Irene Aldridge is an internationally-recognized quantitative and Big Data Finance researcher, Adjunct Professor at Cornell University and President and Managing Director, Research, of AbleMarkets, a Big Data for Capital Markets company. Prior to AbleMarkets, she designed and ran high-frequency trading strategies in a $20-million cross-asset portfolio. Still previously, Aldridge was, in reverse order, a quant on a trading floor; in charge of risk quantification of commercial loans; Basel regulation team lead; technology equities researcher; lead systems architect on large integration projects, including web security and trading floor globalization. Aldridge started her career as a software engineer in financial services. Irene is a co-author of “Big Data Science in Finance”
Irene Aldridge is often invited to speak at conferences, corporate events and other content-driven gatherings. March 10, 2021: Noise in Big Data Analysis, Thalesians March 31, 2021: Henlow Women in Quant Finance Panel, panelist June 16, 2021: “Beyond Machine Learning: Big Data Models as a Profitable Paradigm in Finance”, http://www.Qwafaxnew.org June 24-25, 2021: “Algorithmic & High Frequency Trading Strategies” workshop, Risk Management and Trading Conference, Riskmathics For past events, please click here.