I leverage my expertise in large-scale data analytics to help clients solve complex questions related to conduct in financial markets, with a focus on derivatives trading and securities and commodities markets. I have extensive experience analyzing limit order book and trade datasets (such as Tick Data, CME Datamine, etc.), audit log data, position data, and other proprietary trade and order flow systems, including high-frequency trading (HFT) data. I have helped guide clients through litigation related to a variety of alleged misconduct, including manipulative short-selling, cornering the market, index manipulation, and alleged violations of the Dodd-Frank Act, among others. I also have experience evaluating portfolio performance and designing advanced damages models.
I have helped prepare expert testimony and analysis in many major market manipulation inquiries, regulatory enforcement actions, and trading investigations by the CFTC, FERC, SEC, DOJ, FINRA, exchanges, and civil plaintiffs.
I hold a Bachelor of Science in mathematics from Duke University (summa cum laude) and a Master of Management Studies (MMS) from Duke University’s Fuqua School of Business. I am also a SAS® Certified Base Programmer.
Outside of work, I enjoy spending time with my family, running, cooking, and working on my bread baking skills!