Philipp Ustinov

Principal Quant, Man Group Central Trading
Man Institute Contributor

Philipp Ustinov is a principal quant at Man Group’s Central Trading division, responsible for price impact research and trading optimisation across various asset classes traded by the company.

Prior to joining Man Group in September 2016, Philipp was a senior analyst at Cambridge Systems Associates. He started his career as a quantitative analyst at Interstock.

Philipp holds a PhD in the Theory of Probability from Lomonosov Moscow State University.

Man Institute content contributed by Philipp

Strategic Execution Trajectories

Academic Research read 2 min
March 2023

Strategic Execution Trajectories

Minimising transaction costs is important for best execution. While existing research minimises the cost of a single trade, our results optimise the combined execution cost of two sequential orders.

Quantifying Long-Term Market Impact

Academic Research read 1 min
February 2022

Quantifying Long-Term Market Impact

The easiest way to boost the alpha of a trading strategy is to reduce costs. What is the best way to do this when orders are correlated?

How Can We Reduce Costs for Correlated Order Flows?

read 15 min
February 2022

How Can We Reduce Costs for Correlated Order Flows?

The easiest way to boost the alpha of a trading strategy is to reduce costs. What is the best way to do this when orders are correlated?
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