François ASSEMAT

Responsable du Master Salles des marchés, Trading, métiers de la gestion d'actif.
Classé 1er Master Finance par le Figaro Etudiant (10 mars 2010).

J'enseigne aussi l'Asset Management et l'Analyse Technique Quantitative dans le programme ESC de l'INSEEC Paris.

Ai enseigné Derivatives Pricing à Sup de Co Toulouse.

Mass Research in Time Series Prediction & Forecasting including:

- Autoregressive modelling (ARMA, ARIMA, ARCH, GARCH)
- Chaos & Fractals
- Neural Nets
- Non Linear Regressions
- Most of Linear models from conventional Technical Analysis
- Spectral Analysis (including MESA)

The result of this intensive search led to the construction of a unique proprietary Behavioural forecasting model that will be the base for a future CTA Fund, due to start in 2010/2012.

Sales on Swaps in XEU, ITL, ESP.

Trader Swaps en £.

Responsable du desk Devises latines (3 traders, une assistante): ITL, ESP, PTE.