3,503 reputation
930
bio website citeulike.org/user/lehalle/…
location Paris, France
age 44
visits member for 2 years, 4 months
seen 10 hours ago

Mathematician, 12 years in automotive, aerospace and defense industry, 9 years in financial markets.


2d
reviewed No Action Needed When Fed stops QE, Treasury Futures will go down in price, so… LEAP Puts are a good idea?
2d
awarded  Custodian
2d
reviewed Needs Improvement Sharpe Ratio - my own calculation differs from Yahoo finance, Morningstar
2d
reviewed Satisfactory Opposite of Tail-Risk Hedge (Established Vocabulary)
2d
reviewed Needs Improvement How to find optimal look back in quant trading models
2d
reviewed Needs Improvement Heat/Diffusion Equation
2d
reviewed Needs Improvement CVA number used by Finance Team
2d
reviewed Needs Improvement Fitting stochastic variance distributions to index return data
2d
reviewed Needs Improvement 2 stocks, no shorting vs shorting. (concrete questions, mean-variance)
2d
reviewed Satisfactory Looking for Research Paper on Creation of Currency Baskets
2d
reviewed Needs Improvement Option based portfolio insurance in practice
2d
reviewed Satisfactory Non-linear Dynamical Systems and Quantitave Finance
Aug
29
reviewed Reviewed Does Implied Volatility always exist?
Aug
29
awarded  Custodian
Aug
29
reviewed No Action Needed VIX intraday data
Aug
29
reviewed No Action Needed Where can I find a correlation matrix between the revenues of different industries?
Aug
12
revised Machine learning for non optimal behaviour
added 398 characters in body
Aug
12
revised Machine learning for non optimal behaviour
added 214 characters in body
Aug
12
revised Machine learning for non optimal behaviour
added 61 characters in body
Aug
12
answered Machine learning for non optimal behaviour