Álvaro Cartea

Research interests

• Algorithmic collusion

• Algorithmic  and high-frequency trading

• Decentralised Finance

  • Automated Market Making

• Energy Markets

Publications

Working Papers

My Google Scholar page

My SSRN page

Algorithmic and High-Frequency Trading

Cambridge University Press

Álvaro Cartea is Professor of  Mathematical Finance in the Mathematical Institute, University of Oxford and director of the Oxford-Man Institute of Quantitative Finance.   Before coming to Oxford, Álvaro was Reader in Mathematical Finance at University College London. Previously,  he was the JP Morgan Lecturer in Financial Mathematics, Exeter College, University of Oxford. Álvaro obtained his doctorate from the University of Oxford in 2003.

Álvaro is editor in-chief of 

1. Applied Mathematical Finance  

and a member of the Editorial Boards of 

2. Market Microstructure and Liquidity

3. Journal of Commodity Markets

4. Journal of Energy Markets