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Charles-Albert Lehalle

I'm a mathematician (PhD on stochastic and nonlinear control using artificial neural networks, directed by Pr Robert Azencott).

I'm the main author of OCAMAWEB (an ongoing version is available here: OCAMAWEB) which is a literate programming tool in ocaml. I initially built it for Matlab code. Now it has configurations files to work with awk, SAS, S-plus, and a lot of other languages.

I worked :

  • 4 years at the Renault Research Center - as Research Engineer
  • 5 years at MIRIAD Technologies (French SME dedicated to online diagnosis and monitoring of huge dataflows) - as Head of the algorithmic devlopments and advanced studies
  • 2 years at EXANE-BNP-PARIBAS in the Trading & Arbitrage research team

Now I work at CA Cheuvreux (CALYON group) as head of the quantitative research team. Our research are mainly focused on high frequency trading, statistical arbitrage, market microstructure and algorithmic trading.

I've got several blogs :

a list of my favorite sites :

some of my contributions on the internet:

[edit] Some points about

[edit] Watchlist

My notebook.

[edit] On going articles

My articles are mainly linked to:

[edit] Hot links

[edit] ToDo List

[edit] My contributions

Do not forget to check the popular pages.

Here on LP I'm now a sysop, and am happy to help with anything that needs sysop powers.

Creative Commons CC-Zero This user has made all of their contributions available under the Creative Commons CC0 1.0 Universal Public Domain Dedication, including those before the license migration to CC0.
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