- Research on quantitative strategies for CTA fund using machine learning (SVM, Random Forest, LightGBM,...) - Pattern recognition of a move based binary digitizing of financial time series

- Research on active and passive ETF: Clustering of funds, PCA, K-means, prediction of turnover ratio with gradient boosting- Scoring of listed asset funds with the Morningstar database- Portfolio analysis and data viz with Python

Articles: - A statistical test of market efficiency based on information theory; Xavier Brouty, Matthieu Garcin- Fractal properties, information theory, and market efficiency; Xavier Brouty, Matthieu Garcin- Maxwell’s Demon and Information Theory in Market Efficiency: A Brillouin’s Perspective; Xavier Brouty, Matthieu Garcin- Estimation of bid-ask spreads in the presence of serial dependence; Xavier Brouty, Matthieu Garcin, Hugo RoccaroConferences: - MaxEnt22 at the Institut Henri Poincaré- Econophysics Colloquium 2024, Vienna

- Organised more than 15 training sessions for ESILV's students: Options, Fixed income, Portfolio optimization, Machine Learning in Finance

- Created some trading algorithms: Black-Scholes pricing, Markowitz efficient portfolio, Option pricing using Monte Carlo simulations (Python and C++), Asset Pricing Model (VBA)

- Prospecting for new clients - Management of consultants - Write and provide legal documents - Plan and coordinate studies’ phases- Guarantee the quality and reasonable deadlines of studies- Respect studies’ fixed deadlines- Maintain relationships with clients (weekly meetings, oral presentation of studies’ deliverables)