- Quantitative Methodology Specialist, aVP
- MSc in Quantitative Finance @Bocconi University
- Iām currently working on RFides: a fully-fledged asset allocation library in R
- Iām currently working on BackTesteR: a fully-fledged backtesting library in R
- Author of: Market regime detection via realized covariances, Building optimal, regime-switching portfolios
- Ask me about: Portfolio Management, Asset Allocation, Risk Management
- How to reach me: [email protected]
vitociciretti Goto Github PK
Name: Vito Ciciretti
Type: User
Company: Bocconi University
Bio: Quantitative Finance | Methodology Specialist
Location: Berlin