What’s New

Could there be a Sharpe Ratio for Cyber Risk?

What if speed could be liquid?



Joint with David Cimon (WLU) and Ryan Riordan (Queen’s).

Joint with Katya Malinova (McMaster). 2013 WFA paper.

Where You Can Find Me

Canadian Economics Association Annual Meeting

Attending (maybe presenting at?) the annual CEA Conference.

Sydney Seminar Tour

Presenting Liquid Speed: On-demand Fast Trading at Distributed Exchanges at the University of Sydney, University of Technology Sydney, and the FIRN Sydney Microstructure Conference.

Selected Awards and Grants

SSHRC Insight Development Grant

Does it Pay to be Secure? Cyber Risk and the Competition for Clients in Financial Markets (joint with David Cimon)

SSHRC Connection Grant

Bank of Canada – Wilfrid Laurier Market Structure Workshop (joint with Andriy Shkilko)

SSHRC Insight Development Grant

Financial Information Acquisition and Dissemination in a High Frequency World

NASDAQ OMX and CQA Doctoral Tutorial Best Paper Prizes

Awarded for (now-titled) Price Improvement and Execution Risk in Lit and Dark Markets.

Current Courses