Charles-Albert Lehalle, France

Currently Senior Research Advisor at Capital Fund Management (CFM, Paris) and part of the CFM-Imperial College Institute (London), Charles-Albert Lehalle's research focus on liquidity, 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 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). He co-authored the book "Market Microstructure in Practice" (World Scientific Publisher, 2nd Edition, 2018), analyzing the main features of the modern market microstructure.