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Richard Philip

B.Eng (Hons 1) B.Com PhD Sydney

Rm 433
H69 - Economics and Business Building
The University of Sydney
NSW 2006 Australia

Telephone +61 2 9034 0578


Richard commenced as a Lecturer at the University of Sydney in 2013. He received his PhD in Finance from the University of Sydney and holds a Bachelor of Engineering (Hons 1) and Bachelor of Commerce (majoring in Finance and Econometrics). Prior to joining Sydney University he worked at various investment banks as a quantitative prop trader with a particular focus on high frequency trading. He also spent time developing systematic trading strategies in a hedge fund.

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Conference Paper/s

Kwan A and Philip R 2015 'High-frequency trading and execution costs', Centre for International Finance and Regulation (CIFR) Conference: The Design and Regulation of Securities Markets, Sydney, Australia, 12th August 2015

Malloch H, Philip R and Satchell S 2015 'Biased time-series estimates of beta in the CAPM', 22nd Annual Conference of the Multinational Finance Society, Halkidiki, Greece, 1st July 2015

Kwan A and Philip R 2015 'High-frequency trading and execution costs', 24th Annual Meeting European Financial Management Association EFMA, Breukelen, Netherlands, 27th June 2015

Research Expertise

  • Returns in the time dimension
  • Market microstructure
  • Market efficiency
  • Machine learning


University of Sydney Business School researchers Amy Kwan and Richard Philip are bringing new insights to the evolution of financial markets through their research into high-frequency trading.

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