Joachim de Lataillade

I am currently working as Head of Execution Strategies at Capital Fund Management, a hedge fund based in Paris, specialised in algorithmic trading.
In my previous life I was doing academic research in Theoretical Computer Science.
Below are a few references on my curriculum and my publications.

Quantitative Finance

I have been working at Capital Fund Management since September 2009.

My research interests are :

Theoretical Computer Science

2008 - 2009 : Postdoc Fellowship
at the IML in Marseille, in the group Logique de la Programmation, as part of the Choco project.
2007 - 2008 : Postdoc Fellowship at the University of Ottawa, Ontario, in the LFC team.
2004 - 2007 : PhD in the PPS laboratory, under the supervision of Pierre-Louis Curien and Olivier Laurent. My PhD defence took place on November 21st 2007.

Research interests :


Second-Order Type Isomorphisms Through Game Semantics
Annals of Pure and Applied Logic, 151(2-3):115-150 (2008) - pdf

Curry-Style Type Isomorphisms and Game Semantics
Mathematical Structures in Computer Science, 18(4) : 647-692 (2008) - pdf

Dinatural Terms in System F
Logic in Computer Science, 24th Annual IEEE Symposium, 267-276 (2009) - pdf

Quantification du Second Ordre en Sémantique des Jeux - Application aux Isomorphismes de Types
Thèse de doctorat (2007) - pdf

Anomalous Price Impact and the Critical Nature of Liquidity in Financial Markets
B. Toth, Y. Lempérière, C. Deremble, J. de Lataillade, J. Kockelkoren, J.-P. Bouchaud
Phys. Rev. X, 1, 021006 (2011) - pdf

Optimal Trading with Linear Costs
J. de Lataillade,
C. Deremble, M. Potters,  J.-P. Bouchaud
Journal of Investment Strategies, 1(3) : 91-115 (2012)
- pdf

Optimal Trading with Linear and (small) Non-Linear Costs
A. Rej, R. Bénichou, J. de Lataillade, G. Zérah , J.-P. Bouchaud
Risk Magazine, 30(3): 106-110 - pdf


Strachey Parametricity and Game Semantics - pdf

Optimal Trading with Linear Costs (slides) - pdf

Teaching archives

2007-2008 : Calculus for Life Sciences I and Linear Algebra II
2006-2007 : 
Introduction to Computer Science and Logic Tools
2005-2006 :
Finite automata
2004-2005 : Unix and automata and Data structures

Contact me