Martin Gould is a James S. McDonnell Postdoctoral Fellow in the CFM-Imperial Institute of Quantitative Finance, which is part of the Department of Mathematics at Imperial College, London. He is also a lecturer on the Mathematical and Computational Finance MSc at the University of Oxford.
Martin holds a DPhil (PhD) in mathematics from the University of Oxford, Part III of the Mathematical Tripos from the University of Cambridge and a BSc (Hons) in mathematics from the University of Warwick. Martin’s current research interests span a wide variety of topics related to trading via electronic limit order books. He is particularly interested in understanding how macroscopic-scale phenomena (such as the spectral whiteness of returns) emerge from the microscopic-scale actions and interactions between individual traders. He is also interested in developing and implementing new tools for mining the massive data sets that real-world LOBs generate.