Hello! I'm Adrien
I'm a professional portfolio manager.
Founded in 2017, my proprietary trading firm, AlgoTown manages algorithmic asset trading.
We have traded assets on several international markets utilizing our proprietary software suite, capable of satisfying all liquidity needs, from basic execution services to highly complex solutions.
EXPERIENCE
Since 2017
Co-Founder
ALGOTOWN
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Manage the funds of the company
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Implement quantitative trading strategies
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Develop in-house trading solution
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Risk Management
2011-2017
Trader
LONG/SHORT EQUITY STRATEGIES
Researched, developed and implemented trading strategies on equity: Long/Short equity strategies based on innovative behavior statistics, live for 2 years with Sharpe ratio around 3 (over 5,000 orders executed on listed equity, ETF and CFD)
2010-2011
Trader
MOSAIC FINANCE
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Managed the option book on French and Italian equity markets and answered price requests from brokers
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Traded, quoted listed options
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Developed VBA tools to detect trading opportunities (comparison of implied volatility, historical volatility and smiles)
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Managed the weekly risk report for the trading desk
2007-2009
Trader
SOCIETE GENERALE, GEDS (Global Equity & Derivatives department)
Index trader
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Traded ETF for institutional clients
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Managed the trading book
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Built database and pricing tools on SG Equity Linked Swap
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Used Sql Database, Bloomberg and Reuters to study asset evolutions
Volatility and proprietary trader
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Provided quantitative strategies on equities and options using technical and fundamental market parameters
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Developed and back-tested VBA macros to validate strategies
2006
Internship
MORGAN STANLEY Real Estate Fund
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Implemented a pricer evaluating the cost of shopping centre
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Analysed funds allocated to the shopping centres projects
EDUCATION
2006-2007
Master's Degree
ESSEC BUSINESS SCHOOL
Master of Finance, market finance
2003-2006
Bachelor's Degree
ESTP
I(French engineering school), Master of Science
2000-2003
LYCEE FENELON Sainte Marie
Classe préparatoire MP in Mathematics and Physics
SKILLS
Statistical Arbitrage
Modelization
Blockchain
Risk Management
Data science
Node.js, C++, Python
EXPERTISE
ARBITRAGE
More than 10 years of experience on digital & equity derivatives markets