Reporter at The Wall Street Journal covering markets, trading technology and financial regulation.
The Quants follows Ken Griffin, Cliff Asness, Jim Simons and Boaz Weinstein through the August 2007 quant unwind and into 2008, showing how crowded factor positions liquidate against each other. Dark Pools traces the move from floor trading to automated matching and lays out the fragmented market structure that high-frequency firms operate inside.
2 books of their own