Announcements

We are delighted to announce that Marco Avellaneda has been chosen as Risk Magazine's 2010 “Quant of the Year” (site registration required) for 2010 for 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 2009].