Petter Kolm, Ph.D.
As a consultant and expert witness, Petter has provided his services in areas including alternative data, data science, econometrics, forecasting models, high frequency trading, machine learning, portfolio optimization with transaction costs, quantitative and systematic trading, risk management, robo-advisory, smart beta strategies, trading strategies, transaction costs, and tax-aware investing.
Petter is the Director of the Mathematics in Finance Master’s program and a Clinical Professor of Mathematics at the Courant Institute of Mathematical Sciences, New York University. In this role he interacts with major financial institutions such as investment banks, financial service providers, insurance companies and hedge funds. Petter worked in the Quantitative Strategies group at Goldman Sachs Asset Management developing proprietary investment strategies, portfolio and risk analytics in equities, fixed income and commodities.
Petter was awarded “Quant of the Year” in 2021 by Portfolio Management Research (PMR) and Journal of Portfolio Management (JPM) for his contributions to the field of quantitative portfolio theory. Petter is a frequent speaker, panelist and moderator at academic and industry conferences and events. He is a member of the editorial boards of the International Journal of Portfolio Analysis and Management (IJPAM), Journal of Financial Data Science (JFDS), Journal of Investment Strategies (JoIS), and Journal of Portfolio Management (JPM). Petter is an Advisory Board Member of Alternative Data Group (ADG), AISignals and Operations in Trading (Aisot), Betterment (one of the largest robo-advisors) and Volatility and Risk Institute at NYU Stern. He is also on the Board of Directors of the International Association for Quantitative Finance (IAQF) and Scientific Advisory Board Member of the Artificial Intelligence Finance Institute (AIFI).
Besides numerous articles in academic journals, Petter is the co-author of several well-known finance books including, Financial Modeling of the Equity Market: From CAPM to Cointegration (Wiley, 2006); Trends in Quantitative Finance (CFA Research Institute, 2006); Robust Portfolio Management and Optimization (Wiley, 2007); and Quantitative Equity Investing: Techniques and Strategies (Wiley, 2010). Financial Modeling of the Equity Markets was among the “Top 10 Technical Books” selected by Financial Engineering News in 2006.
He holds a Ph.D. in Mathematics from Yale University; an M.Phil. in Applied Mathematics from the Royal Institute of Technology, Stockholm, Sweden; and an M.S. in Mathematics from ETH Zurich, Switzerland.
Amir Sadr, Ph.D.
Amir Sadr is a highly sought-after expert in fixed income and interest rate derivatives, a university lecturer at NYU Courant, and a consultant to banks and hedge funds. His areas of expertise include quantitative methods and valuation techniques in fixed income and interest rate swaps, options, and structured products; term structure modeling and simulation methods; macro and relative value trading strategies; risk management; fund setup and tax elections; funding, operations, clearing and regulatory capital.
Amir’s Wall Street career spans a variety of roles at different banks and hedge funds: Senior quantitative modeler and trader of exotics interest rate derivatives at Morgan Stanley, Founder of Panalytix, a FinTech company specializing in interest rate derivatives, Managing Director for proprietary trading at Greenwich Capital, Senior Trader at HSBC in CAD exotics and USD inflation trading, Strategist at Prologue Capital, and Trading COO of Brevan Howard in Americas. Amir co-founded Yield Curve Trading LLC, a proprietary trading firm utilizing macro and relative value fixed income strategies and served as its COO until its merger.
Before moving to finance, Amir was a researcher at AT&T Bell Laboratories applying simulation and stochastic optimization and control techniques to various AT&T products and services.
Amir is the author of the authoritative reference book Interest Rate Swaps and their Derivatives (Wiley, 2009); a co-author of The Capital Markets: Evolution of the Financial Ecosystems (Wiley, 2017); and is currently completing Mathematical Techniques in Finance (Wiley, 2021).
He obtained his M.S. and Ph.D. in Electrical Engineering with minors in Operations Research and Mathematics from Cornell University.