20 years ago, I joined Professor Pierre Bernhard at INRIA to develop the first predictive modeling algorithm and digital filtering system with a theoretical application in econometrics. By 2020, IndiceA quantitative filtering system consistently outperforms underlying benchmark indices ...more

20 years ago, I joined Professor Pierre Bernhard at INRIA to develop the first predictive modeling algorithm and digital filtering system with a theoretical application in econometrics. By 2020, IndiceA quantitative filtering system consistently outperforms underlying benchmark indices (EuroStoxx50, CAC40, S&P500 and CSI300), and generates absolute return with pure Alpha. Specialties: 1. Index data & Predictive modeling 2. Index filtering & Signal processing 3. Index timing & Managed futuresless