Expertise DescriptionI am a skilled finance expert witness with more than three decades of experience. My areas of expertise include algorithmic trading strategies; arbitrage strategies; asset allocation; execution algorithms; flow internalization; high frequency; investment performance; long-term asset management; order-price-impact modeling; post-trade analysis; pricing engine trading strategy creation, development and implementation; short term pricing engine development and prediction; and statistical arbitrage trading risk analysis. I have experience teaching at the university level and have been published in national and international peer-reviewed publications. I have prior experience offering deposition and consultations as a statistician expert witness.
Areas of Expertise
|Ph.D.||Finance||Baruch College/City University of New York|
|M.Sc.||Statistics Technion||Israel Institute of Technology|
|B.A.||Economics and Statistics||Haifa University – Israel|