Currently Ph.D. candidate in the department of Computational Intelligence and Systems Science, Tokyo Institute of Technology (東京工業大学)  my research has focused on analyzing microscopic electronic order book fluctuation of currencies (EBS/ICAP market) using methodology of physics, so called econophysics.

My research activities are supervised by Professor Misako Takayasu (高安美佐子) and supported by Ishinomori scholarship. In addition, since 2014, I am working as an assistant researcher in Sony CSL (Sony – Computer Science Laboratory) under the supervision of Hideki Takayasu (高安秀樹). One of the main specialty of our laboratory is econophysics and focus on tick data with precision of 0.001 second (1 millisecond). More information can be found on her laboratory website: http://www.smp.dis.titech.ac.jp/


Native from the province of Quebec (Canada), I completed my undergraduate program in 2011 in Finance, Laval University. During that time, I had the chance to study abroad in Kansai Gaidai University (関西外大大学) in Japan. After returning in my own country, I pursed a master in Finance, Laval University and write an essay titled “VPIN Toxicity Method and Algorithmic Trading Positions and Performances”.

After graduation from my master program, I hold a position as option trader with ARB Group where I still continue to do collaboration concerning research on options and mean-reversion strategies. Finally, I completed all three levels of the CFA program in 2013.

My main interests are concerning options (especially close from expiration), market microstructure (FOREX), high frequency trading and portfolio management with non-linear products. Do not hesitate to contact me if you have any question or comments. All communications can be done in English, French or Japanese.