University of Illinois
at Chicago
I am currently working with Fan Wang. In the past, I have had the pleasure to work with three PhD students.
  • Nordia Thomas is a financier who studies transactions taxes and market microstructure.
  • Jin Zhang is a financial econometrician who studies ultra-high frequency volatility estimation.
  • David St. John is a statistician who studied technical analysis and ways to compare if a strategy works or is merely spurious.
  • Bonifacio "J.R." Ruñez is an undergrad who graduated in 2010 and is taking more math before applying to PhD programs. He did as well as the PhD students in my courses while simultaneously working on the trading floor of the CME. I suspect he will make an excellent graduate student.
  • Sofia Tecle is a junior who started out as an engineer. She has a perfect background and has also expressed interest in applying to PhD programs.

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