- Full Name
- Michael Bommarito
- Nickname
- mjbommar
- Website
- http://www-personal.umich.edu/~mjbommar/
- About Me
- I am pursuing a career in quantitative research and modeling for financial and political systems. Currently, I am a Ph.D. at the University of Michigan studying Political Science. My B.S. was in Mathematics at the University of Michigan. I will also complete an M.S.E. in Financial Engineering in April 2011.
I am very experienced in presenting and communicating complex ideas. I have presented mathematical, financial, and political research to over 20 different groups around the world, including students, academic institutions, government agencies, and industry members.
My research has been featured on Seeking Alpha, the Financial Times, the New York Times, Zero Hedge, Abnormal Returns, Marginal Revolution, and Wired Magazine. I have publications in Quantitative Finance, Physica A, and various law reviews.
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Paper: I. Mastromatteo, M. Marsili, P. Zoi. Financial correlations at ultra-high frequency: theoretical models and empirical estimation | November 5, 2010
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Notes on Official Fed Statement on QE2 | November 3, 2010
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Paper: W. Yan, R. Woodard, D. Sornette. Leverage Bubble. |
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Michigan Graduate Employee Organization (GEO) Bargaining Platform vs. Michigan Unemployment Rate, Per Capita Income | November 1, 2010
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POMO strategies have not outperformed the S&P 500 YTD 2010 |
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Image: High-Frequency Boardrooms (HFB), circa 1980s | October 31, 2010
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Paper: J. Brogaard. High Frequency Trading and its Impact on Market Quality |
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Krugman suggests abandoning property rights and contract enforcement would “solve the problem” | October 30, 2010