Quant of the year – Marco Avellaneda
Readers of Risk have voted Marco Avellaneda, professor of mathematics at New York University, quant of the year for 2010 for his groundbreaking work on the effect of short-selling restrictions on price dynamics.
His paper, A dynamic model for hard to borrow stocks, co-authored with Mike Lipkin of Katama Trading, was published in Risk in June last year (pages 92–97), and has quickly become a
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Flow market-maker of the year: Citadel Securities
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