Robinhood Trading Fees & Microprice : Sasha Stoikov of Cornell Financial Engineering Manhattan

Robinhood Trading Fees & Microprice

Sasha Stoikov is a Senior Research Associate at Cornell Financial Engineering Manhattan. Click here for my Cornell profile.

I love to solve math problems, especially when they have practical applications. Lately, I have been working on high-frequency trading and music recommendation algorithms.

What do these projects have in common? They use data – lots of it – to extract value. We live in a golden era of data. It’s terribly exciting. But on the other hand it doesn’t matter if you think it’s exciting or not; it’s what’s going to happen. Data, as the investors in Silicon valley say, will eat everything.

If you follow me on twitter, you can expect nuggets of wisdom like these:

The School of Operations Research and Information Engineering at Cornell is consistently placed among a handful of leading Operations Research programs worldwide. Our program fosters an intense collaborative research community in keeping with our history of academic excellence.

Cornell’s program in Operations Research and Information Engineering is a rigorous program with approximately 225 undergraduates, 90 Master of Engineering students, and 40 Ph.D. students. Students have received a variety of awards and recognition including for example, recognition from INFORMS and SIAM and fellowships from the Hertz FoundationNational Science FoundationNational Institutes of HealthNational Defense Science and EngineeringDepartment of the NavyDepartment of Energy, and IBM.

ORIE focuses on fundamental principles and methods but also uses contextual learning and design experiences to integrate the science with engineering. Our approach to engineering education, both graduate and undergraduate, emphasizes broad mastery of core areas of the discipline:

  • methods of optimization
  • applied probability modeling and statistical analysis
  • manufacturing systems design and operation
  • systems analysis and methodology.

We invite you to join us!

Robinhood Trading Fees & Microprice