“JP Merlin” Returns: Quant Wizard Kolanovic Weighs In On Volatility, Geopolitics, And The Fed

He doesn't have a long, white beard. He doesn't wear a robe or a pointy hat. And he doesn't walk with a gnarled, magic staff. But that doesn't stop us from characterizing JPMorgan's resident quant wizard Marko Kolanovic as a kind of Gandalf figure. Regular readers know Kolanovic. His star has risen over the past couple of years as market participants have started asking questions about the extent to which systematic strat deleveraging during periods of rising volatility might be contributing