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Stephane LAFOURCADE

GENEVE

En résumé

Working Papers:

High Frequency and Quantum Space
Quantum Correlation in Volatility Arbitrage
Hurst and Holder Exponent in Equities spread Arbitrage

Modelling:

•Set up a High Frequency Trend Following model,
•Research on memory effects and fractal behaviors (Hurst, Haussdorf, Mandelbrot)
•Research on Fractals applied to High Frequency Trading,
•Research on Fractal volatility and how to incorporate it into risk management,

Entreprises

  • Investivity - Business Developpement Director

    2017 - maintenant

  • Trading House - Proprietary Trading

    2008 - maintenant

  • Viel Tradition Finacor - Sales Credit & Structured Products

    2007 - 2008

  • Octofinances - Sales Credit & Structured Products

    2005 - 2006 • Quantitative Technical Analysis (Bund, Bobl, Schatz, Itraxx)
    • Research on bonds and credit markets opportunities so as to structure strategies to be marketed to Private Clients (CMS Steepner, First to default, Inflation Spreads)
    • « Global macro » analysis to support product proposals

  • Transfinance - Trading Advisory

    2002 - 2004 • Quantitative Technical Analysis
    • Advisory on a broad range of markets and financial instruments including derivatives
    • Daily markets overview and comments on the French and Italian Stock Exchanges

Formations

Réseau

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