Macquarie continues delta one expansion
Delta one indicates derivatives or securities whose prices move more or less in line with those of their underlyings, such as futures, ETFs and index products – but not options.
Sansaricq worked most recently for Chicago broker Fox River Execution, where he was head of algorithmic sales. In a 20 year career, he has held senior positions at Abbey National, Credit Suisse and Lehman Brothers.
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