Joel Sebold

Joel Sebold

Senior Data Scientist, Refinitiv Labs

About Joel

Joel is a senior data scientist at Refinitv Labs NYC, working the area of market microstructure and analytics for liquidity, fragmented markets, trading, and execution.

He earned his PhD from New York University in Physics, and has worked extensively in technology in financial industry for Merrill Lynch BofA, Bloomberg and now Refinitiv.

His main interests center on applying physical concepts to markets that have resulted in multiple articles describing fast measurements of current market volatility and correlation (eVol, eCorr), and is co-inventor the latter.

He is currently working on a suite of derived liquidity analytics as a product feed that uses limit order book data.

Posts by Joel