Jeremy Large – Research Homepage

Research Economist, AHL, Man Investments, since 2008

· Creating and managing systematic trading algorithms on financial markets

Associate Member, Oxford-Man Institute of Quantitative Finance, Oxford University, since 2008

· Undertaking research into financial volatility, market microstructure, and dynamic game theory

Associate Fellow, Saïd Business School, Oxford University, since 2009

· Delivering lectures to students on the Masters in Financial Economics and the MPhil in Economics

· Further information

Journal articles:

Updated on the website of All Souls College, Oxford

Working papers and other publications:

· Apr ’09 Ergodic Equilibria in Stochastic Sequential Games (with T. Norman)

· Aug ’08 Pro-Rata Matching in One-Tick Markets (with J. Field)

· July ’07 Accounting for the Epps Effect: Realized Covariation, Cointegration and Common Factors

· 2007/08 “Pro-rata games: what does the future hold” Euromoney Algorithmic Trading Handbook

Contact:

By email here

Dr Jeremy Large,

Oxford-Man Institute of Quantitative Finance,

Oxford, OX1 4EH, UK