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.


May
11
answered In a mis-matched trade who profits?
May
11
awarded  Custodian
May
11
reviewed No Action Needed In a mis-matched trade who profits?
May
6
awarded  Custodian
May
5
revised What should I put on a math finance cheat sheet?
edited body
May
4
revised What nonparametric methods exist for estimating intraday seasonalities?
edited tags
May
4
revised academic papers about market making
edited tags
May
4
revised What is “high frequency quoting” or “quote spam”?
edited tags
May
4
answered What should I put on a math finance cheat sheet?
May
4
awarded  Custodian
May
4
reviewed Close What is shorting a asset that has negative price. Can anyone give me an example?
Apr
25
revised Deep bid ask orders
added 21 characters in body
Apr
25
answered Deep bid ask orders
Apr
15
awarded  Yearling
Apr
12
revised How 'High' is the frequency in HFT?
edited tags
Mar
23
comment Definition of orthogonality and independence for a stochastic processes
As usual with Gaussianity; since you have in mind Gaussian processes, yes: correlations=0 is equivalent to independence.
Mar
11
answered Optimal Executions for Minimizing Slippage
Mar
6
comment Measuring Behavioral Finance Effects in Fund/Portfolio Manager Analysis
@user2921 you meant this paper www2.warwick.ac.uk/fac/soc/economics/news_events/calendar/…
Mar
2
revised How to use a realized kernel?
edited tags
Mar
2
answered How to use a realized kernel?