Personal Website:
+44 1865 270430
Address
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
Recent Books:
Algorithmic and High-Frequency Trading
ISBN-13: 9781107091146
(6 August 2015)
Recent Publications:
Algorithmic Trading with Model Uncertainty
SIAM Journal on Financial Mathematics
(4 April 2017)
IRREVERSIBLE INVESTMENTS AND AMBIGUITY AVERSION
International Journal of Theoretical and Applied Finance
(1 January 2017)
Algorithmic trading of co-integrated assets
International Journal of Theoretical and Applied Finance
issue 6
volume 19
(1 September 2016)
The Relationship between the Volatility of Returns and the Number of Jumps in Financial Markets
Econometric Reviews
issue 6
volume 35
page 929-950
(2 July 2016)
ALGORITHMIC TRADING with LEARNING
International Journal of Theoretical and Applied Finance
issue 4
volume 19
(1 June 2016)