Robert Almgren, co-founder and Chief Scientist at Quantitative Brokers, providing agency algorithmic trade execution and transaction cost measurement in US Treasury notes and bonds, as well as a broad range of futures products. Until 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 the University of Toronto, directing graduate programs in financial mathematics at both. Dr. Almgren holds a Ph.D. in Applied and Computational Mathematics from Princeton University. He has an extensive research record in applied mathematics, including papers on optimal trading, transaction cost measurement, and portfolio construction. He is a visiting professor at Princeton University, where he teaches a course on High Frequency Markets.