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Lee Maclin
Lee Maclin is in his 27th year of teaching at NYU’s Courant Institute of Mathematical Sciences, in the Masters in Mathematics in Finance program. His Algorithmic Trading and Quantitative Strategies Course, which he has co-taught with Petter Kolm for 17 years, focuses on impact models, optimal execution, dynamic portfolio trading and quantitative trading strategies.
Lee was one of three founding partners of Pragma Financial Systems, a boutique algorithmic trading firm that was recently acquired by MarketAxess (MKTX). Pragma has won numerous awards for its execution tools, including its own trading platform for stocks, futures and FX. Pragma also built the Polaris execution management system for the NYSE. Before Pragma, Lee was a statistical trader at Mint Investment Management, one of the original Market Wizards funds. Mint was well known in the industry for its pioneering use of large scale computing and high frequency data, as well as its exceptional long term return.
