Elaine Wah successfully defended her thesis on Thursday 10 March. The dissertation is titled Computational Models of Algorithmic Trading in Financial Markets and includes three case studies of simulation-based strategic modeling of financial market scenarios. Congratulations, Elaine.
@UMengineering Michael Wellman: “Are trading algorithms a threat? Maybe.” #FinReg https://t.co/Z22I7fzChU pic.twitter.com/CHyxrhzJzw — Michigan CFLP (@UMFinReg) October 22, 2015
UM student Elaine Wah on high-frequency trading and frequent call markets: https://t.co/VEf2ujSw4Y #FinReg pic.twitter.com/EhwyX02lkV — Michigan CFLP (@UMFinReg) October 21, 2015
The “Pragnesh Jay Modi Best Student Paper Award” at AAMAS-15 was awarded to Elaine Wah, for: Welfare Effects of Market Making in Continuous Double Auctions
One of the brilliant rhetorical devices deployed by Michael Lewis in his public interviews about Flash Boys is referring to some HFT practices as “legal front running”. By inserting the “legal”, he takes off the table any accusations of lawbreaking. Nevertheless, defenders of HFT seem to cling to legalistic definitions of “front running” in making […]
The Guardian comment piece on Michael Lewis’s Flash Boys and the HFT debate.
Summer undergraduate researcher Dylan Hurd created a video about his project on high-frequency trading.