Anatoly Schmidt

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Background and Early Life


Dr. Anatoly (Alec) Schmidt holds Ph.D. in Physics. Alec has been working in financial industry since 1997. Currently Alec is Lead Research Scientist at Kensho. He is also an adjunct professor of Financial Engineering at Stevens Institute of Technology and at NYU School of Engineering. Alec was a visiting professor at Nanyang Polytechnic University and Moscow Financial University.

Life at Stevens

Ph.D. Students

Not Available

Master's Thesis Students

Not Available



Research Interests


Alec’s research interests include agent-based modeling of financial markets, market microstructure, quantitative investing theory, and algorithmic trading. His experience in these fields is reflected in multiple publications and two books: “Quantitative finance for physicists: an introduction” (Elsevier, 2004) and “Financial markets and trading: introduction to market microstructure and trading strategies” (Wiley, 2011).


Anatoly Schmidt
Adjunct Faculty