Irene Aldridge has contributed a chapter on interaction of quantitative and non-quantitative (discretionary or human) investment managers in this groundbreaking new book on Financial Behavior published by Oxford University Press.
2017-05-22
Biography
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”
Schedule
Irene Aldridge is often invited to speak at conferences, corporate events and other content-driven gatherings. Fall 2021: Cornell University, Big Data in Finance Fall 2021: Cambridge University (UK), Big Data with Python for Finance Fall 2021: Cornell University, Python for Finance November 30, 2021: “Using AI to find value in flawed data”, International Association for Quantitative Finance (IAQF) November 30, 2021: Deeptech panel, Family Office Conference, Miami, Fl December 9, 2021: 9th Annual Big Data Finance Conference, New York, NY January 27, 2022: Emerging Tech panel, Sixth annual Kenan Institute Frontiers of Entrepreneurship Conference, Palm Beach, FL. For past events, please click here.
