Kevin T Webster, PhD
Teaching
I'm passionate about teaching. It's a fantastic way to give back to the community while pushing yourself to simplify and distill complex issues into their core components.
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Furthermore, I've had the privilege to work with and mentor over a hundred bright minds at Princeton, Imperial, Fordham, and Columbia.
Courses To Date
Columbia University
GR5440, Price Impact and Applications to Algorithmic Trading (~60 students)
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The course covers price impact models, trading algorithms, and causal inference for live trading experiments. Students use kdb+/q to implement back tests and estimate price impact models on high-frequency data.
Fordham University
M890 Market Impact Models (~15 students)
The course covers price impact models and applications to .
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Imperial College London
Algorithmic and High-Frequency Trading (~30 students)
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The course trains students to fit price impact models, implement trading strategies, and run back tests on
high-frequency data.
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Princeton University
ORF 474, High-Frequency Markets: Models and Data Analysis (~40 students)
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The course covers trading models and introduces students to high-frequency data and applications.
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Looking For Talent?
Contact me if you want to connect with any of the outstanding students I have had the pleasure of teaching.