Alvaro Cartea

Alvaro Cartea is a Research Fellow at the Mathematical Institute, University of Oxford, within the Department of Mathematical Sciences. His research interests include high-frequency and algorithmic trading, mathematical finance, financial economics, asset pricing, and energy markets. Cartea is also associated with the Oxford-Man Institute of Quantitative Finance and serves as Editor-in-Chief of Applied Mathematical Finance. His work has been featured in several publications, including studies on algorithmic trading, stochastic control, and mutually exciting processes. He has contributed to research on topics such as data-driven trade flow decomposition, network-augmented volatility forecasting, and AI bubbles with large language models.

Álvaro Cartea is a researcher at the University of Oxford and Oxford-Man Institute, specializing in Mathematical Finance, Market Microstructure, Energy Finance, and Algorithmic Collusion. His work explores the intersection of financial markets, mathematical modeling, and algorithmic trading strategies. Cartea's research includes pricing models for electricity markets, optimal execution strategies, and the analysis of high-frequency trading behaviors. He investigates the impact of order-flow dynamics, market microstructure, and risk metrics on trading performance. His publications address challenges in energy markets, such as modeling spot prices and forward contracts, while also examining algorithmic collusion and spoofing in order-driven markets.