Michele Costa
Quantitative Researcher @Macrosynergy
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WORK HISTORY
Quantitative Researcher @Macrosynergy
London, GB
EDUCATION
Lynfield College, Auckland, New Zealand
Third Term, High School Third term
The London School of Economics and Political Science (LSE)
Summer school, FM360: Options, Futures and Other Financial derivatives
Università Bocconi
Bachelor's degree, Economics
The London School of Economics and Political Science (LSE)
Master of Science (MSc), Economics
Liceo Scientifico Paciolo D'annunzio, Fidenza (PR), Italy
Diploma, Liceo Scientifico PNI
Barcelona School of Economics
Master of Science - MS, Data Science
ABOUT MICHELE COSTA
Quantitative researcher with experience in systematic strategies development and portfolio analytics for cash equities and equity / commodity futures, targeting mid-frequency horizons. I am interested in working on complex problems in high noise-to-signal domains.I have a versatile approach and am able to carry out end-to-end systematic signal projects across a variety of datasets and models.Statistical modelling experience: classical cross sectional and time series econometrics, Markov chains, latent variable models, mixture distributionsMachine learning experience: Natural Language Processing, text mining, financial assets returns and volatility forecastingMain programming languages: Python, R
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