Imperial College London


Business School

Visiting Researcher



j.bonart Website




6M23Huxley BuildingSouth Kensington Campus





Julius Bonart (website here) is currently a lecturer in Financial Computing at UCL.

He was the first recipient of the CFM-Imperial Postdoctoral Fellowship in Quantitative Finance, awarded in 2014. In 2013-2014 Julius Bonart was a Postdoc research fellow at Capital Fund Management, Paris. Julius Bonart is an external member of the CFM-Imperial Institute of Quantitative Finance.

Julius' research interests include statistical order book models and optimal execution strategies, macro-economic mechanisms leading to economic crises and risk propagation through financial networks.

Julius Bonart holds a doctorate degree from the University Pierre-et-Marie Curie (Paris VI) in Statistical Physics, a Master degree from Ecole Normale Superieure (Paris) in Theoretical Physics and a BSc degree in Physics from the Johannes Gutenberg-Universität Mainz, Germany.



Donier J, Bonart J, 2014, A Million Metaorder Analysis of Market Impact on the Bitcoin, Http://

Donier J, Bonart J, Mastromatteo I, et al., 2014, A fully consistent, minimal model for non-linear market impact, Http://

Bonart J, Bouchaud J-P, Landier A, et al., 2014, Instabilities in large economies: aggregate volatility without idiosyncratic shocks, Journal of Statistical Mechanics: Theory and Experiment, Vol:2014, Pages:P10040-P10040

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