3,583 reputation
930
bio website citeulike.org/user/lehalle/…
location Paris, France
age 44
visits member for 2 years, 6 months
seen Oct 12 at 17:48

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


Jun
8
awarded  Nice Answer
Jun
5
comment How to model hedge fund returns?
There is a special issue of bankers, markets and investors about hedge funds: revue-banque.fr/medias/revues/bankers-markets-investors/… a very good reference indeed.
Jun
3
reviewed No Action Needed Why non-stationary data cannot be analyzed?
Jun
3
answered Sample size and historical correlation matrices
Jun
1
revised Why non-stationary data cannot be analyzed?
edited tags
Jun
1
revised Why non-stationary data cannot be analyzed?
added 727 characters in body
Jun
1
answered Why non-stationary data cannot be analyzed?
May
29
revised What is the main point in the Forward contracts definition?
edited title
May
29
answered What does it mean if $\beta$ is insignificant in the CAPM model?
May
21
reviewed No Action Needed List of Stocks by Sector
May
21
comment Databases for storing and querying high frequency tick-level data?
@DanielQin you should ellaborate in your answer, otherwise, please just post a comment. This is one of the good practices of this web site. Thanks. And welcome anyway.
May
17
revised Calculate alpha (CAPM) in “cross country-portfolio”
edited title
May
15
awarded  Revival
May
15
revised Bloomberg ticks is difference from Reuter ticks?
added 86 characters in body
May
14
answered Bloomberg ticks is difference from Reuter ticks?
May
12
comment In a mis-matched trade who profits?
@MattWolf my name is not that common: I am almost surely the author of "Market Microstructure in Practice" ;{)}
May
11
revised What is the price pressure?
deleted 1 character in body
May
11
revised What is the price pressure?
added 496 characters in body
May
11
answered What is the price pressure?
May
11
revised In a mis-matched trade who profits?
edited tags