Mattia's profile, diploma and contact details have been verified by our experts
Mattia
- Rate 659 GHS
- Response 1h
-
Students50+
Number of students Mattia has accompanied since arriving at Superprof
Number of students Mattia has accompanied since arriving at Superprof
659 GHS/hr
See Algorithms tutors
Unfortunately, this tutor is unavailable
- Algorithms
Algorithmic Trading - Model Design and Backtesting using various statistical & IT softwares
- Algorithms
Lesson location
Super Prof
Mattia is one of our best Algorithms tutors. They have a high-quality profile, verified qualifications, a quick response time, and great reviews from students!
About Mattia
echnical Skills (1) Econometrics: Multivariate Regression, Discrete variable models (ie Logit), Time series models (ie AR / MA, ARCH / GARCH), Vector AutoRegressive model (VAR), Cointegration (Engle -Granger, VECM), Long-memory process (Fractional Integration), Regime switching models (Hamilton Filter), Kalman Filter, Unbserved Components ARIMA model, Beveridge-Nelson decomposition (Hansen's approach), Copula methods, Metropolis-Hastings algorithm, Black- Litterman model (Meucci's approach), Hierarchical Risk Parity 2) Quantitative Trading (Mid-High Frequency Trading): Stat Arb & Pairs Trading models, Order Imbalance & Order Replenishment effects on intraday returns, Optimal Setup of Entry-Exit Trading Triggers for Quant Trading Strategies, Stat Arb Bertram Model, Data Sampling Rules for Non-Spaced Data, Bid-Ask Bounce Bias & Sahalia Method for Microstructure Noise Estimation & Test, Hayas hi-Yoshida Lead-Lag Index, D'Aspremont Method for Revolution Portfolios, Market Fragmentation in Financial Markets, High-Low Prices & Pivot Points Trading Rules, Trend Following Strategy, Avellaneda-Stoikov Model for Optimal Trading Execution 3) Risk Management: P & L production & analysis for energy trading, VaR & Profit at Risk for energy trading, Merton approach for Credit VaR with / without credit rating migrations, EVT & Copula-based VaR, Stress Test models, Structured Credit Models for Regulatory Risk-Transfer, Additional Value Adjustments for Balance Sheet, Risk Aggregation, Model Risk, Interpolation Methods for multi-year PD Term Structure, Methods for Semidefinite-Positive Correction Matrix Adjustment 4) Financial Mathematics: Longstaff-Schwartz, HJM model (Glasserman's scheme), Greeks with Finite Difference Method, CPPI Products & Cushion Multiplier Setup 5) Machine Learning: Support Vector Machine, Decision Tree, Principal Component Analysis & Regression, XGBoost, Random Forest
See more
About the lesson
- University education
levels :
University education
- French
- English
- Portuguese
- +2
All languages in which the lesson is available :
French
English
Portuguese
Spanish
German
MSC in Engineering with top marks and research assistant of Econometrics for Italian top University. Business Expert in Risk Management. Academic Research in Quantitative Finance and Algorithmic Trading. Common disciplines covered: Econometrics (with applications in R, Stata, SPSS, Eviews, Gretl), Statistics, Financial Mathematics, Quantitative Support for Master's Degree Thesis (Risk Management, Mathematics, Computer Science) assignments, exams, presentations, advanced research, dissertations, big programming projects and general skill enhancement. Proficient in all major statistical packages: R, SPSS, Stata, Matlab, EViews, Gretl. Average price is 30 GBP / hour, even if the hourly cost can vary according to topic and project complexity Coverage university courses all around Europe: Italy, United Kingdom, France, Germany, Spain, Portugal, ... Average hourly cost can change according to project complexity
See more
Recommendations
Recommendations come from relatives, friends and acquaintances of the teacher
4
Never seen a teacher like this! I solved all my issues in few hours, obtaining a high grade
Insegnante straordinario, riesce a rendere semplice anche le cose più difficili!
Impressive, with a perfect English! Top teacher in econometrics, data analysis and statistics. I had a problem with R & RStudio, he solved the issue in 2 hours! Incredible!!!
Top Teacher in econometrics. No one like him!
View more recommendations
See more
Rates
Rate
- 659 GHS
Pack prices
- 5h: 3,293 GHS
- 10h: 6,586 GHS
online
- GHS659/h
Similar Algorithms teachers in Milano
Nsoh
Sunyani & Online
- 30 GHS/hr
- 1st lesson free
Doctar
Kumasi & Online
- 30 GHS/hr
- 1st lesson free
Paolo
London, United Kingdom & Online
- 545 GHS/hr
- 1st lesson free
Massimiliano
Ancona, Italy & Online
- 395 GHS/hr
- 1st lesson free
Louise
Paris 16e, France & Online
- 356 GHS/hr
- 1st lesson free
Jose
Philadelphia, United States & Online
- 412 GHS/hr
- 1st lesson free
Josiah
Brooklyn, United States & Online
- 295 GHS/hr
- 1st lesson free
Azeddine
Versailles, France & Online
- 724 GHS/hr
- 1st lesson free
Juneyt (MA, MSc Oxford)
London, United Kingdom & Online
- 1,714 GHS/hr
Qasim
Toronto, Canada & Online
- 149 GHS/hr
Trevor (Tianyu)
London, United Kingdom & Online
- 2,104 GHS/hr
- 1st lesson free
Dr Kritaphat
London, United Kingdom & Online
- 1,075 GHS/hr
- 1st lesson free
Sam
Ottawa, Canada & Online
- 330 GHS/hr
Giovanni
Trieste, Italy & Online
- 263 GHS/hr
Laura
Hallandale Beach, United States & Online
- 412 GHS/hr
Bryce
Raleigh, United States & Online
- 471 GHS/hr
Bahaa
New York, United States & Online
- 459 GHS/hr
- 1st lesson free
Andrea
Bologna, Italy & Online
- 395 GHS/hr
- 1st lesson free
Ilian
Paris 8e, France & Online
- 329 GHS/hr
- 1st lesson free
Aliya
Sheffield, United Kingdom & Online
- 156 GHS/hr
- 1st lesson free
-
See Algorithms tutors
