Simon-Pierre Boucher
Ph.D. Candidate in Finance and Insurance — quantitative researcher working at the intersection of financial econometrics, commodity markets, and high-frequency data. Founder of WorthDoing AI, building native macOS tooling and research agents powered by large language models.
Research Interests
My research sits at the intersection of financial econometrics, commodity markets, and high-frequency data — with a particular focus on how macroeconomic announcements shape speculative dynamics and volatility.
Education
Administrative Sciences — Finance & Insurance
Université Laval, Québec, Canada
Supervisors: Prof. Marie-Hélène Gagnon & Prof. Gabriel Power
Administration — Finance
Université Laval, Québec, Canada
Thesis: Impact of Transportation Times on Residential Real Estate Values — The Case of the Province of Quebec
Finance
Université Laval, Québec, Canada
Publications
Peer-reviewed journal articles.
Speculative Trading in Energy Markets: Evidence from Macroeconomic Surprises
The Energy Journal, 2025
Investigates speculative trading behavior in energy futures markets by examining the impact of macroeconomic surprises on trading activity and price dynamics.
Working Papers
Ongoing research projects and manuscripts under review.
Returns and Volatility Around FOMC Announcements: A High-Frequency Analysis of Policy Tone and Novelty
Working Paper · November 2023
Decomposes FOMC policy surprises into tone and novelty components via embedding-based textual analysis. Tone drives returns; novelty drives volatility — identified using minute-level data in a 30-minute window around announcements.
Has Financialization Changed the Impact of Macro Announcements on U.S. Commodity Markets?
SSRN Working Paper · May 2022 — ssrn.com/abstract=4009292
Using high-frequency data, examines how financialization has dampened the impact of macroeconomic release surprises on commodity futures returns and volatility.
Modelling Volatility Dynamics Between Commodity ETFs and Their Net Asset Value using BVAR and HAR Models
Working Paper · January 2023
Examines volatility transmission between commodity ETFs (crude oil, gold, silver, natural gas) and their underlying assets using HAR-X models and Bayesian VAR.
Conference & Seminar Presentations
| Year | Conference | Location |
|---|---|---|
| 2024 | 7th Commodity Markets Winter Workshop | Mont-Tremblant, QC |
| 2023 | Canadian Society for Economics — 62nd Annual Meeting | — |
| 2023 | CRREP Presentation Day | Université Laval |
| 2022 | Canadian Society for Economics — 61st Annual Meeting | — |
| 2022 | CRREP Presentation Day | Université Laval |
Teaching Experience
Courses taught as instructor at Université Laval (Faculté des sciences de l'administration).
Instructor · Université Laval
| Period | Course | Level |
|---|---|---|
| Winter 2025 | GSF-6053 — Financial Econometrics I | Graduate |
| Winter 2024 | GSF-6028 — Financial Theory | Graduate |
| Winter 2022 | GSF-6053 — Financial Econometrics I | Graduate |
| Summer 2022 | GSF-1500 — Financial Management | Undergraduate |
| Fall 2021 – Winter 2023 (×4 sem.) | GSF-3100 — Capital Market | Undergraduate |
Graduate Teaching Assistant · 2018 — 2021
- GSF-2101 — Portfolio Management
- GSF-2102 — Corporate Finance
- GSF-6008 — Corporate Finance
- GSF-6025 — Financial Strategies and Policies I
- GSF-6028 — Financial Theory
Teaching Materials — Open-Access Repositories
Full LaTeX / Beamer course packs (slides, exercises, Python solutionnaires) publicly released for Université Laval (GSF) and UQO real-estate appraisal programme (IMM). See the Teaching Materials section below for all open course repositories.
Research Experience
Graduate Research Assistant — Université Laval
2017 — 2021
- Real estate database construction
- Hedonic pricing models
- Econometric modeling in R, SAS, MATLAB
- Financial literature reviews
Technical Skills
Programming Languages
Quantitative Computing
AI / LLM Engineering
Platforms & Tools
Research & Open-Source Projects
A curated catalogue of 115+ public repositories, from academic papers and course packs to native macOS apps and LLM-powered research agents. Filter by category below.
Contact
Interested in collaboration, a research visit, or technical partnership? Reach out — I respond to well-framed messages.