About

Hi all,

Just a short explanation about Algo My Way and Who I am.

I’m working since 2004 in the Finance Industry, on different jobs but all related to Quantitative analysis (Quant analyst). I have an econometrics background, and I have always been interested in Finance and trading models.

The goal of this blog is to share my algorithms (and related market signals) , articles, tips regarding quantitative stuff and websites I like.

Since 2015, I’ve been appointed to Portfolio Manager (I was obliged to stop the blog).

Now, I’m specialized in Volatility Market. I’d like to say, within Volatility space, across asset class the combination are infinite. You can always find an arbitrage opportunity from the vol surface in equity, FX or Commodify to the cube in Interest Rate and Credit

So 2019 should be my come back to provide you the best stuff I found

Finally, don’t forget to read the disclaimer.

Enjoy

Nicolas

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