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Mattia
1 reviews
£60/hr
Contact
1st class free
teacher
£60/hr
Contact
First class free
Mattia
1 reviews
verified Verified data time 2 years teaching experience Response rate <strong>100%</strong> Response rate 100%
Level of the lessons
Level of the lessons
University students
Adults
Languages
Languages
English
Education and qualifications
Education and qualifications
University Degree: Engineering
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Mattia in a nutshell
Expert with more than 10 years of experience offers private lessons in statistics and econometrics for master thesis and assignments. I helped thousands of students in the last 10 years with amazing results. Support using R Stata SPSS Eviews Gretl & Jamovi. Lessons online via Skype. Technical Skills (application and often implementation from scratch):

1) Econometrics: Multivariate Regression, Di...
Expert with more than 10 years of experience offers private lessons in statistics and econometrics for master thesis and assignments. I helped thousands of students in the last 10 years with amazing results. Support using R Stata SPSS Eviews Gretl & Jamovi. Lessons online via Skype. 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
1 reviews from Mattia's current and former students
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Mattia
Best tutor ever, extreme quality and competence
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