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By now most of market participants are aware of the ubiquitous front running going on in the markets. Michael Lewis detailed only some of its aspects in its excellent Flash Boys. Here is some amazing investigative work that uncovered that frontrunning is now almost literally Star Wars, with lasers being used to outrun regular investors. Enjoy this amazing piece and may the Force will be with you ))) http://www.zerohedge.com/news/2015-12-27/meanwhile-over-new-york-stock-exchange-lots-lasers

Daniel Satchkov

18 Dec 2015

Article by RiXtrema Authors Wins 2015 Peter L. Bernstein Award – Journal of Derivatives, published by Institutional Investor Journals

An article in the Journal of Derivatives, published by Institutional Investor Journals, has been named the winner of the 2015 Peter L. Bernstein Award. Risk Estimation and Hedging: A Reverse Stress Testing Approach – written by Yaacov Kopeliovich, Arcady Novosyolov, Daniel Satchkov and Barry Schachter (all authors associated with RiXtrema) — investigates a recent innovation in risk management. The Peter L. Bernstein Award honors extraordinary and compelling research published in any of Institutional Investor’s 11 market-leading journals over the previous 12 months. The award is named for Peter L. Bernstein, the celebrated economic historian, consultant and Founding Editor of The Journal of Portfolio Management. Read here about the essence of...

Daniel Satchkov

07 Dec 2015

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Sed posuere consectetur est at lobortis. Sed posuere consectetur est at lobortis. Cras justo odio, dapibus ac facilisis in, egestas eget quam. Aenean eu leo quam. Pellentesque ornare sem lacinia quam venenatis vestibulum. Lorem ipsum dolor sit amet, consectetur adipiscing elit. Duis mollis, est non commodo luctus, nisi erat porttitor ligula, eget lacinia odio sem nec elit. Duis mollis, est non commodo luctus, nisi erat porttitor ligula, eget lacinia odio sem nec elit. Cras justo odio, dapibus ac facilisis in, egestas eget quam. Praesent commodo cursus magna, vel scelerisque nisl consectetur et. Cras justo odio, dapibus ac facilisis in, egestas eget quam. Donec ullamcorper nulla non metus auctor fringilla. Maecenas...