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.


Dec
16
reviewed No Action Needed What is the best real time data feed - IQFeed, kinetick.com, etc?
Dec
14
reviewed Leave Closed examples of c++ code with application to quant finance
Dec
6
reviewed No Action Needed Where can end-of-day price volume data for Japanese stocks be downloaded or subscribed to?
Dec
6
reviewed Reviewed What are the technical events that fluctuate quoted asset (e.g. forex) prices? How does it relate to the purchase of currency contracts?
Dec
1
reviewed Approve How to simulate stock prices with a Geometric Brownian Motion?
Dec
1
reviewed No Action Needed Where can I download intraday series for DAX and S&P500 Index?
Nov
17
reviewed No Action Needed Web Based Market Profile Code
Nov
17
reviewed No Action Needed volatility grouping
Nov
14
reviewed No Action Needed Help with integrating stochastic calculus expression from yield curve model
Nov
9
reviewed Reviewed Where to find agent-based software for the stock-market?
Nov
9
reviewed No Action Needed What is the best source (book or article) to learn pair trading from for the layman?
Nov
9
reviewed No Action Needed What is the best source (book or article) to learn pair trading from for the layman?
Nov
9
reviewed No Action Needed Cobb - Douglas Production Function
Nov
9
reviewed No Action Needed Is there a better way to price options than with historical volatility?
Nov
7
reviewed No Action Needed Why Drifts are not in the Black Scholes Formula
Nov
7
reviewed No Action Needed Distribution of the differences of the inverse of the integral of a Gaussian Distribution
Sep
14
reviewed No Action Needed Asian option numerical pricing method generates a negative time value
Aug
31
reviewed No Action Needed When Fed stops QE, Treasury Futures will go down in price, so… LEAP Puts are a good idea?
Aug
31
reviewed Needs Improvement Sharpe Ratio - my own calculation differs from Yahoo finance, Morningstar
Aug
31
reviewed Satisfactory Opposite of Tail-Risk Hedge (Established Vocabulary)