Charles-Albert Lehalle

Currently Senior Research Advisor at Capital Fund Management (CFM, Paris) and visiting researcher at Imperial College (London), Charles-Albert Lehalle is a leading expert in market microstructure and optimal trading.

Formerly Global Head of Quantitative Research at Crédit Agricole Cheuvreux, and Head of Quantitative Research on Market Microstructure in the Equity Brokerage and Derivative Department of Crédit Agricole Corporate Investment Bank, he studied intensively the market microstructure evolution since the financial crisis and regulatory changes in Europe and in the US. He provided research and expertise on this topic to investors and intermediaries, and is often heard by regulators and policy-makers like the European Commission, the French Senate, the UK Foresight Committee, etc. He chairs the Index Advisory Group of Euronext, is a member of the Scientific Committee of the French regulator (AMF), and has been part of the Consultative Workgroup on Financial Innovation of the European Authority (ESMA).

Moreover, Charles-Albert is a visiting researcher at Imperial College, London. Charles-Albert received the 2016 Best Paper Award in Finance from Europlace Institute for Finance (EIF) and published more than fifty academic papers and book chapters. He co authored "Market Microstructure in Practice" (World Scientific Publisher, 2013), analyzing the main features of the modern market microstructure. He is one of the organizers of the "Market Microstructure: Confronting Many Viewpoints" biennial conference.