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diegopescoalcalde/README.md

Diego Pesco Alcalde

Quantitative Trader and Data Scientist

As an experienced Data Scientist I combine analytical skills, ability to work in multicultural environments, and an out-of-the-box thinking principle. Having spend the last years applying quantitative methodologies in trading teams, I developed a sharpen critical thinking and risk assessment skills.

My credentials include a Mechanical Engineer graduation in Federal University of Santa Catarina (UFSC), with scholarships and academic recognitions in University of California, Davis and in Sapienza University of Rome, as well as experience in product development, data science and power trading.

I am the founder of Metrica and provide consulting powered by data science to businesses. Visit our website at www.metricabi.com.br

Background in: Python, Data Analysis, Statistics, Machine Learning, Quant Trading.

Links:

Articles (English):

  • The Journey of a Quantitative Trading Strategy Development: Link
  • Pairs Trading Strategy: Analysis and Testing Approach: Link
  • Efficient Frontier Model Development in Python: Link
  • Credit Card Fraud Detection using Machine Learning Models: Link

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