I am a Financial Economist in the Division of Economic and Risk Analysis at the U.S. Securities and Exchange Commission. Prior to joining the SEC, I was a Graduate Fellow at the Santa Fe Institute, a Postdoctoral Research Fellow at the University of Technology, Sydney, and most recently, a Senior Research Fellow in the Said Business School at the University of Oxford.
Currently, I am researching the origin of statistical arbitrage and high-frequency trading in financial markets and the nature and cause of extreme price movements in economic systems (such as stock market crashes). In addition, I am interested in finding ways to monitor and mitigate systemic risk in the financial sector.
I've also spent time trying to understand the (sometimes strange) consequences of many worlds, i.e., of living in a "big universe."