Colin Mattéo

I'm a graduate student in applied mathematics, currently completing the M2 in Probability and Finance (ex DEA El Karoui), with a strong interest in systematic and quantitative trading. Outside of coursework, I build and test trading strategies on my own — a way to confront theory with the messier reality of markets, data, and execution.

My approach mirrors what I find most compelling about quant trading: an idea only counts once it's been formalized mathematically, backtested under realistic assumptions, and stress-tested across market regimes. I'm drawn to strategies where I can articulate why something should work — not just that it back-tests well — whether that means grounding a signal in stochastic calculus or in a well-motivated statistical learning setup.

My interests sit at the crossing of stochastic processes (particularly mean-reverting and diffusion models), applications of deep learning to financial time series, and market microstructure. I try to hold the same standards in personal projects as I would in production: reproducibility, sound risk management, and no black boxes I can't explain.