Difference between revisions of "Elaine Wah"

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Elaine Wah, PhD, is a New York-based exchange executive. She is in market quality with [[IEX Group, Inc.]], conducting research and doing surveillance of market quality in the equity markets.<ref>{{cite web|url=https://marketsmedia.com/trading-up-iex-hires-surveillance-pro-citadel-grabs-etf-sales-pro/|name=TRADING UP: IEX Hires Surveillance Pro; Blythe Masters Moves Within Santander|org=Markets Media|date=June 2, 2017}}</ref><ref>{{cite web|url=https://marketsmedia.com/iex-sets-regulatory-regime-framework/|name=IEX Builds Market Quality Framework|org=Markets Media|date=June 2, 2017}}</ref>
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Elaine Wah, PhD, is a New York-based exchange executive. She is head of quantitative research at [[IEX Group, Inc.]], which operates the Investors Exchange (IEX).<ref>{{cite web|https://www.businesswire.com/news/home/20181207005037/en/IEX-Appoints-Dr.-Elaine-Wah-Head-Quantitative|name=IEX Appoints Dr. Elaine Wah as Head of Quantitative Research|org=IEX press release via Businesswire|date=December 7, 2018}}</ref>  She was promoted to that role in December of 2018, after having worked in market quality with IEX Group, conducting research and doing surveillance of market quality in the equity markets.<ref>{{cite web|url=https://marketsmedia.com/trading-up-iex-hires-surveillance-pro-citadel-grabs-etf-sales-pro/|name=TRADING UP: IEX Hires Surveillance Pro; Blythe Masters Moves Within Santander|org=Markets Media|date=June 2, 2017}}</ref><ref>{{cite web|url=https://marketsmedia.com/iex-sets-regulatory-regime-framework/|name=IEX Builds Market Quality Framework|org=Markets Media|date=June 2, 2017}}</ref>
  
 
With colleagues at IEX, Wah wrote a white paper titled "A Comparison of Execution Quality across U.S. Stock Exchanges."<ref>{{cite web|url=https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2955297|name=A Comparison of Execution Quality across U.S. Stock Exchanges|org=SSRN|date=June 2, 2017}}</ref>
 
With colleagues at IEX, Wah wrote a white paper titled "A Comparison of Execution Quality across U.S. Stock Exchanges."<ref>{{cite web|url=https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2955297|name=A Comparison of Execution Quality across U.S. Stock Exchanges|org=SSRN|date=June 2, 2017}}</ref>

Latest revision as of 13:17, 7 December 2018

Marquette Partners.jpg
Elaine Wah, PhD.
ElaineWah.jpg
Occupation IEX Group, Inc.

Market Quality

Employer IEX Group, Inc.
Location New York
LinkedIn Profile
Website www.iextrading.com
Blog http://www.elainewah.com/

Elaine Wah, PhD, is a New York-based exchange executive. She is head of quantitative research at IEX Group, Inc., which operates the Investors Exchange (IEX).[1] She was promoted to that role in December of 2018, after having worked in market quality with IEX Group, conducting research and doing surveillance of market quality in the equity markets.[2][3]

With colleagues at IEX, Wah wrote a white paper titled "A Comparison of Execution Quality across U.S. Stock Exchanges."[4]

In her doctoral studies, Wah estimated the potential annual profit from "latency arbitrage" on the S&P 500, a trading tactic at the heart of Michael Lewis' claim in his book "Flash Boys" that markets are rigged, at about $3 billion.[5][6]

Background

Wah held several intern positions before joining IEX, including at the U.S. Securities and Exchange Commission in Washington, DC and with Microsoft. She was also an intern analyst with Citigroup and the University of Michigan and UCLA.[7]

Education

She holds a bachelor of science from the University of Illinois in electrical engineering, a masters of science from UCLA in computer science and a PhD in computer science and engineering from the University of Michigan. Her doctoral thesis was titled "Computational Models of Algorithmic Trading in Financial Markets."[8][9]

MarketsWiki Education

Wah participated in the MarketsWiki Education World of Opportunity series in New York in July off 2017.

References

  1. [{{{url}}} IEX Appoints Dr. Elaine Wah as Head of Quantitative Research]. IEX press release via Businesswire.
  2. TRADING UP: IEX Hires Surveillance Pro; Blythe Masters Moves Within Santander. Markets Media.
  3. IEX Builds Market Quality Framework. Markets Media.
  4. A Comparison of Execution Quality across U.S. Stock Exchanges. SSRN.
  5. Potential profit from U.S. 'latency arbitrage' trading may be $3 billion -study. Reuters.
  6. NYSE Deal for National Stock Exchange May Fuel New Trading Approaches. StocksTrade.com.
  7. Links. ElaineWah.com.
  8. Computational Models of Algorithmic Trading in Financial Markets. Elaine Wah.
  9. Michael Lewis says the market's rigged. But his 'Flash Boys' rigged themselves. The Guardian.