Profile
Dr. Robert F.
Almgren is a Co-Founder & President at Quantitative Brokers LLC.
He oversees the firm’s quantitative research, analysis of best execution algorithms, and transactional cost measurement.
He has an extensive research record in applied mathematics, including several papers on optimal securities trading, transaction cost measurement, and portfolio formation.
Before founding Quantitative Brokers in 2008, Dr. Almgren was Head of Quantitative Strategies in the Electronic Trading Services group of Bank of America Securities.
He is currently a Fellow in the Mathematics in Finance Program at New York University.
He received his doctorate degree from Princeton University.
Robert F. Almgren active positions
Companies | Position | Start |
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Quantitative Brokers LLC
Quantitative Brokers LLC Investment Banks/BrokersFinance Founded in 2008 by Christian Hauff and Robert Almgren, Quantitative Brokers LLC is a fixed-income algorithmic executing broker located in New York City. The firm is a fully-independent, Commodity Futures Trading Commission-registered (CFTC), agency-only broker that specializes in optimal order placement in U.S. interest rate futures. Quantitative Brokers' objective is to minimize market impact (or slippage) on CME Eurodollar and Treasury futures orders, including outright, spread & and butterfly transactions through algorithmic execution. The firm is a member of the National Futures Association. Quantitative Brokers clients include CTAs, hedge funds, and bank trading desks. | Founder | 01/01/2008 |
Former positions of Robert F. Almgren
Companies | Position | End |
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Banc of America Securities LLC
Banc of America Securities LLC Investment Banks/BrokersFinance Headquartered in Charlotte, North Carolina, Banc of America Securities (BAS) is the investment banking subsidiary of Bank of America Corp (NYSE: BAC). The firm provides both the domestic and international equity and investment banking markets, and pursues a strategy pioneered by Citigroup that combines corporate lending with investment banking advice and services. They provide high-yield debt underwriting and leveraged finance, in addition to industry coverage groups such as healthcare, media and telecom, financial institutions, real estate and gaming. BAS also does a significant amount of work for Financial Sponsors, or private equity firms, often financing leveraged transactions. Following the strategy of Goldman Sachs, the firm lacks a standalone mergers and acquisitions department, instead employing mergers and acquisitions senior bankers throughout the industry coverage groups. The firm is registered as a broker/dealer with the SEC, is a member of the NYSE, and the NASD. The use of Banc in the BAS's name is indicative of the fact that the company is not a bank, and their deposits and other holdings are not insured by the FDIC. | Corporate Officer/Principal | 31/12/2008 |
Training of Robert F. Almgren
Princeton University | Doctorate Degree |
Experiences
Positions held
Connections
1st degree connections
1st degree companies
Male
Female
Members of the board
Executives
Linked companies
Private companies | 2 |
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Quantitative Brokers LLC
Quantitative Brokers LLC Investment Banks/BrokersFinance Founded in 2008 by Christian Hauff and Robert Almgren, Quantitative Brokers LLC is a fixed-income algorithmic executing broker located in New York City. The firm is a fully-independent, Commodity Futures Trading Commission-registered (CFTC), agency-only broker that specializes in optimal order placement in U.S. interest rate futures. Quantitative Brokers' objective is to minimize market impact (or slippage) on CME Eurodollar and Treasury futures orders, including outright, spread & and butterfly transactions through algorithmic execution. The firm is a member of the National Futures Association. Quantitative Brokers clients include CTAs, hedge funds, and bank trading desks. | Finance |
Banc of America Securities LLC
Banc of America Securities LLC Investment Banks/BrokersFinance Headquartered in Charlotte, North Carolina, Banc of America Securities (BAS) is the investment banking subsidiary of Bank of America Corp (NYSE: BAC). The firm provides both the domestic and international equity and investment banking markets, and pursues a strategy pioneered by Citigroup that combines corporate lending with investment banking advice and services. They provide high-yield debt underwriting and leveraged finance, in addition to industry coverage groups such as healthcare, media and telecom, financial institutions, real estate and gaming. BAS also does a significant amount of work for Financial Sponsors, or private equity firms, often financing leveraged transactions. Following the strategy of Goldman Sachs, the firm lacks a standalone mergers and acquisitions department, instead employing mergers and acquisitions senior bankers throughout the industry coverage groups. The firm is registered as a broker/dealer with the SEC, is a member of the NYSE, and the NASD. The use of Banc in the BAS's name is indicative of the fact that the company is not a bank, and their deposits and other holdings are not insured by the FDIC. | Finance |
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