Quantitative Finance

2020 - Algorithmic Trading Environment

The Alpha-Trading tool is an open-source python library designed to develop, test and run algorithmic trading strategies inside a normalized, free and fully customizable environment.

PhD in Astrophysics

2017-2020 - Python/C++ Cosmic Rays Propagation code

CR SPECTRA is a theoretical/numerical transport code developed in Python and C++ that allows to model how Cosmic Rays are released by Supernovae Remnants and how they do propagate in a magnetized turbulent Interstellar Medium with which they interact.

2019-2020 - Sub-grid CRs diffusion coefficients in the RAMSES code

RAMSES code is an 3-Dimensional AMR Astrophysical simulation developped since 2008 by more than 200 researchers in various fields from Cosmology to Astrochemistry. In this code, I implemented an equation allowing to describe the transport of a non-thermal Cosmic Rays distribution within a cold magnetized and turbulent Interstellar Medium.

2017 - Small Scale Turbulence code

Small Scale Turbulence is a theoretical model of Cosmic Rays self-regulated and generated Magnetic Turbulence.

Projects for fun

2017 - 3D N-Body numerical simulation

Development of a 3-Dimensional gravitational N-body simulation in C++ for the fun! The code has the following features: Brute force calculation (CPU based), Object Oriented structure, Second order time symmetric Verlet solver

2018 - Rectangular Hilbert Grid Generator

A tool I developed by grabbing pieces of code on the web and reading papers about Hilbert algorithms. The objective of this tool is to be able to create a grid to line transformation of a randomly sized \(2^L \times 2^h\) 2D grid which can be used to attribute cells in a contiguous way to \(2^N\) calculation processes in the case of a 2D grid cell numerical simulation for example.

Blogging

2015 - Popularization website in Physics

Popularization website about Physics. The aim of this project is to help people to have a better understanding of what is Physics: models, methods and processes. The website is well referenced by Google and get more than 2000 unique users per month and content is recommended by University professors for their students.