Vadim Tsudikman, Founder of Foristra
Vadim Tsudikman is the founder of Foristra LLC. His professional background spans quantitative finance, mathematical modeling, risk assessment, options analysis and container freight market analysis.
Mr. Tsudikman's earlier professional work and publications focused on quantitative and forecasting methodologies based on multi-criteria analysis, Bayesian techniques, genetic optimization algorithms and advanced statistical modeling. His earlier research covered derivatives valuation, options analysis, volatility modeling, risk-evaluation techniques and decision-making under uncertainty.
Mr. Tsudikman is the author and co-author of five titles, including one collection, published by FT Press, an imprint of Pearson Education, Inc., as well as eight professional articles published in Futures covering systematic options trading, option pricing, volatility analysis, multi-criteria decision-making and risk evaluation. Together with Sergey Izraylevich, he has published research on advanced topics in derivatives pricing, volatility modeling and risk evaluation.
In recent years, Mr. Tsudikman has focused on the quantitative analysis of container freight markets and the development of integrated forecasting models combining freight rate dynamics, commodity-market data, trade-flow indicators and relevant macroeconomic information. This work forms the analytical foundation of Foristra's proprietary forecasting framework and integrated market analysis.
At Foristra, Mr. Tsudikman leads the development of the Company's analytical methodology, mathematical models and proprietary software used to generate forecasts, planning scenarios and risk quantification frameworks for manufacturers, exporters, logistics operators and transportation companies.
Published Titles by
Vadim Tsudikman
Mr. Tsudikman is the author and co-author of five titles, including one collection, published by FT Press, an imprint of Pearson Education, Inc., on systematic trading, options analysis, risk evaluation and multi-criteria decision-making.
These publications document Mr. Tsudikman's earlier research and are presented as evidence of his quantitative and analytical background. They do not describe services offered by Foristra.
Systematic Options Trading
Presents a systematic framework for evaluating option structures and market conditions using statistical analysis, multi-criteria decision-making and quantitative methods.
FT Press
Automated Option Trading
Examines quantitative methods for the design, testing and evaluation of automated options-trading systems.
FT Press
Risk Evaluation and Financial Crises
New approaches to risk evaluation: VaR criticism, alternatives and modifications, examining the limits of traditional risk measures.
FT Press
Assessment of Options Investments by Ranking Analysis
Introduces ranking-analysis techniques for evaluating complex option structures and nonlinear payoff profiles.
FT Press
Options Strategies for the Agile Investor
A collection addressing options analysis, volatility assessment and quantitative risk evaluation under changing market conditions.
FT Press Delivers CollectionsPublications in Futures
Mr. Tsudikman is co-author, together with Sergey Izraylevich, of eight professional articles published in Futures on topics including systematic options trading, option pricing, volatility modeling, multi-criteria analysis and risk evaluation.