The Curious Quant
The Curious Quant
Qurious Analytics
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 examines the application of new data and new methodologies to common problems in financial markets. 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.
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. 
Jun 29, 2023
18 min
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.
Nov 10, 2021
53 min
EP20: Prof Rob Hyndman: Forecasting COVID, time-series, and why causality doesnt matter as much as you think.
We speak to Prof Rob Hyndman about the ideas around forecasting, COVID19, and why causality doesn't matter as much as it should.
Jul 17, 2020
45 min
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.
Jul 16, 2020
53 min
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.
Apr 9, 2020
53 min
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.
Apr 4, 2020
51 min
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.
Mar 31, 2020
53 min
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.
Mar 26, 2020
1 hr 1 min
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.
Mar 2, 2020
54 min
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.
Feb 18, 2020
50 min
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