Algorithmic Trading Methods

Robert Kissell, Ph.D., is President of Kissell Research Group, a global financial and economic consulting firm specializing in quantitative modeling, statistical analysis, and algorithmic trading. He is also a professor at Molloy College in the School of Business and an adjunct professor at the Gabelli School of Business at Fordham University. He has held several senior leadership positions with prominent bulge bracket investment banks including UBS Securities where he was Executive Director of Execution Strategies and Portfolio Analysis, and at JP Morgan where he was Executive Director and Head of Quantitative Trading Strategies. He was previously at Citigroup/Smith Barney where he was Vice President of Quantitative Research, and at Instinet where he was Director of Trading Research. He began his career as an Economic Consultant at R.J. Rudden Associates specializing in energy, pricing, risk, and optimization. Dr. Kissell has written several books and published dozens of journal articles on Algorithmic Trading, Risk, and Finance. He is a coauthor of the CFA Level III reading titled “Trade Strategy and Execution,” CFA Institute 2019.”

1. New Financial Markets2. Algorithmic Trading3. Market Microstructure4. Transaction Cost Analysis5. Market Impact Models6. Estimating I-Star Model Parameters7. Volatility and Risk Models8. Advanced Forecasting Techniques – "Volume Forecasting Models"9. Algorithmic Decision-Making Framework10. Portfolio Algorithms & Trade Schedule Optimization11. Pre-Trade and Post-Trade Models12. Liquidation Cost Analysis13. Compliance and Regulatory Reporting14. Portfolio Construction15. Quantitative Portfolio Management Techniques16. Multi-Asset Trading Costs, ETFs, Fixed Income, etc.17. High Frequency Trading and Black Box Models18. Cost Index – Historical TCA Patterns, Costs by Market Cap, and Investment Style19. TCA with Excel, MATLAB, & Python20. Advanced Topics – TCA ETFs, Stat Arb, Liquidity Trading21. Best Execution Process – Model Validation, and Best Execution Process for Brokers and for Investors