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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
10th Grade math, 11th Grade math, 12th Grade math, 1st Grade math, 2nd Grade math, 3rd Grade math, 4th Grade math, 5th Grade math, 6th Grade math, 7th Grade math, 8th Grade math, 9th Grade math, ACCUPLACER College-Level Math, ACT Math, Algorithms, AP Macroeconomics, AP Microeconomics, AP Statistics, AP United States History, Applied Mathematics, ASPIRE Math, Biostatistics, Business Statistics, CAHSEE Mathematics, CLEP College Mathematics, CLEP History of the United States I, CLEP History of the United States II: 1865 to the Present, CLEP Principles of Macroeconomics, CLEP Principles of Microeconomics, COMPASS Mathematics, Competition Math, Data Structures, Economics, Elementary Math, Finite Mathematics, GRE Subject Test in Mathematics, HSPT Math, IB Economics HL, IB Economics SL, IB Further Mathematics HL, IB Mathematical Studies SL, IB Mathematics HL, IB Mathematics SL, Macroeconomics, Math, Math, Mathematical Foundations for Computer Science, Microeconomics, Middle School Math, PSAT Mathematics, SAT Math, SAT Mathematics, SAT Subject Test in Mathematics Level 1, SAT Subject Test in Mathematics Level 2, SAT Subject Test in United States History, Statics, Statistics, Statistics Graduate Level