Mathematician Irene Aldrige on her book Big Data Science in Finance

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Irene Aldridge is a quantitative Big Data researcher, author and educator. Aldridge is a Visiting Professor in Mathematical Finance at Cornell University and President and Managing Director, Research, of, a Big Data for Capital Markets company. She was named to the Forbes’ Top 40-Over-40 Women’s List in 2017. Previously, Aldridge designed and ran high-frequency trading strategies in a $20-million cross-asset portfolio at Able Alpha Trading, LTD. Still previously, Aldridge was, in reverse order, a quant on a trading floor; in charge of risk quantification of commercial loans; Basel regulation team lead; technology equities researcher; lead systems architect on large integration projects, including web security and trading floor globalization. Aldridge started her career as software engineer in financial services.

Aldridge holds a BE in Electrical Engineering from Cooper Union, and MS in Financial Engineering from Columbia University, and an MBA from INSEAD. In addition, Aldridge studied in two PhD programs: Operations Research at Columbia University (ABD) and FInance (ABD).

Aldridge is the author of multiple academic papers and several books. Most notable titles include “Real-Time Risk: What Investors Should Know About Fintech, High-Frequency Trading, Flash Crashes” (co-authored with Steve Krawciw, Wiley, 2017)“High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems” (2nd edition, translated into Chinese, Wiley 2013), and “The Quant Investor’s Almanac 2011: A Road Map to Investing” (Wiley, 2010). Her recent academic publications include “ETFs, High-Frequency Trading and Flash Crashes” (Journal of Portfolio Management, 2016), and “High-Frequency Runs and Flash Crash Predictability” (Journal of Portfolio Management, 2014).

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