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.
We speak to Prof Rob Hyndman about the ideas around forecasting, COVID19, and why causality doesn't matter as much as it should.
Fantastic conversation with Igor Halperin around the application of reinforcement learning into forecasting problem, and the limits to data and understanding the world.
Nick Wade from Axioma 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.
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.
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.
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.
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 intere
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 reco
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 ac
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 recommendatio
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 r
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 r