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Jack Sarkissian

Algostox Trading, Managing Director

4 papers hereh-index 441 citations15 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author4

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • q-fin.TR4
affiliations
  • Algostox Trading, Managing Director
Homepage

identity via Semantic Scholar / OpenAlex

activity
20132020
most citedQuantum coupled-wave theory of price formation in financial markets: price measurement, dynamics and ergodicity

12 citations · 18 across the 3 of their papers we have counts for

collaborators
Showing 2020Show all

1 paper · 1 filter

q-fin.TR2020★ 12 cited

Quantum coupled-wave theory of price formation in financial markets: price measurement, dynamics and ergodicity

Jack Sarkissian

We explore nature of price formation in financial markets and develop a theory of bid and ask price dynamics in which the two prices form due to quantum-chaotic interaction between…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.