Dr. Julius Bonart - Research

Market Design – Market Microstructure – Arbitrage – Optimal Trading


This site summarizes my research activities and interests in financial markets. Since 2016 I have been a lecturer (assistant professor) in Financial Computing in the Computer Science Department at UCL, London’s global unversity. From 2013 to 2015 I was a research fellow at CFM in Paris and Imperial College London.

Students wishing to access information about lectures please click here. Check out my research blog to view my latest research papers and interesting stuff from other people. Information about my industry collaborations and consulting activities for several of London’s financial institutions and firms can be found here.

I am interested in market microstructure, arbitrage & trading, financial economics related to limit order books, high-frequency data statistics, econophysics.