Luigi Piva CQF

London, United Kingdom United Kingdom

Quantitative Researcher

Finance / Banking / Insurance

Designed and produced ad hoc analysis, reports and presentations for management. Communicated and worked along with the different business units. Profitably managed Prop Shop invested in stocks , futures and options. Developed HFT algorithms ,based on econometric studies (Statistical Arbitrage) to trade US Stocks and Futures , models (stochastic volatility jump diffusion,...) to trade energy options and models (Schwartz-Ross-type models,..) to trade Commodity Futures. Developed effective quantitative volatility trading models ( GARCH and Stochastic volatility convergence models, Regime Switching using genetic algo...