Alessio Sancetta
Chair Of Economics at Royal Holloway, University of London
London, England, United Kingdom
Summary
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Senior🎓
Top SchoolAlessio Sancetta is a Professor and Chair of Economics in London who blends deep academic expertise in financial econometrics with nearly two decades of hands-on quantitative trading and execution experience. He has led algorithmic execution intelligence at UBS, developed systematic strategy review frameworks for ADIA, and built high-frequency alpha and execution analytics for proprietary trading desks. He directs graduate programs in finance and computational finance while selectively advising institutional investors and trading teams on strategy evaluation and transaction-cost-aware execution. Known for translating rigorous microstructure research into practical trading tools, he also authors a practitioner-focused newsletter, Practical Investor, that distills complex quantitative ideas for decision-makers.
8 years of coding experience
PhD, Financial Econometrics, PhD, Financial Econometrics at University of CambridgeBSc, Economics, Mathematics, BSc, Economics, Mathematics at Fairfield UniversityMSc, Econometrics and Economics, MSc, Econometrics and Economics at University of YorkGithub contributions (5)
asancetta/FDRegression
Aug 2017 - Jun 2019
Contributions:5 commits, 4 pushes, 1 branch in 1 year 10 months
asancetta/CausalTimeSeries
Jun 2023 - Nov 2024
Contributions:9 pushes, 1 branch in 1 year 5 months
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