Paul - Statistics tutor - Dublin
1st lesson free
Paul - Statistics tutor - Dublin

Paul's email address and phone number have been validated.

Paul

  • Rate €50
  • Response 1h
  • Students

    Number of students Paul has accompanied since arriving at Superprof

    18

    Number of students Paul has accompanied since arriving at Superprof

Paul - Statistics tutor - Dublin
  • 5 (1 review)

€50/h

1st lesson free

Contact

1st lesson free

1st lesson free

  • Statistics

R SPSS Stata Eviews Gretl for Master Thesis in econometrics and statistics (finance, economics,...)

  • Statistics

Lesson location

    • At Paul's house: Dublin

    • Online

    • at your home or in a public place : will travel up to 50 km from Dublin

About Paul

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.

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About the lesson

  • All Levels
  • English
  • Italian

All languages in which the lesson is available :

English

Italian

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

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Rates

Rate

  • €50

Pack prices

  • 5h: €250
  • 10h: €500

free lessons

The first free lesson with Paul will allow you to get to know each other and clearly specify your needs for your next lessons.

  • 1hr

online

  • €50/h

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Tutor profile verified

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levels

All Levels

All languages in which the lesson is available

English

Italian

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free lessons

The first free lesson with Paul will allow you to get to know each other and clearly specify your needs for your next lessons.

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