Professor Alessio Sancetta
Professor of Economics, Royal Holloway, University of London Director of the MSc Finance and Co-director of the MSc Computational Finance.
He worked full time in the finance industry both for proprietary trading firms and tier one investment banks in London. His industry experience lies in intra-day trading of futures and European options, and high frequency algorithmic trading. He is an expert in the microstructures of several electronic platforms such as EBS, Reuters, CME and NASDAQ. He currently consults in the area of algorithmic trading and technology driven algorithms and liquidity provision.
He has been assistant editor of the Econometric Journal and has published in leading econometrics and statistics journals in a wide range of topics ranging from financial econometrics to theoretical statistics. His current research interests are on financial predictions, functional data analysis, volatility estimation, high dimensional estimation, and machine learning techniques. He holds a PhD from Cambridge University where he subsequently worked as post-doc and University Lecturer for a number of years. Further details on his biography previous to 2007 can also be found in Marquis Who's Who in the World 2007.