I currently work at IEX in the role of Market Quality. In April 2016 I completed a PhD in Computer Science & Engineering at the University of Michigan; my dissertation applied computational, simulation-based methods to study the impact of algorithmic trading in financial markets. At Michigan, I was a member of the Strategic Reasoning Group and I was advised by Michael Wellman.
Prior to Michigan, I received an M.S. in Computer Science from UCLA and a B.S. in Electrical Engineering from the University of Illinois at Urbana-Champaign. I've interned previously at Citigroup, GMO, Microsoft Research NYC, as well as the Office of Markets within the Division of Economic and Risk Analysis at the U.S. Securities and Exchange Commission.
- April 4, 2016: Completed my dissertation and all requirements for the PhD in Computer Science & Engineering
- March 10, 2016: Successfully defended my dissertation!
- February 26, 2016: Latency arbitrage working paper in the news [Reuters] [Quartz]
- May 7, 2015: Received the Pragnesh Jay Modi Best Student Paper award at AAMAS 2015 [link]
- April 4, 2014: My op-ed in The Guardian on "Flash Boys" by Michael Lewis [link]
- December 11, 2013: Submitted public comment on CFTC concept release on automated trading environments [CFTC]
- September 3, 2013: Two-market model paper (ACM EC 2013) in the news [Michigan CSE] [Michigan Engineering] [TechCrunch] [Quartz] [Bloomberg] [HuffPost] [Themis Trading blog] [ThinkProgress] [Die Zeit] [CNN Money] [Reuters]
- May 22, 2013: Participated in the 2013 NSF IGERT Video & Poster Competition [entry] [YouTube]