Alessio Sancetta
I have been professor of economics at Royal Holloway, University of London, since 2012. I previously held a University lectureship at the University of Cambridge, where I completed my PhD in 2002.
My research interests lie in financial economics and econometrics, asset pricing, market microstructures and manipulation, forecasting methods, high dimensional estimation and machine learning.
Personal academic profile at Royal Holloway
In addition to my academic work, I have accrued extensive industry experience over the past twenty years, having originally joined the workforce as a trader of derivatives in the late nineties. During my career I have worked in top-tier investment banks and proprietary trading firms. My primary expertise is in investment and trading strategies with emphasis on algorithmic trading.