Mattia M.
Private tutor in Miami, FL
Education
#Please contact me directly at mattia.manzoni@hotmail.it# 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 discipline covered: Econometrics (with applications in R, Stata, SPSS, Eviews, Gretl), Statistics, Financial Mathematics, Quantitative Support for Master Degree Thesis (from Regressions to all statistical applications), Risk Management, Mathematics, Computer Science I help with 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. Covering university courses all around Europe: Italy, United Kingdom, France, Germany, Spain, Portugal,...
Experience
#Please contact me directly at mattia.manzoni@hotmail.it# Technical Skills (application and often implementation from scratch): 1) Econometrics: Multivariate Regression, Discrete variable models (i.e. Logit), Time series models (i.e. AR/MA, ARCH/GARCH), Vector AutoRegressive model (VAR), Cointegration (Engle-Granger, VECM), Long-memory process (Fractional Integration), Regime switching models (Hamilton Filter), Kalman Filter, Unobserved 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 equally-spaced data (time vs. volume clock for high freq data), Bid-Ask Bounce Bias & Sahalia Method for Microstructure Noise Estimation & Test, Hayashi-Yoshida Lead-Lag Index, D'Aspremont Method for Mean Rev Portfolios, Market Fragmentation in Financial Markets, High-Low prices & Pivot Points trading rule, 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 Corr 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
Subject Expertise
SAT Mathematics3rd Grade math2nd Grade math1st Grade math12th Grade math11th Grade math10th Grade mathSAT Subject Test in Mathematics Level 2SAT Subject Test in Mathematics Level 14th Grade mathPSAT MathematicsMathematical Foundations for Computer ScienceIB Mathematics SLIB Mathematics HLIB Mathematical Studies SLIB Further Mathematics HLGRE Subject Test in MathematicsFinite Mathematics5th Grade math6th Grade math7th Grade math8th Grade math9th Grade mathACCUPLACER College-Level MathACT MathASPIRE MathCompetition MathElementary MathHSPT MathMiddle School MathSAT MathMicroeconomicsStaticsSAT Subject Test in United States HistoryCLEP History of the United States II: 1865 to the PresentCLEP History of the United States IBusiness StatisticsBiostatisticsAP United States HistoryAP StatisticsStatisticsMacroeconomicsIB Economics SLIB Economics HLEconomicsCLEP Principles of MicroeconomicsCLEP Principles of MacroeconomicsAP MicroeconomicsAP MacroeconomicsStatistics Graduate LevelBusinessBusiness EnterpriseCLEP Introduction to Business LawIB Business & Management HLIB Business & Management SLInternational BusinessCLEP Financial AccountingFinanceAlgorithmsData StructuresApplied MathematicsCAHSEE MathematicsCLEP College MathematicsCOMPASS Mathematics
Availability
Any day at any time
Can Meet
Up to 5 minutes away for no additional charge
Hobbies
#Please contact me directly at mattia.manzoni@hotmail.it# Possibility to meet in Milan in my office and online via Skype. From Monday to Friday: after 8.30 PM Italian Time On Saturday: from 9 AM to 6 PM Italian Time On Sunday: from 10 AM to 13 AM Italian Time
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