High-Frequency Trading Models, + Website

GEWEI YE, PhD, teaches graduate-level courses on financial engineering, derivatives, and program trading strategies at Johns Hopkins University. Recently, he has released the Sentiment Asset Pricing Engine (SAPE), a Web-based strategy builder for algorithmic trading and high-frequency trading systems (http://sap.yeswici.com). Dr. Ye has been a senior architect or consultant for investment and technology companies such as CitiBank, T. Rowe Price, Federal Reserve Banks, and IBM. He has published about forty articles in peer-reviewed journals or conference proceedings and has been building financial models and computing systems for ten years. Dr. Ye earned a PhD degree from University of Tilburg, the Netherlands.