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Mattia tutors in Toronto, Canada

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.

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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