Mattia M.
Private tutor in Toronto, Canada
Education
***Contact me at mattia.manzoni@hotmail.it*** I have an M.Sc. in Engineering from an Italian university, where I held a position as a research assistant of Econometrics, graduating with top marks.
Experience
***Contact me at mattia.manzoni@hotmail.it*** My technical skills cover a wide variety of subjects. Not only can I help you learn the application of concepts, I can often cover implementation from scratch. The most common disciplines I cover is 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. I am proficient in all major statistical packages including R, SPSS, Stata, Matlab, EViews, Gretl. I can cover university courses from all around Europe, from Italy, the United Kingdom, and France to Germany, Spain, and Portugal. In econometrics, I am comfortable teaching 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, the Black-Litterman model (Meucci's approach), and the Hierarchical Risk Parity Under 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, 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, and the Avellaneda-Stoikov Model for Optimal Trading Execution I'm also proficient in Risk Management concepts, including 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, and Methods for Semidefinite-Positive Corr Matrix Adjustment. My Financial Mathematics experience includes the Longstaff-Schwartz, HJM model (Glasserman's scheme), Greeks with Finite Difference Method, and the CPPI Products & Cushion Multiplier Setup. In Machine Learning, I can help you Support Vector Machine, Decision Tree, Principal Component Analysis & Regression, XGBoost, and Random Forest.
Subject Expertise
MacroeconomicsMiddle School MathPSAT MathematicsSAT MathSAT MathematicsSAT Subject Test in Mathematics Level 1SAT Subject Test in Mathematics Level 2CLEP Financial AccountingFinanceAP MacroeconomicsAP MicroeconomicsCLEP Principles of MacroeconomicsCLEP Principles of MicroeconomicsEconomicsIB Economics HLIB Economics SLMathematical Foundations for Computer ScienceMicroeconomicsBusinessBusiness EnterpriseBusiness StatisticsCLEP Introduction to Business LawIB Business & Management HLIB Business & Management SLInternational BusinessAP StatisticsBiostatisticsStaticsStatisticsStatistics Graduate LevelAlgorithmsASPIRE Math11th Grade math12th Grade math1st Grade math2nd Grade math3rd Grade math4th Grade math5th Grade math6th Grade math7th Grade math8th Grade math9th Grade mathACCUPLACER College-Level MathACT MathApplied Mathematics10th Grade mathCAHSEE MathematicsCLEP College MathematicsCOMPASS MathematicsCompetition MathElementary MathFinite MathematicsGRE Subject Test in MathematicsHSPT MathIB Further Mathematics HLIB Mathematical Studies SLIB Mathematics HLIB Mathematics SL
Availability
Any day at any time
Can Meet
Up to 5 minutes away for no additional charge
Hobbies
***Contact me 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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