What journals are there that try to combine these two areas ? I came across the Algorithmic Finance Journal, are there others ? Looking at papers, mixed to overly -ve views about the quality and direction.
Not sure if such a combo can be useful in practice.
To answer your question, I don't think you have done your homework.
Look at the thread: Computational complexity in quantitative finance
But if this is a general remark about the journal. The editorial board appears almost impeccable. Sure, it looks a bit suspect that the editor in chief advocated a field that has been dubbed controversial as seen in A New Kind of Finance. Some critics maintain that the creation of the journal is strongly coupled with Wolfram Research's efforts to tap academics in the finance field. Other hidden agendas ?
Also consult with Wilmott's thread: http://www.wilmott.com/messageview.cfm?catid=11&threadid=89959
Last, my 3 cents. The inaugural issue is one that usually sets the tone. Papers looked good.
Efficient Greek Estimation in Generic Swap-Rate Market Models. This is by the great Mark Joshi. It deals with how to compute Greeks using automatic differentiation for a range of swap-rate market models. It's useful to practitioners since they want fast Greeks.
Markets are Efficient if and Only if P = NP. Not an expert in TCS, so refer to thread above computational-complexity-in-quantitative-finance for comments.
Forecasting Prices from Level-I Quotes in the Presence of Hidden Liquidity. Seemed important.
Binomial Options Pricing Has No Closed-Form Solution. Nifty. Nice read.