John L.
- New York, NY 10001 ( 30 mi )
- Economics Tutor
- Male Age 39
- Member Since: 07/2020
- Will travel up to 20 miles
- Rates from $70.00 to $100.00 /hr
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On-line
In-Group
- Also Tutors: Finance
Read More About John L...
Econometrics & Statistics expert for master thesis exams and projects. R studio stata spss eviews gretl
Technical Skills (application and often implementation from scratch):
1) Econometrics: Multivariate Regression, Discrete variable models (i.e. Logit), Time series models (i.e. AR/MA, ARCH/GARCH), Vector AutoRegressive model (VAR), Cointegration (Engle-Granger, VECM), Long-memory process (Fractional Integration), Regime switching models (Hamilton Filter), Kalman Filter, Unobserved Components ARIMA model, Beveridge-Nelson decomposition (Hansen's approach), Copula methods, Metropolis-Hastings algorithm, Black-Litterman model (Meucci's approach), Hierarchical Risk Parity
2) Quantitative Trading (Mid-High Frequency Trading): Stat Arb & Pairs Trading models, Order Imbalance & Order Replenishment effects on intraday returns, Optimal Setup of Entry-Exit Trading Triggers for Quant Trad ... read more