Felipe Cersosimo

Applied Data Science in Cambridge, MA

Radical fluctuations in stock prices result from interactions within a complex self-organizing system of economic agents. Since the financial crisis of 2008, there has been an increased reliance on financial modeling and algorithmic trading in equity portfolio management. Under pressure to maximize absolute returns, attenuate risk and cut costs, asset management firms have begun to look with increasing attention at high-frequency quantitative techniques. Thus, the diffusion of quantitative methods in asset allocation has grown exponentially over the past half-decade. Yet drops in overall trading volume have made it harder for the traders who rely on such high-frequency techniques. Moreover, traditional investors have adopted similar algorithmic strategies, a trend which some believe to have levelled the playing field. My research focuses on psychological influences on market fluctuations in order to develop a new understanding of the effects of high-frequency trading and the resultant implications for investment decision making and strategic asset allocation.

  • Education
    • HARVARD UNIVERSITY
    • THE GEORGE WASHINGTON UNIVERSITY
    • THE UNIVERSITY OF TEXAS AT AUSTIN