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About: Robert Almgren     Goto   Sponge   NotDistinct   Permalink

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Type: Thingpersonyago:WikicatAmericanMathematiciansyago:WikicatLivingPeopleyago:CausalAgent100007347yago:LivingThing100004258yago:Mathematician110301261yago:Object100002684yago:Organism100004475yago:Person100007846yago:PhysicalEntity100001930yago:YagoLegalActoryago:YagoLegalActorGeoyago:Scientist110560637yago:Whole100003553 New Facet based on Instances of this Class

Robert F. Almgren is an applied mathematician, academic, and businessman focused on market microstructure and order execution. He is the son of Princeton mathematician Frederick J. Almgren, Jr. With Neil Chriss, he wrote the seminal paper "Optimal execution of portfolio transactions," which Institutional Investor said "helped lay the groundwork for arrival-price algorithms being developed on Wall Street." In 2008 with Christian Hauff, he cofounded Quantitative Brokers, a financial technology company providing agency algorithmic execution in futures and interest rate markets. He is currently Chief Scientist at QB and a visiting professor in Operations Research and Financial Engineering at Princeton University.