Stanford University · MS&E
I study how technology is transforming
the design of financial markets.
I am an Assistant Professor in the Department of Management Science & Engineering at Stanford University. My research focuses on market microstructure, decentralized finance (DeFi), and the application of AI to financial decision-making.
My work has been published in the Review of Financial Studies and the Journal of Financial Economics, and has informed policy discussions at the Federal Reserve, the SEC, and the Bank for International Settlements.
Before Stanford, I was a quantitative systematic trader at Susquehanna International Group, where I led efforts to build systematic trading and market-making strategies for DeFi from the ground up. I hold a Ph.D. in Operations Research from Columbia University (advised by Agostino Capponi) and a B.S. and M.A. in Mathematics from UCLA.
As new technologies reshape finance, I study how to redesign markets to be more efficient, fair, and accessible. I also work on giving decision-makers—human or AI—rigorous frameworks to navigate these evolving systems.
What I Believe
AI will automate financial decisions, but today's systems either refuse to advise or blow up with reckless leverage. The solution is scientific financial modeling as guardrails — give the AI a framework and handcuffs.
Distributed ledger technology will become the infrastructure of finance. Programmable compliance, tokenized real-world assets, automated settlement — when real capital and ordinary people operate on this infrastructure, DeFi stops being a niche and becomes finance.
Laws say you own your data, but enforcement requires technology — TEEs, zero-knowledge proofs, cryptographic verification. When privacy is technologically guaranteed, data becomes a tradeable financial asset.
How trades happen. Price discovery, liquidity provision, and the design of more efficient trading systems.
How programmable markets work. AMM design, MEV dynamics, L2 sequencing, and mechanism design for decentralized systems.
How AI agents interact with markets. Understanding when they fail, when they refuse, and how to design systems that get delegation right.
Foundations of DeFi, blockchain technology, and their economic implications. Undergraduate and graduate.
Cutting-edge research in mechanism design, market microstructure, and protocol economics. Graduate seminar.
PhD Student, Stanford ICME
Market microstructure on blockchain-based trading venues. On-chain data analysis and trader behavior classification.
B.S. & M.S. Mathematics, ETH Zurich
Website →Blockchain economics research. Funded by Input Output Global.
MEV and market microstructure.
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