Gilles Daniel, PhD
Looking at the big picture through the prism of Finance can be fun and exciting, sometimes. In my research (currently at ETH Zurich) and my professional activity (at UBS Investment Bank), I am trying to observe and understand how relatively free markets allocate and/or waste capital and resources in today’s interlinked economies.
Last paper: Look-ahead Bias (Jan. 2009)
This led me to the study of stock markets microstructure in my PhD, a look at the survival bias in back-testing algorithmic trading strategies during my Post-Doc, and more recently a hands-on experience of the dislocation of the entire market of Mortgage-Backed Securities in the US, coming to Europe. Currently working in Emerging Markets and Assets & Liability Management.
