October 14, 2021

Episode #77 Robert Almgren – A Deep Dive into Optimal Trade Execution in Fixed Income and Futures Using Quantitative Methods

Chat Robert Almgren is the Chief Scientist and co-founder of Quantitative Brokers. Rob was previously a professor of mathematics at the University of Chicago, the University of Toronto, and currently teaches High-Frequency Markets at Princeton University. Prior to QB, Robert was a Managing Director and Head of Quantitative Strategies in the Electronic Trading Services group at Bank of America until 2008. Robert Almgren completed a B.S. in physics and a B.S. in mathematics at MIT, then an M.S. in Applied Mathematics at Harvard University. He holds a Ph.D. in Applied and Computational Mathematics from Princeton University. In this episode we […]
October 7, 2021

Episode #76 Timo Pfeiffer – An Intro to Indices – creation, use cases, and maintenance

Timo Pfeiffer is the Chief Markets Officer of Solactive and in charge of Research, Sales, and Communications. He joined in 2017 as Head of Research & Business Development, after working for more than 15 years at Deutsche Bank, where he has held various management positions in London and Frankfurt. Most recently, he served as Managing Director in charge of Structured Products distribution in Europe. In this episode we explore the world of indices. You all have heard of the biggest indices, use them probably every day, but how much do you know about their origin, creation, administration? This is our […]
September 16, 2021

Episode #73 Hugo Bongers – Corporate Venture Capital, Grooming Unicorns, and Investing in Startups

Hugo Bongers is the Head of ABN Amro Ventures, the 150 million Euro Corporate Venture Capital fund of Dutch Bank ABN Amro. His mission is to make strategic investments in early-stage (series A and onwards) tech and fintech companies which are relevant for the bank. His job is to scout for innovative companies, invest in them, connect them with relevant stakeholders within the bank. Hugo is on the board of a lot of startups, like solarisbank, penta, crosslend, just to name a view. Hugo has a background in acquisition finance and private equity. Hugo holds Masters degrees in law and […]
September 9, 2021

Episode #72 Colin Lancaster – Global Macro Trading, Hedge Funds, The Covid Pandemic, and Market Trends

Colin Lancaster is a 25-year Wall Street professional. He has run two of the highest profile global macro businesses for the top-performing hedge funds in the world and has worked directly for a number of the icons in the investing world. Most recently he was Head of Global Macro Strategies at Citadel and prior to that he was Head of Global Macro at Balyasny Asset Management. He has managed investment operations in London, New York, Hong Kong, Singapore, Chicago, and San Francisco. Colin is a graduate of Princeton University and is a lawyer by training. Colin is also the author […]