Name: Artur Sepp
Type: User
Bio: PhD in Statistics with expertise in systematic strategies, quantitative investing, volatility models, data science with Statistical and Machine Learning methods
Twitter: artursepp
Location: Switzerland
Blog: https://artursepp.com/
Artur Sepp's Projects
Implementation of optimisation analytics for constructing and backtesting optimal portfolios
Quantitative Investment Strategies (QIS) package implements analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.
Implement pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston