Hi there,
I have 4 years of experience working with quantitative finance.
Interested in long term project to build products with quality.
I spent 3 years trading a portfolio composed of fixed income, equity, and derivatives.
Programming language: R, Python, Matlab
Language: English, Spanish and Italian
Experience with:
- Interactive Broker API
- Build bakctesting
- Quantconnect
Portfolio Construction:
- Mean-Variance Optimization
- Black Littlerman
- Resampling Method
- Bayes-Stein
Financial Engineer:
-Pricing options and futures using GBM and Ornstein–Uhlenbeck
-Commodity derivatives
-Stochastic Process
Time Series:
- Univariate and Multivariate Time Series
Statistics:
- Bayesian Statistics
- Data analysis and text mining
- Remote sensing data analysis
DataVisualization
- Python Tkinter
-PowerBI
-Highchart
Web Programming
-html5, css3, jquery and javascript
-Flask