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KaiSqDist
  • Member for 1 year, 4 months
  • Last seen more than a month ago
About

Currently doing my PhD in Quant Finance with a focus on empirical asset pricing. Feel free to hit me up on LinkedIn - please let me know if you are from Quant SE :)

Research Interests: Risk & Ambiguity, Implied Volatility Modelling, Portfolio Optimization, Option-Implied Information & Market Microstructure.

Proficient Programming Languages: Python, Excel VBA, SQL, MATLAB, Julia, R, a little bit of Shell Scripting and C++.

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