Christian Hauff's guest appearances

Christian Hauff

Bank On It

Alpha Exchange

Greg King

Jason Gardner

Chris Hutchins

Andy Rachleff

Mike Kane

Wayne Chang

Immad Akhund

Jon Stein

Viveka von Rosen

Keith Smith

Brandon Krieg

Tom Ryan

Andrew Scott

Campbell Harvey

Dimitri Sirota

OwlTail

This episode was produced remotely using the ListenDeck standardized audio production system.  If you’re looking to upgrade or jumpstart your podcast production please visit www.listendeck.com.  You can subscribe to this podcast and stay up to date on all the stories here on  Apple Podcasts,  Google Play, Stitcher, Spotify,  Amazon and  iHeartRadio. In this episode the host John Siracusa chats remotely with Christian Hauff , Co-founder &amp; CEO of Quantitative Brokers. Quantitative Brokers is a financial technology company, which provides advanced algorithms and data-driven analytics to clients in the futures and US cash treasury markets.    Tune in and Listen. Subscribe now on  Apple Podcasts,  Google , Stitcher, Spotify,  Amazon and iHeartRadio to hear Thursdays interview with  Gaurav Sharma from Capitalize. About the host:   John, is the host of the  ‘Bank On It’ podcast recorded onsite in Wall Street at OpenFin and the founder of the remotely recorded, studio quality standardized podcast production system ListenDeck.   Follow John on LinkedIn, Twitter, Medium

This episode was produced remotely using the ListenDeck standardized audio production system.  If you’re looking to upgrade or jumpstart your podcast production please visit <a href="http://www.listendeck.com/" rel="nofollow" target="_blank">www.listendeck.com</a>.  You can subscribe to this podcast and stay up to date on all the stories here on <a href="https://itunes.apple.com/us/podcast/bank-on-it/id970720499?mt=2" rel="nofollow" target="_blank"> Apple Podcasts</a>, <a href="https://play.google.com/music/m/Il2u7bl3fqr63ammwshdjq7b4qa?t=Bank_On_It&amp;lipi=urn%3Ali%3Apage%3Ad_flagship3_pulse_read%3B1t7yIqHhTK6FwaFh51sSQw%3D%3D" rel="nofollow" target="_blank"> Google Play</a>, <a href="http://www.stitcher.com/podcast/bank-on-it" rel="nofollow" target="_blank">Stitcher</a>, <a href="https://open.spotify.com/show/1oscooBd3j4Ty9Tih85cLj" rel="nofollow" target="_blank">Spotify</a>, <a href="https://www.amazon.com/Bank-On-It/dp/B08JJTXW4G/ref=sr_1_1?dchild=1&amp;keywords=bank+on+it+podcast&amp;qid=1619791531&amp;s=audible&amp;sr=1-1" rel="nofollow" target="_blank"> Amazon</a> and <a href="https://www.iheart.com/podcast/263-bank-on-it-27628686/" rel="nofollow" target="_blank"> iHeartRadio</a>. In this episode the host <a href="https://www.linkedin.com/in/siracusa" rel="nofollow" target="_blank">John Siracusa</a> chats remotely with <a href="https://www.linkedin.com/in/christianhauff/" rel="nofollow" target="_blank">Christian Hauff</a> , Co-founder &amp; CEO of <a href="https://quantitativebrokers.com/" rel="nofollow" target="_blank">Quantitative Brokers</a>. Quantitative Brokers is a financial technology company, which provides advanced algorithms and data-driven analytics to clients in the futures and US cash treasury markets.  Tune in and Listen. Subscribe now on <a href="https://itunes.apple.com/us/podcast/bank-on-it/id970720499?mt=2" rel="nofollow" target="_blank"> Apple Podcasts</a>, <a href="https://play.google.com/music/m/Il2u7bl3fqr63ammwshdjq7b4qa?t=Bank_On_It&amp;lipi=urn%3Ali%3Apage%3Ad_flagship3_pulse_read%3B1t7yIqHhTK6FwaFh51sSQw%3D%3D" rel="nofollow" target="_blank"> Google</a> , <a href="http://www.stitcher.com/podcast/bank-on-it" rel="nofollow" target="_blank">Stitcher</a>, <a href="https://open.spotify.com/show/1oscooBd3j4Ty9Tih85cLj" rel="nofollow" target="_blank">Spotify</a>, <a href="https://www.amazon.com/Bank-On-It/dp/B08JJTXW4G/ref=sr_1_1?dchild=1&amp;keywords=bank+on+it+podcast&amp;qid=1619791531&amp;s=audible&amp;sr=1-1" rel="nofollow" target="_blank"> Amazon</a> and <a href="http://www.iheart.com/show/263-BANK-ON-IT/" rel="nofollow" target="_blank">iHeartRadio</a> to hear Thursdays interview with <a href="https://www.linkedin.com/in/gaurav-gs-sharma/" rel="nofollow" target="_blank"> Gaurav Sharma</a> from <a href="https://www.hicapitalize.com/" rel="nofollow" target="_blank">Capitalize</a>. About the host: John, is the host of the  ‘<a href="http://bankonitpodcast.com/" rel="nofollow" target="_blank">Bank On It</a>’ podcast recorded onsite in Wall Street at <a href="http://www.openfin.co/" rel="nofollow" target="_blank">OpenFin</a> and the founder of the remotely recorded, studio quality standardized podcast production system <a href="http://www.listendeck.com/" rel="nofollow" target="_blank">ListenDeck</a>. Follow John on <a href="https://www.linkedin.com/in/siracusa/" rel="nofollow" target="_blank">LinkedIn</a>, <a href="https://bankonitpodcast.com/twitter.com/johnsiracusa" rel="nofollow" target="_blank">Twitter</a>, <a href="https://medium.com/@johnsiracusa" rel="nofollow" target="_blank">Medium</a>

Episode 434 Christian Hauff from Quantitative Brokers

A native Australian, Christian Hauff capitalized on the financial crisis to co-found Quantitative Brokers with Robert Almgren in 2009.  After working together on the development of agency algorithmic technology in equities and equity options, Christian and Rob saw an opportunity to apply some of that IP to the world of fixed income, where no such solutions existed at the time.  Christian describes the “trader’s dilemma”, a challenge that every investor faces in whether to execute a desired trade instantaneously or to work this order over a period of time. He explains how his firm’s algorithms help its clients optimize this trade-off to minimize slippage and reduce their implementation short-fall. Our conversation provides insights on the early days of QB, where countless hours were spent in the lab studying the “rule book” of Eurodollar futures to better understand micro-structure mechanics that underpin Algo execution strategies.  We also talk about research at QB, including its deep-dive into the Treasury Flash Rally of October 2014 and the VIX spike in February 2018.  Lastly, Christian shares his views on the future of agency electronic execution including the trend toward more robust transaction cost analysis, improved access to more markets such as FX and centralized clearing.  I hope you enjoy this episode of the Alpha Exchange, my wide-ranging conversation with Christian Hauff.

A native Australian, Christian Hauff capitalized on the financial crisis to co-found Quantitative Brokers with Robert Almgren in 2009. After working together on the development of agency algorithmic technology in equities and equity options, Christian and Rob saw an opportunity to apply some of that IP to the world of fixed income, where no such solutions existed at the time. Christian describes the “trader’s dilemma”, a challenge that every investor faces in whether to execute a desired trade instantaneously or to work this order over a period of time. He explains how his firm’s algorithms help its clients optimize this trade-off to minimize slippage and reduce their implementation short-fall. Our conversation provides insights on the early days of QB, where countless hours were spent in the lab studying the “rule book” of Eurodollar futures to better understand micro-structure mechanics that underpin Algo execution strategies. We also talk about research at QB, including its deep-dive into the Treasury Flash Rally of October 2014 and the VIX spike in February 2018. Lastly, Christian shares his views on the future of agency electronic execution including the trend toward more robust transaction cost analysis, improved access to more markets such as FX and centralized clearing. I hope you enjoy this episode of the Alpha Exchange, my wide-ranging conversation with Christian Hauff.

Christian Hauff, Co-Founder of Quantitive Brokers