1st lesson free
Paul's email address and phone number have been validated.
Paul
- Rate R927
- Response 1h
-
Students18
Number of students Paul has accompanied since joining Superprof
Number of students Paul has accompanied since joining Superprof
R927/h
Contact
1st lesson free
- Statistics
R SPSS Stata Eviews Gretl for Master Thesis in econometrics and statistics (finance, economics,...)
- Statistics
Lesson location
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.
See more
About the lesson
- All levels
- English
- Italian
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
See more
Recommendations
Recommendations are written by the tutor's friends, family, and acquaintances.
1
Great professor, massive experience in econometrics
See more recommendations
See more
Rates
Rate
- R927
Package rates
- 5h: R4635
- 10h: R9270
free lesson
The free first lesson with Paul allows you to get to know the tutor and discuss your needs and expectations.
- 1h
online
- R927/h
Similar Statistics tutor profiles
Nadia
Cape Town & online
- R350/h
- 1st lesson free
Unity
Pretoria & online
- R130/h
- 1st lesson free
Bongile
Johannesburg & online
- R200/h
Wilson
Cape Town & online
- R150/h
- 1st lesson free
Estelle
Cape Town & online
- R300/h
- 1st lesson free
Jean-Luc
Durban & online
- R300/h
- 1st lesson free
Ssenyange
Rustenburg & online
- R150/h
- 1st lesson free
Nathan
Cape Town & online
- R450/h
- 1st lesson free
Norest
Cape Town & online
- R200/h
- 1st lesson free
Amity
Johannesburg & online
- R200/h
- 1st lesson free
Humbulani
Krugersdorp
- R250/h
- 1st lesson free
Angelina
Randburg & online
- R350/h
Bekithemba
Midrand & online
- R250/h
- 1st lesson free
Dez
Cape Town & online
- R350/h
- 1st lesson free
Linda
Kempton Park & online
- R250/h
- 1st lesson free
Benard
Mankweng & online
- R200/h
- 1st lesson free
Dr Lebogang
Pretoria & online
- R250/h
- 1st lesson free
Thandi
Soweto & online
- R100/h
- 1st lesson free
Nyasha
Cape Town & online
- R200/h
Kamogelo
Centurion & online
- R300/h
- 1st lesson free
-
See Statistics tutors
