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Qurious Analytics · Investment

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.

Episodes

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EP5: John Fawcett: Disrupting the secretive world of quants

08 Oct 2019
56m
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This podcast episode delves into various aspects of quantitative finance, from the democratization of the field with platforms like Quantopian to the utilization of alternative data and the integration of data science into asset management. The discussion also explores the fusion of human and artificial intelligence in...

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EP4: Nick Wade: Driving from Beijing to Paris and stories in risk modelling

08 Oct 2019
1h 5m
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This episode discusses the latest advancements and challenges in risk modelling, portfolio management, and investment strategies in asset management. Experts explore the evolution of risk models, including the use of alternative data and non-linearity to enhance risk assessment. They delve into the shrinking alpha, the...

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EP3: Linda Gruendken: Cycling in Cambridge and the randomness of markets

27 Sep 2019
51m
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This podcast episode explores various topics in systematic investment, including approaches, challenges, and forecasting techniques. Experts discuss the balance between intuition and statistics, the uncertainty of financial markets, liquidity, and event risk. They also touch on the ethical implications of AI regulation...

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EP2: Scott Treloar: Skiing in Singapore and how to quantify investor skill

27 Sep 2019
1h 1m
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This podcast episode explores trends and challenges in asset management, including the need for technology investment, the role of machine learning and data, the valuation of human capital, and the identification of alpha in trading strategies. It also delves into the impact of AI and machine learning on market efficie...

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EP1: Jim Creighton: Quant in the 90s and the AI reinvention

27 Sep 2019
51m
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This podcast episode discusses the applications of machine learning and AI in finance, with a focus on risk premia, factor investing, and time series analysis. It explores the challenges and limitations of traditional factor models and highlights the potential benefits of contextual modeling and innovation in quantitat...

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