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Dr. Christopher Lorenz

Dr. Christopher Lorenz

Manager

Christopher is an experienced data engineer and project manager with a solid background in the analysis, design, and delivery of data-driven software solutions. He has recently worked on data requirements and the development of tailored software solutions to satisfy ESG regulation in the banking sector, including PCAF, CSRD, ESRS, and the EU Taxonomy.

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Blog Posts
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Insider Trading in Discrete Time Kyle Games

Markets are not neutral. Every trade is a signal, and sophisticated participants know it. The question is: how does an informed trader extract value from private information without giving the game away?

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Drift Dependence of Optimal Trade Execution Strategies

Every large trade moves the market. The question is by how much, for how long, and how that should shape the way you execute. For a decade, most execution desks and TCA frameworks have answered this question using models that treat price impact as permanent — a one-way street where each trade irreversibly shifts the price level.

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