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SergioIommi/README.md

Web-Profile

Tech Stack:

  • Languages: Python (main focus), R, MATLAB, Bash
  • OS/Dev/Misc. Tools/Software: Linux, Git, Poetry, Docker, Excel/VBA
  • Database/Datastore/API/IO: MongoDB, PyMongo, Parquet, HDF5, RESTful APIs, asyncio, aiohttp
  • Data Science/Scientific Computing Stack: Pandas, Numpy, Scipy, Scikit-Learn, StatsModels, Optuna
  • Parallel/Distributed/Cloud/GPU Computing: Google Cloud, Ray, Dask.distributed, Dask DataFrame, ML training/hyperparam optimization on Multi-CPU/Multi-GPU clusters (NVIDIA RAPIDS: cuDF/Dask-cuDF, Dask-CUDA, cuML/Dask-cuML)
  • Data Analytics Apps/Dashboards/Front-end: Plotly Dash
  • Quantitative Finance: Quantlib

Trading Strategies & Asset Classes/Products:

  • (Black-Box/Machine Learning/Deep Learning) Statistical Arbitrage/Systematic Macro on Futures (Commodities/Energy/Metals/Stock Indices), Cash Equities, Forex
  • Systematic Volatility (Volatility Risk-Premia/Volatility Arbitrage) on ETF Stock Index Options, Credit Index Options
  • Traded in personal capacity (macro trading/investing): Futures, Futures Options, ETFs, ETF Options, Forex

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    Equities Pair Trading/Statistical Arbitrage and Multi-Variable Index Regression

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  3. SergioIommi SergioIommi Public