Robert Almgren
American mathematician
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Mathematics
Robert Almgren's Degrees
- PhD Mathematics Princeton University
Why Is Robert Almgren Influential?
(Suggest an Edit or Addition)According to Wikipedia, 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.
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What Schools Are Affiliated With Robert Almgren?
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