Serves as Editor-in-Chief of Applied Mathematical Finance and is on the editorial boards of Market Microstructure and Liquidity, Journal of Commodity Markets, and Journal of Energy Markets. Author of Algorithmic and High-Frequency Trading published by Cambridge University Press.
Research Experience
Was a Reader in Mathematical Finance at University College London before coming to Oxford. Previously, he was the JP Morgan Lecturer in Financial Mathematics at Exeter College, University of Oxford.
Education
Obtained his doctorate from the University of Oxford in 2003.
Background
Research interests include algorithmic collusion, algorithmic and high-frequency trading, decentralized finance, automated market making, and energy markets. He is a Professor of Mathematical Finance at the University of Oxford and director of the Oxford-Man Institute of Quantitative Finance.
Miscellany
Email: Alvaro.Cartea@maths.ox.ac.uk; Has Twitter and LinkedIn profiles; Photo by Ian Wallman.