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LongOnly/README.md

Hello! Nice to meet you 😃

I'm Leonardo and I'm 26 years old. I have a BSc in Corporate Finance and currently wrapping up (remotely) my MSc in Information and Enterprise Systems. I have coded in Python, C++, C#, MATLAB, R and VBA (mostly Python the last 5 years).

You can usually find me coding solutions that:

  • Retrieve and store large amounts of data
  • Find patterns and anomalous behaviours
  • Optimize or/and automate complex processes

This entangles several different areas of which financial services are my favourite but I'm always keen to learn & develop new skills

(some) topics I recurrently work with:

  • Financial Products & Derivatives
  • High Performance Databases
  • Time Series Forecasting
  • Software Architecture
  • Machine Learning
  • Spectral Analysis
  • Econometrics

Pinned

  1. Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy

    Jupyter Notebook 499 108

  2. By means of stochastic volatility models

    Jupyter Notebook 29 6

  3. With real market data using Black Scholes and Brentq

    Jupyter Notebook 16 10

5 contributions in the last year

May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Mon Wed Fri

Contribution activity

May 2022

LongOnly has no activity yet for this period.