Finance, Statistics, Econometrics, Algorithmic Trading Tutor for master thesis and assignments

Von 72 € /Std

MsC in Engineering with top marks and research assistant of Econometrics for Italian top University.

Business Expert in Risk Management. Academic Research in Quantitative Finance and Algorithmic Trading.

Common discipline covered: 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. Proficient in all major statistical packages: R, SPSS, Stata, Matlab, EViews, Gretl.

Covering university courses all around Europe: Italy, United Kingdom, France, Germany, Spain, Portugal,...

Technical Skills (application and often implementation from scratch):

1) Econometrics: 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

2) Quantitative Trading (Mid-High Frequency Trading): 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, Avellaneda-Stoikov Model for Optimal Trading Execution

3) Risk Management: 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, Methods for Semidefinite-Positive Corr Matrix Adjustment

4) Financial Mathematics: Longstaff-Schwartz, HJM model (Glasserman's scheme), Greeks with Finite Difference Method, CPPI Products & Cushion Multiplier Setup

5) Machine Learning: Support Vector Machine, Decision Tree, Principal Component Analysis & Regression, XGBoost, Random Forest

Zusätzliche Informationen

Online lessons via Skype

Ort

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Beim Lehrer zu Hause :

ALWADI CONTRACTING & STEEL WORKS, Doha, Qatar

Zürich, Switzerland

Geneva, Switzerland

Stockholm, Sweden

Oslo, Norway

Dublin, Ireland

Online aus Vereinigtes Königreich

Über mich

Bildung

Erfahrung / Qualifikationen

Technical Skills (application and often implementation from scratch):

1) Econometrics: 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

2) Quantitative Trading (Mid-High Frequency Trading): 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, Avellaneda-Stoikov Model for Optimal Trading Execution

3) Risk Management: 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, Methods for Semidefinite-Positive Corr Matrix Adjustment

4) Financial Mathematics: Longstaff-Schwartz, HJM model (Glasserman's scheme), Greeks with Finite Difference Method, CPPI Products & Cushion Multiplier Setup

5) Machine Learning: Support Vector Machine, Decision Tree, Principal Component Analysis & Regression, XGBoost, Random Forest

Alter

Erwachsene (18-64 Jahre alt)

Seniorinnen und Senioren (65+ Jahre alt)

Unterrichtsniveau

Anfänger

Mittel

Fortgeschritten

Dauer

30 Minuten

45 Minuten

60 Minuten

90 Minuten

120 Minuten

Unterrichtet in

Englisch

Italienisch

Fachkenntnisse

Statistik

Finanzen

Finanzmärkte

Verfügbarkeit einer typischen Woche

(GMT -04:00)

New York

Beim Lehrer zu Hause und Online

Mon

Tue

Wed

Thu

Fri

Sat

Sun

00-04

04-08

08-12

12-16

16-20

20-24

Statistics for Master Thesis & Assignments with R SPSS Eviews Gretl

72 € /Std

Expert offers private lessons in statistics and econometrics for master thesis and assignments. Regression ARIMA ARMA GARCH ARCH TOBIT LOGIT PROBIT and many other econometrics models. I have a strong experience that can help you to find your solution

Econometrics with R SPSS Eviews Gretl Stata and other softwares

72 € /Std

Expert offers private lessons in statistics and econometrics using R Stata spss eviews gretl and many other softwares. Lessons online. I can support you for master thesis, assignments, exam preparation. I have such an experience that I can already give you a proper guidance in few minutes!

Hilaire

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EducPourTous offers support classes for all primary and secondary school students, as well as students from universities, colleges of higher and technical education and universities in Statistics, Accounting and Finance, Mathematics, Physics, Chemistry, Computer Science and several other teaching disciplines.
Classes are taught by carefully selected professionals who meet strict quality standards to ensure the desired success.
We offer individual and group support courses, at home, on our premises, by videoconference or by correspondence.

George

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As an experienced teacher, supportive mentor and knowledgeable career advisor, I help my students make informed decisions about their exams, university choices and career paths.

I am a PhD graduate of EPFL, specialised in business informatics. Previously, I graduated from my Bachelors and Masters studies among the Top 1% being awarded numerous merit scholarships.

With over 10 years of tutoring experience, I prepared 200+ students accepted to top European and U.S. universities. At EPFL, I taught to more than 1'000 Bachelor and Master students.

Jonathan

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Graduate HEC Lausanne, teaches university tutoring in finance statistics and economics

I am very patient and have good listening skills.
Depending on the student I can adapt my speech, my methodology and my examples to be as effective as possible
I have a long experience in teaching several subjects and in several languages

Katharina

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Offering one-on-one tutoring for IGCSE, A-Levels, IB and Advanced Placement courses in Economics, Statistics and Maths, as well as support for undergraduate students in Economics, Quantitative Methods (including statistics), International Relations, general writing skills and dissertation support.

Antoine

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*** I have more than 4-year experience as project financialist and international developer at Bouygues Construction and 2- year work experience at Ernst & Young as an audit associate.
*** I completed CFA level II with all topics above 90th percentile score.
*** I graduaded the master of International Finance in IAE Aix Marseille with the Prize The Valedictorian - "Le Major des Majors"
*** I completed The Chartered Professional Accountant Australia qualification (ACCA equivalent) for accounting, auditing, taxation.

Christoph

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Are you looking for help with statistics or data analysis?
To prepare for an exam, accomplish a coursework, a bachelor's, master's or doctoral thesis?

I have a PhD title in physics and have been teaching statistics for 10 years. I have already helped more than 150 students succeed.

I make the lecture material more understandable using concrete examples. I correct papers, explain the best methods to solve tasks or put up my own exercices to achieve the necessary level.

I help in interpreting the output of common statistical programs (R/RStudio, Jamovi, Jasp) or in carrying out entire analyses.

I am an affable character and am completely committed to one goal: the success of the student.

David

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I show clearly and understandably what cryptocurrencies are and how you can invest in and trade this asset class, both manually and automatically.
In the past, I founded a company in this area that trades cryptocurrencies automatically and is still successful.
Now I want to pass on my knowledge and experience so that others can benefit from it too.