Mattia M.
Private tutor in Ottawa, Canada
Education
I have an M.Sc. in Engineering with top marks and was a research assistant of Econometrics for a top Italian university. I'm a business expert in risk management and have performed academic research in Quantitative Finance and Algorithmic Trading.
Experience
I'm a tutor with a variety of technical skills I can bring to assist my students. In econometrics, I can help you better understand concepts like 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, and more. When it comes to Quantitative Trading (Mid-High Frequency Trading), I can teach you about 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, the Hayashi-Yoshida Lead-Lag Index, the D'Aspremont Method for Mean Rev Portfolios, Market Fragmentation in Financial Markets, High-Low prices & Pivot Points trading rule, Trend Following Strategy, the Avellaneda-Stoikov Model for Optimal Trading Execution, and others. With risk management, I can help you understand P&L production & analysis for energy trading, VaR & Profit at Risk for energy trading, the 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, and more. I can also assist in financial mathematics concepts like Glasserman's scheme and Longstaff-Schwartz as well as machine learning. I help with assignments, exams, presentations, advanced research, dissertations, big programming projects, and general skill enhancement. I'm proficient in all major statistical packages: R, SPSS, Stata, MATLAB, EViews, Gretl, etc.
Subject Expertise
SAT Subject Test in Mathematics Level 1Finite MathematicsGRE Subject Test in MathematicsHSPT MathIB Further Mathematics HLIB Mathematical Studies SLIB Mathematics HLIB Mathematics SLMathematical Foundations for Computer ScienceMiddle School MathPSAT MathematicsSAT MathSAT MathematicsElementary MathSAT Subject Test in Mathematics Level 2AlgorithmsData StructuresAP StatisticsAP United States HistoryBiostatisticsBusiness StatisticsCLEP History of the United States ICLEP History of the United States II: 1865 to the PresentSAT Subject Test in United States HistoryStaticsStatisticsStatistics Graduate Level4th Grade mathAP MicroeconomicsCLEP Principles of MacroeconomicsCLEP Principles of MicroeconomicsEconomicsIB Economics HLIB Economics SLMacroeconomicsMicroeconomics10th Grade math11th Grade math12th Grade math1st Grade math2nd Grade math3rd Grade mathAP Macroeconomics5th Grade math6th Grade math7th Grade math8th Grade math9th Grade mathACCUPLACER College-Level MathACT MathApplied MathematicsASPIRE MathCAHSEE MathematicsCLEP College MathematicsCOMPASS MathematicsCompetition Math
Availability
Any day at any time
Can Meet
Up to 5 minutes away for no additional charge
Hobbies
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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