Robert Almgren is the Chief Scientist and co-founder of Quantitative Brokers. Rob was previously a professor of mathematics at the University of Chicago, the University of Toronto, and currently teaches High-Frequency Markets at Princeton University. In this episode we get deep into the weeds of optimal trade execution, particularly in Fixed Income and Futures markets. We talk about the history, theory, and practice of minimizing trading costs by minimizing slippage in fixed income markets.