3,503 reputation
930
bio website citeulike.org/user/lehalle/…
location Paris, France
age 44
visits member for 2 years, 4 months
seen 16 hours ago

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


16h
reviewed No Action Needed When Fed stops QE, Treasury Futures will go down in price, so… LEAP Puts are a good idea?
1d
reviewed Needs Improvement Sharpe Ratio - my own calculation differs from Yahoo finance, Morningstar
1d
reviewed Satisfactory Opposite of Tail-Risk Hedge (Established Vocabulary)
1d
reviewed Needs Improvement How to find optimal look back in quant trading models
1d
reviewed Needs Improvement Heat/Diffusion Equation
1d
reviewed Needs Improvement CVA number used by Finance Team
1d
reviewed Needs Improvement Fitting stochastic variance distributions to index return data
1d
reviewed Needs Improvement 2 stocks, no shorting vs shorting. (concrete questions, mean-variance)
1d
reviewed Satisfactory Looking for Research Paper on Creation of Currency Baskets
1d
reviewed Needs Improvement Option based portfolio insurance in practice
1d
reviewed Satisfactory Non-linear Dynamical Systems and Quantitave Finance
2d
reviewed Reviewed Does Implied Volatility always exist?
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?
Jun
24
reviewed No Action Needed Implied Probability of Default from Bond Prices
Jun
24
reviewed No Action Needed Implied Probability of Default from Bond Prices
Jun
3
reviewed No Action Needed Why non-stationary data cannot be analyzed?
May
21
reviewed No Action Needed List of Stocks by Sector
May
11
reviewed No Action Needed In a mis-matched trade who profits?
May
4
reviewed Close What is shorting a asset that has negative price. Can anyone give me an example?