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High Frequency Trading: Mitigating Its Impact on Trading and Investing

Speaker Profiles

Allison Bishop is a quantitative researcher at IEX Group, Inc. She is also an Assistant Professor of Computer Science at Columbia University, where her research focuses on cryptography and distributed computing. She is a recipient of a NSF Career Award and was previously featured on the Forbes 30 under 30 list for Science and Healthcare. She has a Ph.D. in computer science from the University of Texas at Austin, a masters in mathematics from the University of Cambridge, and a bachelor’s degree in mathematics from Princeton University.

Brian Domitrovic is author most recently of “JFK and the Reagan Revolution: A Secret History of American Prosperity” (2016), co-authored with Larry Kudlow of CNBC television. His other books include the standard history of supply-side economics Econoclasts (2009) and the standard document collection of the economist Arthur Laffer, The Pillars of Reaganomics (2014).  He has written for The Wall Street Journal and Investor’s Business Daily and has appeared frequently on television and radio, from The Kudlow Report to Lou Dobbs Tonight to PRI’s The World. His biweekly column appears on Forbes.com.  Brian holds a Ph.D. in history from Harvard University, he is chairman of the department of history at Sam Houston State University, in 2015-16 he was the Visiting scholar in Conservative Thought & Policy at the University of Colorado, and he is senior associate at the Laffer Center for Supply-Side Economics. He lives in The Woodlands, Texas.

Aaron Goldenberg is an independent quantitative consultant developing applications of TensorFlow for algorithmic trading. He holds degrees from Johns Hopkins and NYU in math and law and has worked previously with structured products groups on Wall Street as well as a number of hedge funds developing algorithmic trading strategies.  Firms include Sakura Global Capital, Societe Generale, Galleon Group, and Bridgewater Associates.

Daniel Kowal graduated with a Ph.D. in the Department of Statistical Science at Cornell University, and worked with David Ruppert and David Matteson. He develops innovative statistical methodology for massive data sets with complex dependence structures, including time series, functional, and spatial data. His motivating applications are drawn from open questions in finance, economics, neuroscience, and biomedical engineering. Beginning in the fall, Dan will be joining the Rice University Department of Statistics as an assistant professor.

Lynn Lewis has been involved in the financial service industry for 37 years. For the last 25 years she specialized in REITS (US), and Property Companies (Europe). She established the only dedicated REIT trading desk in the US; and a dedicated property trading desk in London for Green Street Advisors, Inc., of which she was a founding member. She served on a special task force for NAREIT (National Association of Real Estate Investment Trusts). This committee analyzed the volatility of REITS in the formation of levered ETF’s. It submitted a paper to the SEC and was instrumental in eliminating proposed levered ETF’s. Ms. Lewis currently serving on several Boards of Directors, including the Dallas Film Society, Holy Trinity Catholic Church, and the British Film Institute (BFI) London.  Her hobbies include travel, blogging, and being a Dive Master.  She graduated with a BA in Drama from the University of Houston.

Sheri Markose is a Professor of Economics at the University of Essex and has a Ph.D. from the London School of Economics. She was a Senior Consultant (2011-2015) at the Financial Stability Unit of the Reserve Bank of India where she oversaw the financial network project for systemic risk management. She was founder Director (2002-2009) of the multidisciplinary Centre for Computational Finance and Economic Agents, which pioneered a postgraduate curriculum in Economics and Finance that uses agent-based modelling and complexity economics. Following the 2011 IMF project Sheri did on Systemic Risk from Global Financial Derivatives Markets using network analysis, in 2013, she was appointed as an academic advisor to the G20 OTC Derivatives Coordination Group of the BCBS and FSB for the Macroeconomic Impact Assessment of OTC Derivatives Regulatory Reforms (MAGD).  Sheri has been a member of the European Science Foundation Review Panel in the area of socio-economic risks since 2014. Her recent publications include systemic risk analytics for financial networks, macro-net models for macro-prudential policy, risk modelling using extreme value theory and on arms races and protean behaviours in Complex Adaptive Systems.  Her recent work on How do Digital Agents Innovate?,  highlighting the role of the Gödel sentence to produce Type 4 dynamics in the Wolfram-Chomsky schema has been called ‘exciting’ by Noam Chomsky.

John Ramsay is Chief Market Policy Officer at IEX Group, Inc.  He has 28 years’ experience in positions that concern the regulation and oversight of securities markets and intermediaries. While at the SEC since 2010, John led the staff’s response to numerous significant market events, its participation in global regulatory initiatives, the development of new analytical tools for equity market oversight, and the proposal for Regulation SCI. He also led SEC efforts to implement significant elements of the Dodd-Frank Wall Street Reform and Consumer Protection Act, including the Volcker Rule and derivatives reform rules. From December 2012 to February 2014, John oversaw the Division of Trading and Markets, the group responsible for regulating broker-dealers and self-regulatory organizations, such as securities exchanges and FINRA. Previously, he worked in senior roles at the Commodity  Futures Trading Commission and the National Association of Securities Dealers (now FINRA), as a partner at the law firm of Morgan Lewis & Bockius, and as a Deputy General Counsel at Citigroup Global Markets. As Chief Market Policy Officer at IEX, he oversees the development of market structure policy positions, the company’s engagement with governmental and regulatory authorities on these issues, and the company’s participation in various exchange committees.

Joseph Saluzzi is partner, co-founder and co-head of equity trading of Themis Trading LLC, a leading independent agency brokerage firm that trades equities for institutional money managers and hedge funds. He is also the co-author of Broken Markets — How High Frequency Trading and Predatory Practices on Wall Street are Destroying Investor Confidence.  Mr. Saluzzi is a frequent speaker at industry conferences on issues involving market access, algorithmic trading and other sell- and buy-side concerns. He has provided expert commentary for media outlets such as CBS’s 60 Minutes, BBC Radio, Bloomberg Television & Radio, CNBC, Fox Business, BNN, The New York Times, The Wall Street Journal, USA Today, Reuters, Associated Press, Los Angeles Times and Bloomberg News. Mr. Saluzzi also has authored articles for Traders Magazine, Dow Jones and Journal of Investment Compliance. Prior to Themis, Mr. Saluzzi headed the team responsible for equity sales and trading for major institutional accounts at Instinet Corporation for more than nine years. He graduated from the University of North Carolina at Chapel Hill with an MBA in Finance and received a Bachelor’s Degree in Finance from New York University.

Cameron Smith is President of Quantlab Financial, a Houston based quantitative technology and trading company. Prior to joining Quantlab, Mr. Smith served as Executive Vice President and General Counsel of Instinet Incorporated, an institutional agency broker.  Mr. Smith’s other professional experiences include serving as Chief Strategy Officer for INET ATS, Inc. and General Counsel for the Island ECN where he was deeply involved in many of the key regulatory debates and technological changes that shaped the current equity market structure.  In addition, Mr. Smith worked for 5 years at the United States Securities and Exchange Commission in the Division of Market Regulation and in Romania and Moldova on capital market development projects funded by USAID.  Mr. Smith received his Juris Doctorate in 1991 from the Seattle University School of Law.

William H. Sirakos is senior executive vice president and chief economist for Cullen/Frost Bankers Inc.  In this role, he is responsible for the bank’s Capital Markets Division, which includes the Funding Desk, Fixed Income Sales and Trading, Custody Services and Public Finance Underwriting.  He also oversees the management of Frost’s $12.0 billion fixed income investment portfolio and is responsible for the interest rate risk management of Frost’s balance sheet.  As the company’s Chief Economist, Bill is also charged with following and predicting trends in the nation’s economy and their potential impact on Frost.  Bill has been with Frost since 1996, having begun his career with the U.S. Comptroller of the Currency in 1974, and joining First Union Corporation in 1981.