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| Prénom : | ********** | | Nom : | ********** |
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| Basé à : | Paris
(je peux me déplacer dans le monde entier) |
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| Disponibilité : | Disponible immédiatement. |
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| Formation : university paris vi paris france
dea in probability and finance dea of el karoui pagès yor
ecole polytechnique
fudan university
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| Spécialité en finance : internship in statistical arbitrage high frequency trading desk
• used multiple regression correlation analysis to find predictable indicators in fx market
• developed an adaptive estimation system to capture the time varying character of the
regression coefficients in order to optimize the return forecasting
• developed fast optimizer by projected gradient interior point methods
• constructed trading strategy back testing system with matlab vba excel
internship in systematic trading f |
| Logiciels : programming language: c++ vba matlab scilab java php pascal
software: microsoft office mysql server autocad
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| Langue : Non communiqué
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