Toronto, CANADA / Tokyo, JAPAN
+1 647-303-5547
jf@boilard.net

Algo Trading & Market Microstructure Specialist

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

Optimize and implement your algo trading logic:

Be strategic; analyze market microstructure as a scientist.

Contact me

Highlights

About me

Currently working at Scotiabank as a senior algorithmic trading developer where I produce new algorithmic market-making systems for ETF products using C++. 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 researches with a focus on alpha generation, pricing, and statistical arbitrage. Codes and files might be attached with examples when helpful.

Trading implementation

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