2,938 reputation
922
bio website citeulike.org/user/lehalle/…
location Paris, France
age 43
visits member for 2 years
seen 8 hours ago

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


Jul
1
answered What sort of order submission strategy would result in a random walk of trade prices?
Jul
1
answered Optimal execution strategy
Jul
1
answered Proxy for risk in portfolio theory when return can take only two values
Jul
1
answered How to measure a non-normal stochastic process?
Jun
9
answered Why isn't all market data free?
Jun
9
answered What are some applications of bioinformatics or genetics to generating alpha in U.S. equities?
Jun
5
answered What latency should I use for backtesting a high-frequency strategy?
May
29
answered Optimal execution and reinforcement learning
May
27
answered How to model the daily return using intraday data?
May
27
answered How to model time series of illiquid stocks - 400 observations (transactions) per 8 hours?
May
8
answered cointegration applied to Portfolio Construction & Risk management
Apr
30
answered definition for “the viscosity” in financial market data series
Apr
21
answered How can I go about applying machine learning algorithms to stock markets?
Apr
19
answered Quantitative before/after or financial engineering studies of a bid or ask tax?
Apr
18
answered Is there an open source alternative to Reuters Kondor+?
Apr
18
wiki created market-microstructure excerpt
Apr
18
wiki created market-microstructure description
Apr
18
answered Order submission strategies of a rational market maker?
Apr
18
wiki created cointegration excerpt
Apr
18
wiki created cointegration description