Jack Sarkissian (PhD) is a banker, asset manager and a physicist, currently overseeing automated trading as the Managing Partner of Algostox Trading. He was the Chief Investment Officer for EG Capital Partners managing $3 billion in assets, and prior to that ran a risk management department and held senior quantitative positions in investment banks.

Jack applies methods of theoretical physics to reveal fundamental properties of financial markets. His research addresses problems he had/has to deal with himself as an asset manager and trader, including trade execution, order book dynamics, block trade pricing, risk assessment of illiquid securities, OTC derivatives pricing, market microstructure, and ergodic properties of financial markets.

Jack’s research led him to formulation of Quantum Theory of Price Formation, which not only takes our understanding of financial processes to a new level, but also opens new paths for trade execution modeling, securities pricing and risk management.