Paul de Fressenel

Hi! I’m Paul. I am passionate about mathematics, building strategies, and testing ideas. This is my personal website to show my work and interests. I hope you find what you are looking for!

Research Papers at LSE

(3 items)

Revisiting the Phillips Curve: Post-Pandemic Nonlinearities and

Structural Changes. (May 2025)

German Yield Curve, Bond Portfolio and Value-at-Risk Forecasting:

A Principal Component Analysis (PCA) Approach. (January 2025)

Shorting Volatility in COVID-19 Recovery: Capturing tail-risk through

Monte Carlo VaR and Scenario-based Stress Tests. (November 2024)

Research Decks at Edo Theory

(2 items)

Trading Regime Shifts: Identifying Breakouts with Order Flow Pressure

Signals. (July 2025)

Volume Clustering and Pivot-Based Support / Resistance Systematic

Identification. (June 2025)

Research Papers at LSE

(3 items)

Revisiting the Phillips Curve: Post-Pandemic Nonlinearities and

Structural Changes. (May 2025)

German Yield Curve, Bond Portfolio and Value-at-Risk Forecasting:

A Principal Component Analysis (PCA) Approach. (January 2025)

Shorting Volatility in COVID-19 Recovery: Capturing tail-risk through

Monte Carlo VaR and Scenario-based Stress Tests. (November 2024)

Research Decks at Edo Theory

(2 items)

Trading Regime Shifts: Identifying Breakouts with Order Flow Pressure

Signals. (July 2025)

Volume Clustering and Pivot-Based Support / Resistance Systematic

Identification. (June 2025)