B. Ross Barmish
University of Wisconsin
B. Ross Barmish is an Emeritus Professor of Electrical and Computer Engineering (ECE) at the University of Wisconsin, Madison, where he previously served as a full-time faculty member from 1984 to 2019. In addition to his academic activities, his consulting company, Robust Trading Solutions, LLC, concentrates on stock trading problems of interest to practitioners. From 2019 to 2023, he held an appointment as Research Professor at Boston University. From 2001 to 2003, he served as Chair of the EECS Department at Case Western Reserve University while holding the Nord Endowed Professorship. Earlier in his career, he held full-time faculty positions in engineering at the University of Rochester (1978-1984) and Yale University (1975-1978). He received his bachelor’s degree in Electrical Engineering (EE) from McGill University and the M.S. and Ph.D. degrees, also in EE, from Cornell University. Throughout his career, Professor Barmish has served the IEEE Control Systems Society in many capacities. He is the author of the textbook “New Tools for Robustness of Linear Systems” and is a Fellow of both the IEEE and IFAC for his contributions to robust control. He received two consecutive Best Journal Publication Awards, each covering a three-year period, from the International Federation of Automatic Control and has given many keynotes and plenary lectures at major conferences. In 2013, he received the IEEE Control Systems Society Hendrik W. Bode Lecture Prize for contributions in the robust control area and his use of control-theoretic methods in the context of stock-trading algorithms.
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Articles by B. Ross Barmish
On profitability and maximum tolerable latency in the high-frequency trading of a microtrend anomaly
The authors characterize the potential profitability and speed required for the exploitability of a stock trend-length anomaly via a high-frequency trading, microtrend-following strategy.