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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.

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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.

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  • $\begingroup$ This doesn't really answer my question. What other journals are out there ? Let me address each point you made. $\endgroup$ – aspiring.quant Jun 20 '14 at 2:03
  • $\begingroup$ 1) Editorial board of other journals are as impressive if not more. Wilmott's thread makes excellent point about lack of actual practitioners on board. 2) Hidden agendas ? and linkage to a controversial science makes things even more less appealing. 3) Papers that you describe: Mark Joshi's paper has been around for some time. Why didn't it get accepted by other more established journals ? Markets are Efficient if and Only if P = NP, leading folks aren't impressed. Binomial Options Pricing Has No Closed-Form Solution. Nifty, but useful ? $\endgroup$ – aspiring.quant Jun 20 '14 at 2:17

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