Ashok Margam

Ashok Margam is a Term Assistant Professor within the Finance Area in the Costello College of Business at George Mason University. Before that, he was a Visiting Assistant Professor at Saint Joseph’s University in Philadelphia. He had been a Commodity Futures Trading Commission (CFTC) regulated and National Futures Association (NFA) registered Commodity Trading Advisor (CTA) for more than a decade before switching into academia.

Dr. Margam has a broad and deep professional experience spanning Silicon Valley and Wall Street, both in start-up and corporate environments. He is a hands-on coder, derivatives trader (Equity Indices, Currencies and Commodities - Futures and Futures Options), and a passionate teacher.   

Education

• DBA: University of Florida, Gainesville, FL
• MBA (Finance & Entrepreneurship): Columbia Business School, Columbia University, New York, NY
• MTech (Computer Science): Jawaharlal Nehru Technological University, Hyderabad, India 

Research Interests

• Market Microstructure and Quantitative Trading: Intraday Medium-frequency Trading, Hi-frequency Trading, Temporal Volatility Clusters, Derivative Pricing, Artificial Intelligence and Machine Learning
• Market Efficiency: EMH, AMH, Calendar Anomalies, Cognitive Biases, Impacts of Exogenous Events
• Socially Responsible Investing: Impact Investing, ESG Investing, ESG Ratings
• Modern Portfolio Theory: Inter-asset-class Diversification, Intra-asset-class Diversification, Temporal Diversification
• Market Regulation: Impact of Financial Market Regulation on the markets
• International Financial Markets: Cross-country and Inter-market correlations, Foreign Exchange Markets

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