Sebastian - Statistics Tutor - Montreal
1st lesson free
Sebastian - Statistics Tutor - Montreal

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

Sebastian

  • Rate US$64
  • Response 1h
  • Students

    Number of students Sebastian has accompanied since arriving at Superprof

    16

    Number of students Sebastian has accompanied since arriving at Superprof

Sebastian - Statistics Tutor - Montreal

US$64/hr

1st lesson free

Contact

1st lesson free

1st lesson free

  • Statistics
  • Algorithms

Econometrics with R SPSS Eviews Stata and Gretl for university students (assignments & thesis)

  • Statistics
  • Algorithms

Lesson location

About Sebastian

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

  • Compulsory School
  • Secondary School
  • Higher Education
  • +4

    • levels :

    Compulsory School

    Secondary School

    Higher Education

    Adult Education

    Master

    MBA

    Pre-School

  • 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

  • US$64

Pack prices

  • 5h: US$320
  • 10h: US$640

free lessons

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

  • 1hr

online

  • US$64/h

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Tutor profile verified

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

levels

Compulsory School

Secondary School

Higher Education

Adult Education

Master

MBA

Pre-School

All languages in which the lesson is available

English

Italian

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free lessons

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

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