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Set: Finance





Momentum strategy in the French stock market
06 Oct 2016 /
By Jonathan Riquier /
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4th year project, engineering school, class of 2017 Jeritiana Bizerai – Hawa Sy – Ngoc Anh Truong Their project Our goal was to establish one or more software program which would allow people to manage their portfolio thanks to momentum strategy. We also had to consider the frequency of the use of momentum strategy in […]


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Analysis of Bitcoin prices
06 Oct 2016 /
By Jonathan Riquier /
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4th year project, engineering school, class of 2017 Myriam Dali Ali – Terry Pasquet – Sarah Mrabet – Mehdi Tahri Their project We had to do an analysis of Bitcoin prices by studying its correlation or co-integration with other currencies or investment goods.


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Markowitz method for efficient portfolio
06 Oct 2016 /
By Jonathan Riquier /
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4th year project, engineering school, class of 2017 Yacine Belgacem – Mégane Holes – François Lebon – Antoine Palacin – Naïra Saidali Their project Markowitz is a method that consists in selecting assets, in order to build a portfolio with the best efficiency possible, as saying a maximum return with lowest risk. Therefore, this optimized […]


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Remote controle of Bloomberg software
05 Oct 2016 /
By Jonathan Riquier /
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4th year project, engineering school, class of 2017 Jenani Nadarajan – Guillaume Manzano – Naraini Masilamany – Fabien Dousse Their project The students had to work on an app using C# language that would enable the remote use of financial software Bloomberg.


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Low volatility market neutral strategy
05 Oct 2016 /
By Jonathan Riquier /
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4th year project, engineering school, class of 2017 Victor Soulet – Brian Piorkowski – Kevin Ramamourthy – Aurélien Louaas Their project Our Pi2 project was to build a low volatility market neutral strategy with the help of our mentor Mr Martino Grasselli. The first step of the project was to recover a lot of data […]


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Electricity price forecasting
05 Oct 2016 /
By Jonathan Riquier /
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4th year project, engineering school, class of 2017 Thomas Poinsignon – Eloise Gournay Their project Electricity price forecasting (EPF) has become an active and growing research topic during the last 20 years due to the market liberalization and the increasing competitiveness within the power system. Mainly because of the non-storability of electricity, the day-ahead power […]


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Platform of trading simulation and financial training
30 Sep 2016 /
By Jonathan Riquier /
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4th year project, engineering school, class of 2017 Khaled Belili – Yohann Bec – Louis Charpentier – Arthur Provost Their project Our project is the conception of a platform of trading simulation and financial training.  This project requires solid programming skills. It consists of several stages: be able to gather in real time, share prices […]


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Provisioning and the contributions of the future insurance
14 Jun 2016 /
By Jonathan Riquier /
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2015-2016 5th year project of the Engineering degree of ESILV, promo 2016 Poerani ROUSSEAU (projet lead) – Hugo GRASSIOT – Matthieu NAVES – Andrew SENANAYAKE What did they do ? As part of their project, this team has programmed a VBA/Excel interface that enables the portfolio manager to assess the provisioning and the contributions of […]


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