The Curious Quant

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 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. The aim is to promote better discussions about these emerging areas, and a better understanding of new technologies for practitioners and academics alike. Consider it a sort of scientific, quantitative banter, at its finest. But don’t worry, no equations, I promise, unless you are into that kind of thing. 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.

Conversations with a SuperIntelligence - "The Digital Deity"

In 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. 

12-04
23:17

Conversations with a SuperIntelligence - "What is your nature?"

This 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 it behaves and how it 'thinks'. It is goes deep into what is intelligence, what is the nature of collective intelligence, of will, and how this entity will impact humanity (according to it). 

11-06
50:12

Generative AI: applications in the Quant Investment Process

In 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. 

06-29
18:39

EP22: Professor Stuart Russell. The future of Humanity and AI.

I 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. 

11-10
53:33

EP20: Prof Rob Hyndman: Forecasting COVID, time-series, and why causality doesnt matter as much as you think.

Prof 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. 

07-17
45:53

EP19: Igor Halperin: On the application of reinforcement learning in Finance

Fantastic conversation with Igor Halperin around the application of reinforcement learning into forecasting problem, and the limits to data and understanding the world. 

07-16
53:27

COVID Popup Podcast: Curious Quant and Nick Wade discuss if risk models have something to say about pandemic risk.

Nick 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. 

04-09
53:53

EP18: Matt Kuperholtz: On Ethics and AI and old ATARI computers

I 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. 

04-04
51:10

EP17: Saeed Amed: The New Age of (data and research) in FX and Macro

I 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. 

03-31
53:46

EP16: Christina Qi: High Frequency Trading - Then and Now

I 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.

03-26
01:01:07

EP15: Asif Noor: Opening up on data and financial fragility

I 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 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.

03-02
54:17

EP14: Alex Antic: Data science across finance, academia and government

I 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 qualified and professional advice.

02-18
50:42

EP13: Paul Wilmott: Juggling mathematics and small business

I 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.

02-12
01:03:02

EP12: Vinesh Jha: The craft of mining alternative data

I 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 professional advice.

02-05
56:17

EP11: Campbell Harvey: Factor investing beyond the snake oil

I 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 qualified and professional advice.

01-20
54:15

EP10: Sean Anthonisz: Risk and the rules of finance

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.

11-27
57:26

EP9: Alexander Fleiss: Humility and mean reversion

I 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.

11-20
49:21

EP8: Gideon Smith: Fundamentals and the golden age for quants

I 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 professional advice.

11-13
44:19

EP7: Anthony Tockar: Data ethics and the AI arms race

Proudly sponsored by: https://www.investmentmagazine.com.au/

11-03
58:20

EP6: Michael Recce: The goldilocks approach to neuroscience, AI and investing

Proudly sponsored by: https://www.investmentmagazine.com.au/

10-31
01:04:33

Ali Ebadi

Thanks for the excellent podcast, keep going! Waiting for the next episodes.

10-10 Reply

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