معرفی
Sasha F. Stoikov is a Senior Research Associate at the School of Operations Research and Information Engineering (ORIE) at Cornell University. He holds a B.S. in Mathematics from MIT (1997), an M.S. in Mathematics from the University of Wisconsin, Madison (2000), and a Ph.D. in Mathematics from the University of Texas at Austin (2005).
His research focuses on market microstructure, high-frequency trading strategies, volatility modeling, and limit order book dynamics. He emphasizes the impact of market incompleteness on optimal trading strategies and has contributed to advancements in market-making techniques and liquidity analysis.
Stoikov has received notable recognition, including the Outstanding Teaching Award in Cornell’s Masters of Engineering Program (2007) and the Morgan Stanley Equity Market Microstructure Research Grant (2007). He also served as a VIGRE Fellow in Mathematics at the University of Texas (2002) and earned the Frank Gerth III Teaching Excellence Award (2000).
In addition to academia, Stoikov has extensive industry experience, including roles as a consultant for the Galleon Group and Morgan Stanley, and as a VP in High Frequency Trading at Cantor Fitzgerald. He has taught at the Courant Institute of New York University and Columbia University’s IEOR department, advocating for engaging, humor-infused teaching methods.
His work bridges theoretical finance and practical applications, with a focus on developing models that inform optimal trading practices in dynamic market environments.
