Toronto, CANADA / Tokyo, JAPAN
+1 647-303-5547

Algo Trading & Market Microstructure Specialist

J.-F. Boilard, Ph.D. CFA

Optimize and implement your algorithmic trading logic:

Be strategic; analyze market microstructure as a scientist.

Contact me


About me

Currently working at Scotiabank as an electronic ETF trader where I lead the low-touch ETF market-making initiative by enhancing our trading strategies. In 2018, I obtained my Ph.D. in Computational Intelligence and Systems and […]

Quantitative researches

This section describes the content of publications, working papers, or proprietary research with a focus on alpha generation, algorithmic trading, and statistical arbitrage. Codes and files might be attached with examples when helpful.

Trading implementation

 Here we link quantitative research to a trading system. We walk through back-testing, algorithmic trading design, optimization of the system parameters, and risk management. Many examples are provided with codes and source files for motivated readers.