Nicholas Bertocchi
Milano, Lombardia, Italia
2384 follower
Oltre 500 collegamenti
Informazioni
G-10 Rates Portfolio Manager with experience across different products (cash, derivatives, inflation).
Risk taking attitude focused on Global Macro and Relative Value (Statistical Arbitrage, Futures’ Basis).
Quantitative approach paired with good coding skills in common languages (C++, Python, Matlab, VBA) and new coding paradigms (Go, Julia, Rust).
Natural interest in technology, math, statistics and their new fields (Machine Learning, Neural Networks, Data Mining, Quantum Computing, Cryptocurrencies).
Attività
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Pleased that my joint paper with Nicolas E. Camenzind on estimating the Swiss yield curve has just been published as open access in the EAJ, European…
Pleased that my joint paper with Nicolas E. Camenzind on estimating the Swiss yield curve has just been published as open access in the EAJ, European…
Consigliato da Nicholas Bertocchi
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🔍 How to Detect Causal Lead-Lag Relationship in Multivariate Time-Series❓ 📈 Large Language Models have opened many new opportunities for…
🔍 How to Detect Causal Lead-Lag Relationship in Multivariate Time-Series❓ 📈 Large Language Models have opened many new opportunities for…
Consigliato da Nicholas Bertocchi
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While we often pretend that we can train #ML models on multiple #timeseries trajectories, reality does (and this is a fact) only happen once. This…
While we often pretend that we can train #ML models on multiple #timeseries trajectories, reality does (and this is a fact) only happen once. This…
Consigliato da Nicholas Bertocchi
Esperienza
Formazione
Licenze e certificazioni
Lingue
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Italiano
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Inglese
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Altre attività di Nicholas
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Just stumbled upon (again) this great piece of literature containing a summary of the most important methodological contributions to #assetpricing…
Just stumbled upon (again) this great piece of literature containing a summary of the most important methodological contributions to #assetpricing…
Consigliato da Nicholas Bertocchi
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US bankers have reason to embrace the commute
US bankers have reason to embrace the commute
Consigliato da Nicholas Bertocchi
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Some pics of the #CKLS process to start the week! #HappyMonday 🩵 The Chan–Karolyi–Longstaff–Sanders (#CKLS) process ✨is a key model in financial…
Some pics of the #CKLS process to start the week! #HappyMonday 🩵 The Chan–Karolyi–Longstaff–Sanders (#CKLS) process ✨is a key model in financial…
Consigliato da Nicholas Bertocchi
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If Trump extends tax cuts and there is no corresponding reduction in the deficit, the dollar could attract a risk premium to compensate for the…
If Trump extends tax cuts and there is no corresponding reduction in the deficit, the dollar could attract a risk premium to compensate for the…
Consigliato da Nicholas Bertocchi
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"Bitcoin is everything people don't know about computers combined with everything they don't understand about money" As humorous as the quote is, it…
"Bitcoin is everything people don't know about computers combined with everything they don't understand about money" As humorous as the quote is, it…
Consigliato da Nicholas Bertocchi
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A tutta crescita, bel titolo! Anche se io sono Ferdinando, non Raffaele 😀 Dealflower
A tutta crescita, bel titolo! Anche se io sono Ferdinando, non Raffaele 😀 Dealflower
Consigliato da Nicholas Bertocchi
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I’m happy to share that I’m starting a new position as Head of DLT, Corporate and HNW Clients at Skyline Digital AG!
I’m happy to share that I’m starting a new position as Head of DLT, Corporate and HNW Clients at Skyline Digital AG!
Consigliato da Nicholas Bertocchi
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I’m happy to share that I’m starting a new position as Vice President - Solution Sales at Tradeweb!
I’m happy to share that I’m starting a new position as Vice President - Solution Sales at Tradeweb!
Consigliato da Nicholas Bertocchi
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Launching Vedrai Essential, your weekly guide to commodities insights. Enjoy the first month FREE
Launching Vedrai Essential, your weekly guide to commodities insights. Enjoy the first month FREE
Consigliato da Nicholas Bertocchi
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The lack of a well-defined FX strategy can expose Private Equity firms to unnecessary risks. With $6.6 trillion in FX volume traded daily, the…
The lack of a well-defined FX strategy can expose Private Equity firms to unnecessary risks. With $6.6 trillion in FX volume traded daily, the…
Consigliato da Nicholas Bertocchi
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