3,583 reputation
930
bio website citeulike.org/user/lehalle/…
location Paris, France
age 44
visits member for 2 years, 6 months
seen Oct 25 at 7:36

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


Sep
19
revised How can I go about applying machine learning algorithms to stock markets?
deleted 2 characters in body
Sep
14
reviewed No Action Needed Asian option numerical pricing method generates a negative time value
Sep
14
answered Bootstrapping Sharpe Ratios
Aug
31
reviewed No Action Needed When Fed stops QE, Treasury Futures will go down in price, so… LEAP Puts are a good idea?
Aug
31
awarded  Custodian
Aug
31
reviewed Needs Improvement Sharpe Ratio - my own calculation differs from Yahoo finance, Morningstar
Aug
31
reviewed Satisfactory Opposite of Tail-Risk Hedge (Established Vocabulary)
Aug
31
reviewed Needs Improvement How to find optimal look back in quant trading models
Aug
31
reviewed Needs Improvement Heat/Diffusion Equation
Aug
31
reviewed Needs Improvement CVA number used by Finance Team
Aug
31
reviewed Needs Improvement Fitting stochastic variance distributions to index return data
Aug
31
reviewed Needs Improvement 2 stocks, no shorting vs shorting. (concrete questions, mean-variance)
Aug
31
reviewed Satisfactory Looking for Research Paper on Creation of Currency Baskets
Aug
31
reviewed Needs Improvement Option based portfolio insurance in practice
Aug
31
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