John Terry

Bridging the gap between theoretical market microstructure and live execution. My research deciphers the mechanics of institutional liquidity to help allocators build more resilient portfolios.

Chronology

2020 - Present. Lead Researcher, Financial Research Group. Publishing institutional-grade analysis on liquidity, macroeconomics, and quantitative finance.

2014 - 2019. Senior Economist, focused on macro-financial spillover effects and sovereign debt liquidity across emerging markets.

Core Research Domains

• Asset Pricing - evaluating risk premia through the lens of limit order book dynamics.
• Market Liquidity - quantifying the impact of trading venue fragmentation on price discovery.
• Quantitative Finance - building robust, testable models for institutional-scale allocators.