Personal Information
Organization / Workplace
Paris Area, France France
Occupation
Founder at 42 Capital
Industry
Finance / Banking / Insurance
Website
http://www.42capital.fr/About
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Signal extraction from non-price data and original data sets (sentiment related market data, text analysis, fundamental data,...), "quantamental" strategies (micro and macro).
Applications to L/S or long only strategies, in equity or fixed income space (corporate credit).
Introduction of expert views/sentiment into quantitative workflows (strategies or portfolio construction)
Mid/low frequency quantitative trading
Portfolio construction and risk allocation
Hedging & overlay
Cross Asset and Derivatives risk management
And all the maths and technology required to implement this.
Good experience developping process driven investment framework (R&D& production), managing various type...
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