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Emanuele-Saccoliti/README.md

👋 About Me

Hi there, I’m Emanuele Saccoliti!

I am a quantitative analyst with a background in financial mathematics, focused on systematic and data-driven approaches to financial modelling, forecasting, portfolio management and market research.

This GitHub is serves as a workspace where I collect and develop the research ideas I work on daily: from signal extraction and volatility modelling to Bayesian allocation, machine learning experiments, backtesting frameworks, and AI-assisted quant research frameworks.

My goal is to turn mathematical models and research hypotheses into clean, reproducible code that can be tested, challenged, improved, and eventually used in real trading enviroments.

Interests:

  • Bayesian inference and Probabilistic modelling
  • Scientific Machine Learning
  • Differential geometry and Stochastic analysis on manifolds

🛠️ Tech Stack

Languages

Python C++ Java

Libraries

NumPy Seaborn JAX LangChain Streamlit

ML & Data

Pandas scikit-learn PyTorch Jupyter

Cloud & Infrastructure

Docker Git

Databases

MongoDB MySQL

Pinned Loading

  1. LSV-Calibration LSV-Calibration Public

    Hybrid Python/C++ Local-Stochastic Volatility Calibration for Exotic Option Pricing

    Python 1

  2. VV-FX-Exotic-Pricer VV-FX-Exotic-Pricer Public

    Fast Vanna–Volga pricer for FX exotic options

    C++ 1

  3. DeepLearningForTimeSeriesForecasting DeepLearningForTimeSeriesForecasting Public

    Forked from Azure/DeepLearningForTimeSeriesForecasting

    A tutorial demonstrating how to implement deep learning models for time series forecasting

    Jupyter Notebook

  4. fx-ensemble fx-ensemble Public

    Python prototype for leakage-safe machine-learning ensembles on time-indexed panel data.

    Python