Based in Maryland, he works with customers around the globe to translate business and technical requirements into products that enable customers to improve how they access, manage and use data to generate insights for their Capital Markets business.

Kevin Webster is the author of the Handbook of Price Impact Modeling and teaches at Columbia University and Imperial College on topics such as price impact, algorithmic trading, and kdb. He has ten years of experience building large-scale, systematic, and model-driven frameworks for trading and has deployed algorithms for top-tier financial institutions such as Citadel, Deutsche Bank, and BNP Paribas. At KX CON [23], Kevin will share his experience leveraging kdb to estimate and run price impact models on high-frequency Nasdaq trading data from lobster.

Erin Stanton is a leader in the field of data science and big data and is known for her big energy which she brings to everything she does. With a wealth of experience spanning over 15 years in the industry, she presently serves as the head of Virtu’s Analytics Global Client Support team. Erin is a fervent advocate for all things automation, AI and machine learning and data visualization related. Beyond her daily duties, Erin actively supports the inclusion of women in data science and leads Virtu’s Women in Data Science conference annually. Erin earned her undergraduate degree in Computer Science and Economics from Lehigh University and holds a Master’s degree in Information and Data Science from UC Berkeley. 

Conor (he/him) is a Research Scientist at NVIDIA working on array programming models and languages. He is extremely passionate about programming languages, algorithms and beautiful code. He is the founder and organizer of the Programming Languages Virtual Meetup, he has a YouTube channel and is the host of three podcasts: 

• ArrayCast (a podcast about array languages) 
• ADSP (a podcast about algorithms, programming languages and more)
• RUN FOR THE FUN OF IT! (a running podcast) 

Conor is also an avid conference speaker. You can find all of Conor’s conference talks and podcast appearances (on other podcasts) here. 

Dr Val Prasad is the founder of Anthill Investment Technologies, a financial technology start-up focused on providing technology solutions to quantitatively-driven investors and investment institutions in the digital asset space. He is also the principal of Anthill Advisors, a boutique consulting firm which specializes in providing clients with portfolio management, systematic trading and trade execution research solutions in traditional finance and cryptocurrency spaces.   Prior to this, Dr Prasad was the Head of Execution Research at ExodusPoint Capital Management and Schonfeld Strategic Advisors, and a portfolio manager at WorldQuant LLC.  He has over 16 years of quantitative trading and modeling experience, having worked on both the sell- and buy-side in execution research and portfolio management.  Dr Prasad is also an adjunct professor at Cornell University where he taught a graduate-level course titled “Quantitative Portfolio Management: From Model to Market”.  

Dr Prasad graduated magna cum laude with a B.A. in Physics from Cornell University and a Ph.D. in Physics from the University of Chicago.  He has published over 40 papers in refereed scientific journals and has won several international awards for my work.  Dr Prasad was also a member of the Supernova Cosmology Project, which was awarded the Nobel Prize in Physics in 2011. 

Data Acquisition, Analysis & Insights Architect / Senior Manager PIMCO.

Citadel LLC.

Aaron Davies is a Vice President in the Fixed Income Division at Morgan Stanley, where he manages a data team handling market, reference, and collateral data for a variety of fixed income products. Aaron has been at Morgan Stanley since 2009; before that, he worked on equity KDB+ systems at Tudor Capital Singapore and Bank of America. Aaron holds a BS in Computer Engineering from Columbia University and an MS in Computer Science from the University of Louisville.

Phineas Porter is a Software Developer at Jump Trading. Previously, he held roles in quant research and technology at UBS and Citibank. He graduated from Columbia University in 2014 with a degree in Operations Research.

Peter has spent over 20 years driving change at the intersection of technology and complex business problems. At STAC, Peter’s mission is to leverage this experience to guide the continued rapid growth of the STAC community.

His key roles prior to STAC include CTO of Allston Trading, developing and supporting multi-asset, low latency trading systems; Co-founder of 12Sided Technology, which developed high-throughput network data capture and analytics; and Head of Electronic Markets Strategy and Development at Dealerweb. Peter has a BA in English and a MS in Computer Science from Loyola University Chicago.

Nataraj Dasgupta is the VP of Advanced Analytics at Syneos Health, a global Clinical Research Organisation (CRO) that has helped develop 92% of novel new drugs approved by the FDA in the past 5 years.

Nataraj was a founding team member of RxDataScience, a Healthcare AI/ML startup, which was acquired by Syneos in 2021. Using kdb+, RxDataScience deployed enterprise-scale solutions at some of the world’s largest pharmaceutical companies.

At KXCON[23] Nataraj will share his real-world experience and the technical and business nuances of how kdb+ enabled him and the founding team to create competitive analytics products and establish a highly successful global startup from inception to exit.

Nick Psaris is a trading strategist with over two decades of experience building automated option market making and equity statarb backtesting and trading systems as well as data and analytic platforms. He is a CFA charterholder and holds a Masters in Computational Finance (MSCF) from the Tepper School of Business at Carnegie Mellon University.

Nick wrote “Q Tips: Fast, Scalable and Maintainable Kdb+” based on his years of practical experience developing production trading systems in q. His second book, “Fun Q: A Functional Introduction to Machine Learning in Q”, uses the expressive q language to guide readers through implementing twelve machine learning algorithms from scratch.

Nick is currently an adjunct professor for the Market Microstructure and Algorithmic Trading class at Carnegie Mellon’s MSCF program and a Managing Director in the Central Risk Book of a top-tier American investment bank.

Ashok Reddy joined as Chief Executive Office in August 2022. He has more than twenty years’ experience leading teams and driving revenue for Fortune 500 and private equity-backed technology companies. He spent ten years at IBM as Group General Manager where he led the end-to-end delivery of enterprise products and platforms for a diverse portfolio of global customers. In addition, he has held leadership roles at CA Technologies and Broadcom and worked as a special adviser to digital transformation company in the Digital AI we helped the senior leadership team devise the product and platform vision and strategy.

As chief growth officer James is responsible for driving strategic and operational initiatives to accelerate KX’s growth and for building the KX developer and user community across the world. He joined First Derivatives in 2009 and spent several years building front office trading and analytic platforms using KX technology, for many of the world’s largest financial institutions. He was subsequently appointed to several leadership positions including CTO and led the global expansion of the product and solution engineering teams through a combination of organic growth and the integration of strategic acquisitions. He holds an MSc in Quantitative Finance from the University College Dublin.