Big Data and Machine Learning in Quantitative Investment

Biography

CHAPTER 1

Michael Kollo is Deputy Global Head of Research at Rosenberg Equities and is focused on applications of machine learning and big data, factor research and quantitative strategy for equity portfolios. Prior to joining Rosenberg Equities, Michael was Head of Risk for Renaissance Asset Management, in charge of dedicated emerging market equity strategies. Before Renaissance, Michael held senior research and portfolio management positions at Fidelity and BlackRock. Michael's experience spans factor investing from risk modelling to signal generation, portfolio management and product design. Michael obtained his PhD in Finance from the London School of Economics and holds bachelor's and master's degrees from the University of New South Wales in Australia. He lectures at Imperial College and is an active mentor for FinTech firms in London.

CHAPTER 2

Rado Lipuš, CFA, is the founder and CEO of Neudata, an alternative data intelligence provider. Prior to founding Neudata, Rado's professional experience spanned 20 years of FinTech leadership, sales management and data innovation for the buy side. He spent several years in quantitative portfolio construction and risk management at MSCI (Barra) and S&P Capital IQ and raised funds for CITE Investments. Rado worked latterly as Managing Director at PerTrac in London, a leading FinTech and data analytics solutions provider to hedge fund allocators and institutional investors in EMEA and Asia. He also has experience with financial ...