3,677 reputation
931
bio website citeulike.org/user/lehalle/…
location Paris, France
age 44
visits member for 2 years, 8 months
seen Dec 16 at 6:42

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


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
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