Val Prasad

Adjunct Professor Cornell University

Dr Val Prasad is an adjunct professor at the Department of Operations Research and Information Engineering at Cornell University. He was most recently the Head of Execution Research at ExodusPoint Capital Management and was responsible for the research and development of algorithmic execution models, the implementation of trade execution strategies and the evaluation and optimization of transaction costs. Dr Prasad has over 13 years of quantitative trading and modeling experience, having worked at Schonfeld Strategic Advisors, LLC., Prediction Company, WorldQuant, LLC., and Credit Suisse Securities. He has designed, built, traded and managed all aspects of automated trading systems as well as built out a research and forecasting framework which enables researchers to develop new trading algorithms collaboratively and efficiently. Dr Prasad graduated magna cum laude with a B.A. in Physics from Cornell University and a Ph.D. from the University of Chicago. He has published over 40 papers in refereed scientific journals and has won several international awards for his work. Dr Prasad was also a member of the Supernova Cosmology Project which was awarded the Nobel Prize in Physics in 2011.

Conference Day Two: July 1 2020

Wednesday, July 1st, 2020

4:20 PM Panel: Large scale application of ML for microstructure analysis

- Understanding what systematic signals or information is contained in microstructure data
- Assessing preliminary microstructure analysis and liquidity