Bogdan Mukhametkaliev

Duke University

Bogdan Mukhametkaliev is a Ph.D. candidate in Finance at the Fuqua School of Business, where he works on topics in macro-finance. Prior to joining the doctoral program at Duke University, he was a Predoctoral Fellow at the Energy Policy Institute at the University of Chicago. There, he worked with Dr. Michael Greenstone on projects related to energy demand in developing countries, renewables adoption, and estimating distributional effects of climate change. He received his B.S. in Mathematics and Economics from Brigham Young University, where he worked on research projects at the Marriott School of Business and Information and Decision Algorithms Laboratories.

Articles by Bogdan Mukhametkaliev

Journal of Financial Market Infrastructures

Original research

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.

23 Feb 2026

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