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Quȧntero

This is an extension of my personal blog where I'll talk in more technical terms different quantitative models in finance. Therefore, the purpose of this section is to provide more technical details on the topics I love in my profession. It's important to highlight that because of ethical-wise reasons the entries created in here are built with public information ONLY, therefore, neither current employeer or former employer models are shown here.

Once clarified, lets deep dive in our interest!, those are:

  • Portfolio Management: Fundamentals and other models
  • Market Risk Analytics: Tools for VaR, CVaR, and risk factor modeling
  • Pricing Models: Framework for derivatives pricing and model validation workflows
  • Model Validation: Framework for derivatives pricing and model validation workflows
  • Algorithmic Trading: Backtesting infrastructure and strategy development utilities
  • Artificial Intelligence: Efficient handling of market data and time series analysis

Philosophy

I'm a person who has been interested in many topics, but since 2019 I've been reducing the scope to become an specialist in quantitative finance focused on topics abovementioned.

Happy Quanting!