About
Mathematician, product executive and serial entrepreneur. By day, I lead Personalization…
Activity
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Huge congratulations to the team at Climate X. Awesome people doing awesome work!
Huge congratulations to the team at Climate X. Awesome people doing awesome work!
Shared by Martin Gould
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The Big Moment: I AM ON A BILLBOARD 🎉 Look, Mum – I am famous! 10 years ago, 📍 I started my journey in tech with zero tech degrees &…
The Big Moment: I AM ON A BILLBOARD 🎉 Look, Mum – I am famous! 10 years ago, 📍 I started my journey in tech with zero tech degrees &…
Liked by Martin Gould
Experience
Education
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University of Oxford
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I studied for my DPhil (PhD) in mathematics at Somerville College, Cambridge. The title of my PhD thesis is "Electronic Trading in the Foreign Exchange Market". I was supervised by Prof. Mason Porter and Prof. Sam Howison.
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I studied Part III (CASM) of the Mathematical Tripos at Magdalene College, Cambrige.
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Secondary Education
Publications
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Limit Order Books
Quantitative Finance
Limit order books (LOBs) match buyers and sellers in more than half of the world’s financial markets. This survey highlights the insights that have emerged from the wealth of empirical and theoretical studies of LOBs. We examine the findings reported by statistical analyses of historical LOB data and discuss how several LOB models provide insight into certain aspects of the mechanism. We also illustrate that many such models poorly resemble real LOBs and that several well-established empirical…
Limit order books (LOBs) match buyers and sellers in more than half of the world’s financial markets. This survey highlights the insights that have emerged from the wealth of empirical and theoretical studies of LOBs. We examine the findings reported by statistical analyses of historical LOB data and discuss how several LOB models provide insight into certain aspects of the mechanism. We also illustrate that many such models poorly resemble real LOBs and that several well-established empirical facts have yet to be reproduced satisfactorily. Finally, we identify several key unresolved questions about LOBs.
Other authorsSee publication -
Bridging the Gap to University Mathematics
Springer
Bridging the Gap to University Mathematics helps to ease the transition between school/college and university mathematics by (re)introducing readers to a range of topics that they will meet in the first year of a degree course in the mathematical sciences, refreshing their knowledge of basic techniques and focussing on areas that are often perceived as the most challenging.
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Languages
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English
Native or bilingual proficiency
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German
Limited working proficiency
More activity by Martin
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So excited for Granola! Fantastic team building a product that could seriously make meetings 10x better.
So excited for Granola! Fantastic team building a product that could seriously make meetings 10x better.
Shared by Martin Gould
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