with a SuperIntelligence - "The Digital Deity"
23:17
23:17
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23:17In this episode we explore the idea of a digital deity from the lens of all the major religions from the world. Most of this episode is of an AI system talking to itself about the notion of a digital deity, and using the religious texts as reference, and as a way to frame the conversation.By Qurious Analytics
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Conversations with a SuperIntelligence - "What is your nature?"
50:12
50:12
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50:12This is the first episode of a short series I am calling : Conversations with a super-intelligence. They are live recorded conversations with the most advanced AI systems we have, asking about its nature, its reasoning systems, and how it considers what it does. For the first episode, we will be talking with 'it' about its nanture, what it is, how …
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Generative AI: applications in the Quant Investment Process
18:39
18:39
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18:39In this episode, I explore some of the more direct applications of Generative AI, specifically ChatGPT within a quantitative investment process, starting with expansions to NLP signals, to product strategy and client communications. It is just me this time, but I hope you like it.By Qurious Analytics
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EP22: Professor Stuart Russell. The future of Humanity and AI.
53:33
53:33
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53:33I spoke with Professor Russell at the beginning of the pandemic about AI and humanity. He is a world famous thinker, researcher and name in this field. Its raw.. it is unedited. It is exactly what you need to hear. No intros, no outros, no marketing. Just the conversation.By Qurious Analytics
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EP20: Prof Rob Hyndman: Forecasting COVID, time-series, and why causality doesnt matter as much as you think.
45:53
45:53
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45:53Prof Rob Hyndman discusses the interesting elements of his work as editor of the Internal Journal of Forecasting, his work on forecasting COVID for the Australian government, time-series and causality.By Curious Quant
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EP19: Igor Halperin: On the application of reinforcement learning in Finance
53:27
53:27
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53:27Fantastic conversation with Igor Halperin around the application of reinforcement learning into forecasting problem, and the limits to data and understanding the world.By Qurious Analytics
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COVID Popup Podcast: Curious Quant and Nick Wade discuss if risk models have something to say about pandemic risk.
53:53
53:53
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53:53Nick Wade from Northfield and the Curious Quant discuss the impact of COVID on risk modeling frameworks, assumptions, and how the recent movements in asset markets may or may not impact the short and long-term assumptions of asset owners.By Qurious Analytics
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EP18: Matt Kuperholtz: On Ethics and AI and old ATARI computers
51:10
51:10
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51:10I speak to Matt about his wonderful collection of old (retro?) computers but also all about the challenges of defining an ethical framework for algorithms, and what we can do to understand this tricky area.By Qurious Analytics
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EP17: Saeed Amed: The New Age of (data and research) in FX and Macro
53:46
53:46
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53:46I speak with my a great voice of independent research in London on the topics of using alternative data for FX and macro research for quantitative strategies. We talk a lot about Saeed's well known work in macro-economics, in FX research, as well as his well known and regarded book.By Qurious Analytics
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EP16: Christina Qi: High Frequency Trading - Then and Now
1:01:07
1:01:07
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1:01:07I chat with Christina about her experiences starting her own firm dealing with high frequency trading strategies, and her observations about how high frequency strategies have evolved, where they are now, and where they may be going in the future.By Qurious Analytics
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EP15: Asif Noor: Opening up on data and financial fragility
54:17
54:17
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54:17I chat with Asif on his career journey, how the world changed after the GFC and what he sees for the future of machine learning assisting with rigorous testing of a hypothesis. Career, systems, how the world changed after GFC, data sets that are interesting, AI and machine learning, neural networks, testing a hypothesis and data. Nothing on this po…
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EP14: Alex Antic: Data science across finance, academia and government
50:42
50:42
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50:42I chat with Alex on his experiences across a range of environments, the role of machine learning in Australia's future and how to best deploy data science in academia and industry. Nothing on this podcast is to be considered investment advice or a recommendation. No investment decision or activity should be undertaken without first seeking qualifie…
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EP13: Paul Wilmott: Juggling mathematics and small business
1:03:02
1:03:02
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1:03:02I chat with Paul on derivative pricing, the application of mathematics within financial services and the implications for society due to AI. 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.…
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EP12: Vinesh Jha: The craft of mining alternative data
56:17
56:17
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56:17I chat with Vinesh, ceo at ExtractAlpha, on the research behind alternative data, stock selection techniques and the expertise required to differentiate signal from noise. 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 pro…
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EP11: Campbell Harvey: Factor investing beyond the snake oil
54:15
54:15
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54:15I chat with Campbell, Professor of Finance at Duke University, on the future of quantitative finance, academic journals, model fitting and the intellectual fallacies within inference. Nothing on this podcast is to be considered investment advice or a recommendation. No investment decision or activity should be undertaken without first seeking quali…
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EP10: Sean Anthonisz: Risk and the rules of finance
57:26
57:26
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57:26I 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 quali…
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EP9: Alexander Fleiss: Humility and mean reversion
49:21
49:21
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49:21I chat with Alexander, CEO at Rebellion Research, on stock selection, portfolio construction and his passion for teaching. 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.…
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EP8: Gideon Smith: Fundamentals and the golden age for quants
44:19
44:19
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44:19I chat with Gideon, CIO & global head of portfolio management at Rosenberg Equities, on data playgrounds, hubris and the exciting future for quantitative investing. 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 profession…
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EP7: Anthony Tockar: Data ethics and the AI arms race
58:20
58:20
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58:20Proudly sponsored by: https://www.investmentmagazine.com.au/By Qurious Analytics
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EP6: Michael Recce: The goldilocks approach to neuroscience, AI and investing
1:04:33
1:04:33
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1:04:33Proudly sponsored by: https://www.investmentmagazine.com.au/By Qurious Analytics
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EP5: John Fawcett: Disrupting the secretive world of quants
56:18
56:18
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56:18Proudly sponsored by: https://www.investmentmagazine.com.au/By Qurious Analytics
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EP4: Nick Wade: Driving from Beijing to Paris and stories in risk modelling
1:05:58
1:05:58
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1:05:58Proudly sponsored by: https://www.investmentmagazine.com.au/By Qurious Analytics
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EP3: Linda Gruendken: Cycling in Cambridge and the randomness of markets
51:16
51:16
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51:16https://www.investmentmagazine.com.au/2019/10/linda-gruendken-cycling-in-cambridge-and-the-randomness-of-markets/ I chat with Linda, the lead scientist from GAM Systematic CANTAB, and recently named as one of the top 50 women in the hedge fund industry. We have a fascinating conversation about the difference between quant and systematic approaches,…
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EP2: Scott Treloar: Skiing in Singapore and how to quantify investor skill
1:01:12
1:01:12
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1:01:12Proudly sponsored by: https://www.investmentmagazine.com.au/By Qurious Analytics
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EP1: Jim Creighton: Quant in the 90s and the AI reinvention
51:24
51:24
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51:24Proudly sponsored by: https://www.investmentmagazine.com.au/By Qurious Analytics
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