Sasha Stoikov
Senior Research Associate
School of Operations Research and Information Engineering
Cornell Financial Engineering Manhattan
sfs33 "at" cornell "dot" edu
(646) 971-3873
2 West Loop Road
Cornell Tech / CFEM
New York, NY 10044
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. Stoikov, who is the son of a former professor of Industrial and Labor Relations at Cornell, holds a B.S. from MIT and a M.S. 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 the Galleon Group and Morgan Stanley and as a VP in the High Frequency Trading group at Cantor Fitzgerald. Stoikov was also an instructor at the Courant Institute of New York University and a lecturer at Columbia's IEOR department.
Contact Information
Sasha Stoikov
2 West Loop Road
Cornell Tech / CFEM
New York, NY 10044
(646) 971-3873 - phone