Jeffrey Bacidore

Jeff Bacidore, was the Head of Algorithmic Trading at both Goldman Sachs and ITG (now Virtu), the Head of Research and Consulting in Credit Suisse's Advanced Execution Services (AES) group, and Head of Research at the New York Stock Exchange. Jeff began his career as a visiting Assistant Professor of Finance at the University of Michigan Ross School of Business, and taught in the Undergraduate and Executive Education Programs at the Indiana University Kelley School of Business. More recently, Jeff was invited to teach (remote) courses in quantitative methods in the MSF program at the University of Notre Dame Mendoza School of Business, covering both traditional quantitative analysis as well as modern machine learning techniques.

Jeff has over 20 years of experience in algorithmic trading and quantitative finance across multiple asset classes. He has designed and implemented algorithms ranging from low latency, machine learning-enhanced smart routers through multi-asset, multiday portfolio trading algorithms.

In addition, he has created cutting-edge trading analytics and models that use both traditional statistical methods and machine learning techniques. His research has been presented at the NYSE, Nasdaq, SEC, and numerous professional and academic conferences and featured in leading business publications including the Wall Street Journal, Bloomberg, and The New York Times. Jeff has also testified before the U.S. House of Representatives on market structure issues. His written work has been published in numerous academic and practitioner journals. His new book Algorithmic Trading: A Practitioner's Guide is available now on Amazon and Apple Books.

Jeff has a B.A. in Economics from Knox College, and M.S. and Ph.D. degrees in Finance from Indiana University. While a junior at Knox College, Jeff was named a University of Chicago Business Fellow and attended the University of Chicago's Booth Graduate School of Business prior to completing his undergraduate degree. Jeff also received a Ford Foundation Fellowship for his research into equity market trading.

Jeff currently lives in Manhattan with his wife and two children.

Education

• PhD, M.S. Indiana University - Kelley School of Business
• B.A. Knox College
• The University of Chicago Booth School of Business

Companies

• Founder & President The Bacidore Group, LLC (2017)
• Author Algorithmic Trading: A Practitioner's Guide (2020 — 2020)
• Algorithmic Trading, Trading Research, and Execution Consulting - AES Credit Suisse (2016 — 2017)
• Head of Risk, Fundamental Equities Citadel LLC (2015 — 2016)
• Managing Director, Head of Algorithmic Trading ITG (2011 — 2014)
• Managing Director Goldman Sachs (2001 — 2011)
• Director, Research New York Stock Exchange (1998 — 2001)
• Visiting Assistant Professor University of Michigan, Ross School of Business (1997 — 1998)
• Consultant Independent (1995 — 1998)

Skills

• Hedge Funds
• Quantitative Finance
• Market Microstructure

Other

Trading Systems, Trading Strategies, Algorithms, Equity Trading, Electronic Trading, Equities, Trading