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RA
R. Almgren
Person
2
Total Mentions
2
Documents
32
Connected Entities
Name reference in documents
Document Mentions (2)
EFTA00611837.pdf
1 mentionEFTA00611837
lgorithm: crucially contributed to an analytical model design and filed a patent for this model. This included expanding on theoretical framework of R. Almgren, R. Kissel and others by enabling real-time optimization capability for the algorithm via the derivation of a certain closed form analytical utilit
EFTA02706722.pdf
1 mentionEFTA02706722
Measurement: designed, calibrated and implemented equity market impact model based on a multifactor portfolio model making essential improvements to R. Almgren design, whereby a significant source of estimation bias was eliminated. • Portfolio Risk Modek designed and developed multifactor portfolio risk mo
Sponsored
Connected Entities(20 of 32)
GR
Granger
PersonCensus-designated place in St. Joseph County, Indiana
2 docs2 co-mentions
Adaptive
OrganizationOrganization referenced in documents
2 docs2 co-mentions
Marla Maples
PersonAmerican actress and TV personality (born 1963)
2 docs2 co-mentions
Sharpe
OrganizationOrganization referenced in documents
2 docs2 co-mentions
Bloomberg L.P.
OrganizationAmerican privately held financial, software, data, and media company
2 docs2 co-mentions
Barclays Capital
OrganizationInvestment banking division of Barclays PLC
2 docs2 co-mentions
Design
OrganizationOrganization referenced in documents
2 docs2 co-mentions
MA
Markovian
PersonSurname reference in documents
2 docs2 co-mentions
Avon Products
OrganizationOrganization referenced in documents
2 docs2 co-mentions
KA
Kalman
PersonSurname reference in documents
2 docs2 co-mentions
MM
Market Microstructure
PersonName reference in documents
2 docs2 co-mentions
RK
R. Kissel
PersonName reference in documents
2 docs2 co-mentions
VC
VC++
PersonName reference in documents
2 docs2 co-mentions
RB
Russ Berry
PersonName reference in documents
2 docs2 co-mentions
QU
Quadratic
PersonName reference in documents
2 docs2 co-mentions
CO
Convex
PersonName reference in documents
2 docs2 co-mentions
Buttonwood Group
OrganizationOrganization referenced in documents
2 docs2 co-mentions
BNY Converges Group
OrganizationOrganization referenced in documents
2 docs2 co-mentions
Trade Tactics
OrganizationOrganization referenced in documents
2 docs2 co-mentions
BNY Securities
OrganizationOrganization referenced in documents
2 docs2 co-mentions