Warning, apparantly, in markdown, the ancor mecanism is case sensitive, it don't work if you use capital !!!
Warning, we can't use non ascii caracter on the name link [bla bla ...]

<h2>Syntax</h2>

in front :
<pre>
* [create an anchor](#anchors-in-markdown) 
</pre>

before a text :
<pre>
## anchors in markdown
</pre>

link : https://gist.github.com/asabaylus/3071099