I'm Matteo Campagnoli, a Mathematical Engineering student at Politecnico di Milano. Currently, I'm specializing in quantitative finance with a focus on derivative pricing. Coding is one of my greatest passions, and I strive to integrate it into my finance studies whenever possible.

-Star Radiation Analysis My team and I analyzed the radiation of approximately 240 stars, using several linear models to investigate the physical relationships between various stellar parameters.

-Additive Bachelier Model I implemented two additive models for option pricing, calibrating them on WTI futures. Both models allow for the asset prices to be negative, a rare situation that happened to oil markets during Covid. The code also implements a Monte Carlo scheme to price exotics products, which is a based on an inversion technique using the Fast Fourier Transform (FFT).

-Forecasting Realized Volatility I tackled the Optiver problem of forecasting realized volatility from orderbook data. I first tried fitting a Light Gradient-Boosting Machine on the dataset and later on tried to recover the temporal ordering of LOB snapshots using clustering techniques in the price-embeddings space.

I enjoy writing in $\LaTeX$, using it primarily to take notes during class. I've decided to turn my Partial Differential Equations notes into a book, which has just been pubblished with @fubinitonelli.

If you wish to talk about math, finance, physics or more complicated subjects like football ⚽ and formula one 🏁, feel free to contact me at