This is the 3rd century Column of Julian the Apostate. It is situated in a quiet square near the governor's offices and the offices of the Social Science University of Ankara, called Hükümet Meydan, Government Square.
I recently read an interesting biography in which the (bad) image of this last pagan East Roman emperor was put in the light of the upcoming Christians, who needed martyrs. Many of the cruel deeds attributed to him were fabricated rubbish, often simply impossible.