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Sasha Stoikov
Senior Research Associate
School of Operations Research and Information Engineering
Cornell Financial Engineering Manhattan

Sasha F. Stoikov pic; Click for larger image

sashastoikov "at" gmail "dot" com
(212) 363-8289

55 Broad St., 3rd Floor
Cornell University / CFEM
New York, NY 10004


Research

Sasha's research is in market microstructure, market incompleteness and their impact on the optimal strategies of stock and option traders. In particular, his quantitative finance research focuses on models of volatility, dynamics of limit order books and market-making techniques.


Brief Bio

Sasha Stoikov is a senior research associate at Cornell financial engineering Manhattan. He also holds a position as a VP in the High Frequency Trading group at Cantor Fitzgerald. Stoikov, who is the son of a former professor of Industrial and Labor Relations at Cornell, holds a BS from MIT in mathematics with a minor in economics and a MS in mathematics from the University of Wisconsin, Madison in addition to his Ph.D. from the University of Texas. He has worked in the financial services industry as a consultant for a quantitative hedge fund at the Galleon Group and for Morgan Stanley, through an Equity Market Microstructure Research Grant. Stoikov was also an instructor at the Courant Institute of New York University following completion of his Ph.D. degree.


Contact Information

Sasha Stoikov
Cornell University / CFEM
55 Broad St., 3rd Floor
New York, NY 10004

(212) 363-8289 - phone
(212) 363-1256 - fax