Jalex Stark

I consider myself a theorist in the broad sense: I like to consider compelling-but-vaguely-specified problems, find formal statements that carry some of their essence, and then attack the formal questions with the tools of mathematics, computer science, physics, philosophy, etc. In my current work on algorithmic trading, I'm learning to add computers and data to this picture. This is slow-going.

I'm currently a quantitative researcher at Jane Street Group. I consider myself an effective altruist.

I was formerly a graduate student in the CS theory group at UC Berkeley, advised by Umesh Vazirani.

Before that, I was an undergrad at Caltech, advised by Thomas Vidick.

Here is a CV, updated August 2019.

Here is my blog, last used when I was an undergrad.

Email: jalex at cs dot berkeley dot edu

       
Personal Info

My first name rhymes with the more common "Alex". In particular, my name is not pronounced like "Jay-lex". My given name is "Jacob Alexander Stark", and this is reflected in some of my official records. Etymologically, my first name is a contraction of my given first and middle names.

I don't like playing masculine roles or being identified as a man. If you refer to me with pronouns "they" and "them," I'll be more comfortable around you than if you refer to me with pronouns "he" and "him". I won't remind you of this unless we have a conversation about it. 

I accept anonymous feedback here. I especially appreciate being told that some specific actions I've taken are likely to hurt people. I'm worse than average at noticing and interpreting social cues.

Research Questions

I spend most of my days working on specific (proprietary) instances of the general problem "design and enact decision procedures that identify market inefficiencies as well as possible, measured in terms of maximizing the ratio (expected value in dollars of trading against the inefficiency) / (amount of human time required to find the inefficiency and execute the trades).

Accordingly, I'm very interested in questions about 

Outside of algorithmic trading, I'm interested in finding structural changes to collaboration that accelerate the pace of scientific research. Some of my favorite things in this space include

I used to participate in academic computer science. The following legacy bullets were written in that time. 

Here are questions which I think are morally relevant and where theorists may be able to make significant contributions:

My favorite "big" open questions inside of academic computer science include:

Papers

You can also see these on my google scholar profile.

Mathematical Notes 
Frequently Recommended Resources

For thinking in general

For doing theory

Diversions