QuantBrains Seminar Series
Trading in 2020: Managing Liquidity & Volatility - November 19, 2020
Introduction
In today's markets, your trading strategy must be adaptive, agile and ready for any macroeconomic opportunities that may present themselves. Please join Quantitative Brokers for a virtual QuantBrains on November 19th, 2020 for an interactive conversation around liquidity, volatility and resilient trading in 2020, featuring CME Group's Senior Economist Erik Norland and QB’s Chief Scientist Dr. Robert Almgren.
Speakers
Erik Norland, Executive Director and Senior Economist, CME Group
Erik Norland is the Executive Director and Senior Economist of CME Group. He is responsible for generating economic analysis on global financial markets by identifying emerging trends, evaluating economic factors and forecasting their impact upon those who trade in its various markets. He is also one of CME Group’s spokespeople on global economic, financial and geopolitical conditions. Prior to joining CME Group, Norland gained more than 15 years of experience in the financial services industry working for investment banks and hedge funds both in the United States and in France working for hedge funds and investment banks. Norland holds a bachelor’s degree in economics and political science from St. Mary’s College of Maryland and an M.A. in statistics from Columbia University. He is also a CFA Charterholder.
Robert Almgren, Co-Founder and Chief Scientist, Quantitative Brokers
Robert Almgren is Co-Founder and Chief Scientist at Quantitative Brokers. Robert holds a Ph.D. in Applied & Computational Mathematics from Princeton, an M.S. in Applied Mathematics from Harvard, and a B.S. in both Physics and Mathematics from MIT. Before founding QB in 2008, Dr. Almgren was a Managing Director and Head of Quantitative Strategies in the Electronic Trading Services group of Bank of America. Before that, he was a professor of mathematics at the University of Chicago and then the University of Toronto, where he was Director of the Master of Mathematical Finance program. He is currently a visiting Professor at Princeton University, where he teaches a course on High-Frequency Trading. Robert is widely known for his seminal work on the Almgren-Chriss paper, a milestone in algorithmic trading, and his continuous market microstructure research at Quantitative Brokers.
