"I am no longer able to participate in public life," O'Connor wrote in a letter addressed to "friends and fellow Americans."
Under a proposal first reported by the New York Times, the Trump administration would define gender as male or female based on genitalia at birth.
The 88-year-old business investor and Holocaust survivor has been a frequent target for his left-leaning political involvement.
Bruce Michael Alexander's fingers -- thick and hairy, with dirty nails -- matched the description the woman gave to authorities.
Investors are beginning to pull out of easy stock market gains in favor of safer assets.