Andrew Colin (financial analyst)
Encyclopedia
Andrew Colin is a financial analyst
specializing in portfolio theory, one of the first to apply chaos theory
to financial market. He is currently Adjunct Professor at the Queensland University of Technology
in Brisbane in the Faculty of Business. He gained a PhD in Mathematics from the University of St Andrews
in 1987, is a Fellow of the Institute of Mathematics and its Applications, and holds Chartered Mathematician accreditation.
Colin has worked at or consulted for Citibank London
, leading research into the use of artificial intelligence
for foreign exchange
and futures trading, Zurich Investment Management
, the Commonwealth Bank, Suncorp Metway, Chubb Security
, Arthur Andersen
, EDS
, Alcatel
and the Royal Australian Navy
. He is currently Director of Flametree Technologies, a company supplying innovative fixed income portfolio analysis software, as well as a respected industry voice.
Financial analyst
A financial analyst, securities analyst, research analyst, equity analyst, or investment analyst is a person who performs financial analysis for external or internal clients as a core part of the job.-Job:...
specializing in portfolio theory, one of the first to apply chaos theory
Chaos theory
Chaos theory is a field of study in mathematics, with applications in several disciplines including physics, economics, biology, and philosophy. Chaos theory studies the behavior of dynamical systems that are highly sensitive to initial conditions, an effect which is popularly referred to as the...
to financial market. He is currently Adjunct Professor at the Queensland University of Technology
Queensland University of Technology
Queensland University of Technology is an Australian university with an applied emphasis in courses and research. Based in Brisbane, it has 40,000 students, including 6,000 international students, over 4,000 staff members, and an annual budget of more than A$750 million.QUT is marketed as "A...
in Brisbane in the Faculty of Business. He gained a PhD in Mathematics from the University of St Andrews
University of St Andrews
The University of St Andrews, informally referred to as "St Andrews", is the oldest university in Scotland and the third oldest in the English-speaking world after Oxford and Cambridge. The university is situated in the town of St Andrews, Fife, on the east coast of Scotland. It was founded between...
in 1987, is a Fellow of the Institute of Mathematics and its Applications, and holds Chartered Mathematician accreditation.
Colin has worked at or consulted for Citibank London
Citibank
Citibank, a major international bank, is the consumer banking arm of financial services giant Citigroup. Citibank was founded in 1812 as the City Bank of New York, later First National City Bank of New York...
, leading research into the use of artificial intelligence
Artificial intelligence
Artificial intelligence is the intelligence of machines and the branch of computer science that aims to create it. AI textbooks define the field as "the study and design of intelligent agents" where an intelligent agent is a system that perceives its environment and takes actions that maximize its...
for foreign exchange
Foreign exchange market
The foreign exchange market is a global, worldwide decentralized financial market for trading currencies. Financial centers around the world function as anchors of trading between a wide range of different types of buyers and sellers around the clock, with the exception of weekends...
and futures trading, Zurich Investment Management
Zurich Financial Services
Zurich Financial Services AG is a major financial services group based in Zurich, Switzerland.-History:The Company was founded in 1872 as subsidiary of the Schweiz Marine Insurance Company under the name Versicherung Verein...
, the Commonwealth Bank, Suncorp Metway, Chubb Security
Chubb Security
Chubb Security is an electronic security and fire safety business. It is owned by United Technologies Corporation.-History:The Company was founded by Charles and Jeremiah Chubb, who patented their Chubb detector lock in 1818. Apparently the Prince Regent accidentally sat on a Chubb lock complete...
, Arthur Andersen
Arthur Andersen
Arthur Andersen LLP, based in Chicago, was once one of the "Big Five" accounting firms among PricewaterhouseCoopers, Deloitte Touche Tohmatsu, Ernst & Young and KPMG, providing auditing, tax, and consulting services to large corporations...
, EDS
EDS
- Education :* Educational specialist , a terminal academic degree in the U.S.* Episcopal Divinity School, an Episcopal Seminary in Cambridge, Massachusetts* Evansville Day School, an independent college-prep school in Evansville, Indiana- Politics :...
, Alcatel
Alcatel
Alcatel Mobile Phones is a brand of mobile handsets. It was established in 2004 as a joint venture between Alcatel-Lucent of France and TCL Communication of China....
and the Royal Australian Navy
Royal Australian Navy
The Royal Australian Navy is the naval branch of the Australian Defence Force. Following the Federation of Australia in 1901, the ships and resources of the separate colonial navies were integrated into a national force: the Commonwealth Naval Forces...
. He is currently Director of Flametree Technologies, a company supplying innovative fixed income portfolio analysis software, as well as a respected industry voice.
Academic writing
- "Fixed Income Attribution" (Wiley & Sons, London. January 2005) ISBN 978-0-470-01175-1
- Major contributors Carl BaconCarl BaconCarl Bacon , is a founding member of GIPS, having forged a successful career in the asset management industry. He was Vice President Head of Performance at JP Morgan Investment Management Inc. , he worked at F&C Investment Management Ltd...
, Andrew Colin. Edited by Timothy P. Ryan."Portfolio Analysis: Advanced Topics in Performance Measurement, Risk and Attribution" (Risk Books, London. 2006) ISBN 1-904339-82-4 (For more information see the book's pagePortfolio Analysis: Advanced topics in performance measurement, risk and attributionPortfolio Analysis: Advanced topics in performance measurement, risk and attribution is an industry text written by a comprehensive selection of industry experts and edited by Timothy P. Ryan...
.) - Taking the Random Route article by Dr Andrew Colin in Buy-Side Technology Journal November 2007.