Focus and Clarity are quite essential - these two things can pretty much steer where you're headed and what direction you're headed.
These are the words by EPAT alumnus, Christelle Armenio. Christelle describes herself as a Digital productivity application integration, Consulting, AI expert. She has done her Engineering and MBA from France and has a combined experience of 10+ years working with some major companies.
Her new venture as a Co-founder, Neo-Solution, is based out of Luxembourg and consults in Industrial Innovation and Lean Management.
Christelle shares her story, her life journey with us.
Hi Christelle, tell us about yourself.
I'm Christelle Armenio, I'm originally from France, and I'm working in Luxembourg right now. I have a double degree in Engineering and I’ve completed my MBA in 2010.
I have worked as an Engineer for companies like Rolex and General Electric, improving existing systems and implementing new systems geared at digital transformation.
Music has always been a big part of my life. I sing, and I play the guitar and the piano. I even had a provisional career in the music industry. Before the pandemic, I used to pursue music and travel. Over time, I’ve leaned more towards the engineering and research side because I really like mathematics.
I’m in Luxembourg right now, and the COVID-19 situation is getting worse because of the new variants from England coming to Europe. The government had a meeting and they might close the borders.
It’s very difficult for French people who work in Luxembourg to go back to France. It’s hard for me because I used to move around for work and meet new people. There aren't a lot of cases in Luxembourg, but it looks like it might be bad in France for the next few months.
In my free time during the lockdown, I’m mostly composing music besides my work. I’m spending a lot of time launching my new Algo trading desk with my partner. All I can do now is work and take care of people.
Engineering, MBA and now Consulting - that sounds like an interesting journey!
I was interested in Artificial Intelligence and started learning about it on my own. Recently, I got my Masters degree in AI from Columbia University in New York. I and my partners were really focusing on Artificial Intelligence and developing predictive models mostly for medical or industrial application. We founded a trading desk called Neo Solutions in Luxembourg. This is what got me into finance.
We were approached by a Financial Institute in Paris and they asked me to develop some prediction systems on financial time series. I was interested in applying data science to finance because I had never done that before. I really needed to build my financial knowledge and learn how to implement algorithms, Machine Learning and Deep Learning systems in financial environments.
In addition to all this, I had to learn about brokers, indicators, and trading strategies. I basically had to learn to work as a Quant. I started developing AI models to apply in the financial environment and I did a lot of training to learn algo trading, but I wasn’t really satisfied.
I Googled algo trading programmes and the only one I found that was comprehensive was EPAT. From what I could tell, it is really thorough.
Now that I've completed the programme, I'm working on developing a new algo desk in Luxembourg with my partner, and a hedge fund. We’re concentrating on the crypto space.
What has EPAT helped you achieve?
EPAT was the only programme that was complete, besides everything else, it also taught me how to manage financial data with Pandas and all the other libraries. I could connect with the faculty, and there was a real focused approach.
It’s really good to learn from people who work in the world of finance and actually practice trading.
The support staff was of great help. I was talking to Neeraj and he used to follow up with any assistance I needed. The LMS platform is very comprehensive. I had access to all your lessons, the curriculum, and all the training modules. It came with assessments that helped me practice and progress.
I was good at statistical analysis, but not good enough in coding algo, besides being familiar with Quantopian, IBridgePy and Quantconnect.
With EPAT, I was hoping to acquire knowledge in:
- Algo trading strategy,
- HFT,
- Machine learning,
- Deep learning,
- Controlling risk,
- Architecture,
- IT regulation, and
- Hedge fund.
And glad that I could cover it all in EPAT.
I didn’t trade much before EPAT but now I'm working on building some strategies and launching in the crypto markets. The EPAT programme has really helped me deal with all of it.
Which is the best feature of EPAT according to you?
EPAT was a nice experience for me because I did it during the pandemic when I had a lot of time. The course is replete with some brilliant content. I found the whole thing very interesting.
I like learning and it was cool for me to go back to being a student again. It was nice to have conversations with the faculty and practice the assignments after the lecture. It’s good to apply what you learn.
I was also gaining a lot of knowledge about Live trading which helped me develop the skills of a Quant. Learning how to backtest was a great skill that I use constantly now. I’ve created my own systems for backtesting, too.
The key learning for me from EPAT is that anybody can create a good strategy but the important part is learning how to optimize and find the right parameters from the data set that works.
I also learnt a lot on my EPAT Project:
- how to build and implement a machine learning system in the pipeline,
- how to go live,
- how to improve the machine learning system that applies to financial data, and
- how to work with the threshold to improve the strategy.
I think one of the more difficult subjects for me were microstructures and how the market works. Lessons about Order Books were very useful and learning how to implement a Stop Loss and take Profits was instrumental - because that is the key to good risk management.
Any words that you’d like to share for the aspiring Quants out there?
This is a field that demands hard work! You have to take all the knowledge you gain and apply it to true data focusing on a single asset class.
To give you an example, the one asset I focused on was Crypto and nothing else. I learnt everything I could from EPAT and backtested my strategies to see if they made money.
The one piece of advice I would give is to keep practising and do not get discouraged.
Whenever you feel that you’re stuck with Python or anything else, remember, there’s always someone with the same problem as you.
I would also tell EPATians to ask for guidance from faculties because they are the best and very helpful.
Thanks for your time, Christelle. Your focus on clarity, on where you're headed, and your plans are on track already. We’re sure you will achieve them all. Best wishes from all of us to you, Christelle!
The Executive Programme in Algorithmic Trading (EPAT) is a comprehensive course covering topics ranging from Statistics & Econometrics to Financial Computing & Technology including Machine Learning and more. Start your quest to upgrade your knowledge of Algorithmic Trading with EPAT. Check it out here.
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