Currently, a 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 a methodology from 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 a precision of 0.001 seconds (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 to my own country, I pursued 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 to 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.