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.
Latest episodes
Mar 2, 2020 • 54min
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.
Feb 18, 2020 • 51min
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 12, 2020 • 1h 3min
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.
Feb 5, 2020 • 56min
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.
Jan 20, 2020 • 54min
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.
Nov 27, 2019 • 57min
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.
Nov 20, 2019 • 49min
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.
Nov 13, 2019 • 44min
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.
Nov 3, 2019 • 58min
EP7: Anthony Tockar: Data ethics and the AI arms race
Proudly sponsored by: https://www.investmentmagazine.com.au/
Oct 31, 2019 • 1h 5min
EP6: Michael Recce: The goldilocks approach to neuroscience, AI and investing
Proudly sponsored by: https://www.investmentmagazine.com.au/
