Michael Colomb

Michael Colomb is a Quantitative Researcher at Aquatic Capital Management, a Chicago-based SEC-registered investment advisor and hedge fund manager. In his role, he focuses on quantitative research and model development, leveraging advanced statistical and computational techniques to drive investment strategy and risk management for the firm's multi-asset portfolios. His work is primarily concentrated in quantitative trading and data-driven analysis of liquid financial markets and derivatives, contributing to sophisticated portfolio allocation and systematic trading approaches within the hedge fund sector.

Prior to joining Aquatic Capital Management in 2022, Michael was a Data Scientist at Optiver, where he applied machine learning and statistical modeling to high-frequency trading strategies across global equity and derivatives markets. He also completed research work as an intern at MIT Lincoln Laboratory, contributing to applied research in data analytics and algorithm development for technical projects in public sector domains.

Michael holds a Bachelor of Science from The Grainger College of Engineering at University of Illinois Urbana-Champaign, majoring in Computer Science with a minor in Statistics. His expertise includes quantitative analytics, computational finance, and statistical modeling. He is recognized for his contributions to the development of cutting-edge quantitative models and has played a key role in advancing data-centric investment strategies in the hedge fund industry.