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