In this fourth episode, we talk about disrupting a closed world, figuring out how to provide the right tools for novice quants and creating the right incentives to engage a large community of algorithm authors.
Michael KolloNovember 1, 2019
In this fourth episode, we talk about risk modelling over the past twenty years, the importance of time horizons in capturing risk and the future for artificial intelligence in financial services and broader society.
Michael KolloOctober 24, 2019
In this third episode, we talk about the applications of artificial intelligence to analysing credit markets and what degree of uncertainty can be built in a random market.
Michael KolloOctober 18, 2019
In this second episode, we talk about the shape of the hedge fund industry how to create better systematic allocation to funds using machine learning techniques.
Michael KolloOctober 11, 2019
In this first episode, we talk about everything from the history of quantitative investment, the myths of factor investing to how machine learning can help solve difficult problems in financial markets.
Michael KolloOctober 4, 2019
The argument that bigger fund leads to better returns is largely dependent on liquidity and opportunity size. Further, the evidence on the benefits of scale is not encouraging so far, says Michael Kollo.
Michael KolloSeptember 9, 2019