HI THERE

Welcome on my GitHub !

I am Antoine, a Finance and Computer Science passionate who has evoluated as different positions in finance industry.

You can find out more about me on .

Favorite Weapons 🏹

Area of interests

Quantitative Finance

Financial modelling 
Derivatives Pricing
Calibration
Yield Curve construction (Interpolation and 
stochastic process)

Portfolio Optimization

CVaR Minimisation
Markovitz Based modelling
Beta Zero

Econometrics

Linear regression
Multiple linear regression
GARCH / ARIMA for time series modelling
Fitting and performance capabilities

Trading Algorithms

Strategy construction based on Economics, quantitative
even econometrics parameters
Implementation from data analysis to market descision
Backtesting

Business management in financial context:

Reporting tools
Result calculation
Performance contribution and attribution