Hello!
I'm a software engineer and quantitative analyst. I cultivate interest in a wide variety of topics related to programming, mathematics and finance.
I hold a Bachelor of Science degree in Computer Science, with a thesis on Procedural Content Generation and Real-time Rendering Techniques and a Master of Science degree cum laude in Finance and Risk Management, with a thesis on Deep Learning Models for High-Frequency Cryptocurrency Forecasting.
When I'm not writing code for fun or profit, I enjoy speedrunning videogames. It's a hobby that requires quick thinking, a lot of practice, patience, perseverance and creativity. My main speedgame is Dark Souls III. I'm involved in the community, and met in it a lot of nice people I like to call friends. I stream my attempts live over Twitch.tv. I also enjoy developing mods and tools to both assist the speedrunning practice and make it more interesting and fun.
Quantitative finance
I grew interested in financial markets and trading sometime before finishing my BSc. Nassim Nicholas Taleb's books inspired me to leverage the mathematical and statistical techniques of quantitative finance and econometrics while being wary of relying too much on non-provable models and theory. I extensively use Python with its data science toolchain for backtesting trading strategies on equity and futures. I employ Rust or C++ when it is necessary to optimize execution speed. I'm interested in studying deep learning techniques as I believe there is value yet undiscovered in nonlinear optimization for financial applications.
Here you can find the notes for the class in Quantitative Finance and Derivatives from the Università degli Studi di Firenze, written by me and Amedeo Mela.Computer science
I think a scientific approach to software design is fundamental for achieving the best possible results in terms of code correctness, mantainability and efficiency. Moreover, relying upon academical findings and research can greatly aid in finding elegant solutions to complex problems.
This is one of the reasons I'm learning pure functional programming and the Haskell language.
Frontend Web Development
Javascript is the programming language I'm most proficient in. I have experience in optimizing computationally intense algorithms, exploiting the latest web standards, implementing graceful degradation and designing consistent, fault-tolerant, cross-browser behaviors.
I tend to meticulously structure my workflows by employing standard tools and a sound, semantic code structure. My favorite tools for the job are Webpack and ESLint. The Javascript ecosystem has come a long way, and we finally get to have sane, opinionated frameworks with all-encompassing toolchains. By far, my favorite is Vue.js.
Graphics programming
I study and work with 3D modeling and rendering algorithms and image processing. I'm familiar with the OpenGL pipeline and various mathematical methods of describing and rendering geometry. On occasion I like to write about them in my blog.