The Premier Event for Quantitative Investment Thought Leaders

14 - 15 October 2025 | Convene 22 Bishopsgate, London

Gabriel Tucci

Global Head of Equities Cash Quant Trading Citi

Gabriel Tucci is a PhD. in Mathematics and MSc. in Electrical Engineering with expertise in probability, statistics, machine learning, random matrices, information theory, and applied mathematics. He has worked as a full-time researcher in Bell Labs for over 5 years, as a quant in the algorithmic trading group at Barclays, as a quant/underwriter in the energy, commodities, and weather desk at Swiss Re, and more recently as the global head of Equities Cash Quant Trading at Citi.

Day 1: 14 October

3:05 PM PRESENTATION: Lenses of precision: Reinventing execution in the age of Algo Wheels

As algo wheels reshape how buy-side firms select brokers, precision execution is no longer a competitive edge—it’s a baseline requirement. In this session, we introduce “Lenses”, a powerful new framework for dynamically evaluating and enhancing algorithmic trading performance. Going beyond generic benchmarks like VWAP and arrival price, Lenses allow quant teams to zoom in on execution quality through tailored, granular metrics.

 

With real-world examples, we explore how Lenses help improve routing logic, refine order placement tolerances, and adapt taking logic in real time—including how to clean liquidity, manage spread crossing, and mitigate fading effects. The result: smarter execution, optimized broker selection, and a more dominant position in the competitive landscape of algo wheels.

 

Overview objectives:

  • Leverage Lenses to fine-tune execution strategy, improving routing logic and market placement for optimal fill quality and timing tolerance.
  • Enhance taking logic by cleaning liquidity, managing spread crossing intelligently, and reducing the fading effect to protect alpha.
  • Position your algorithms to win in broker evaluation frameworks, by aligning to client-specific benchmarks with adaptive, data-driven strategies.

 

Check out the incredible speaker line-up to see who will be joining Gabriel.

Download The Latest Agenda