Francois Bonnin on Quant Trading and the Anglo-Saxon & French Way in Finance
Understanding quantitative strategies will become more and more important, as those strategies continue to develop and potentially dominate investing. Vectorial approaches are following an euclidian paradigm, and new theories like Machine Learning, Chains of Markov, Support Vector Machines or Kelly Rule will be part of fundamental research as well as applied finance.
The Anglo-Saxon and the French Way in Finance
Who knew that the roots of today's disputes and approaches to finance and quantitative strategies date back to the 1600s and 1700s, when "rationalist" Descartes opposed the "empiricist" John Locke?
Hear Bonnin explain what's behind the French obsession with models and theories, and why in many investment banks, large hedge funds or asset managers you often find French (or French educated) to be in charge of risk management. What's behind that knack to crunch the numbers?
Francois Bonnin graduated from the "Grande Ecole" ISG (Institut Superieur de Gestion). He was Director of convertible trading at RAFE S.A. (AXA Group) before setting up the asset manager CAP STARDEX in 1992. After selling the firm to ING, Francois founded John Locke Investments.
John Locke Investments has been running systematic programs since 2000 and is owned by its managers and BNP Paribas, which holds a 15% minority stake.
