-
Notifications
You must be signed in to change notification settings - Fork 0
Expand file tree
/
Copy pathindex.html
More file actions
520 lines (479 loc) · 23.9 KB
/
index.html
File metadata and controls
520 lines (479 loc) · 23.9 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
<!doctype html>
<html lang="en">
<head>
<meta charset="utf-8" />
<meta name="viewport" content="width=device-width, initial-scale=1" />
<title>Filippo Grandoni · Portfolio</title>
<meta name="description" content="Portfolio of Filippo Grandoni: projects, experience and skills." />
<link rel="icon" href="assets/favicon.png" />
<link rel="preconnect" href="https://fonts.googleapis.com">
<link rel="preconnect" href="https://fonts.gstatic.com" crossorigin>
<link href="https://fonts.googleapis.com/css2?family=Inter:wght@400;600;700;800&display=swap" rel="stylesheet">
<link rel="stylesheet" href="styles.css">
</head>
<body>
<header class="header">
<div class="top">
<img src="assets/avatar.jpg" alt="Avatar" class="avatar">
<div>
<h1 class="main-title">Filippo Grandoni</h1>
<p class="subtitle">MSc in Statistics (Statistical Finance) · Imperial College London</p>
</div>
</div>
<nav>
<a href="#practical">Practical</a>
<a href="#theoretical">Theoretical</a>
<a href="#experience">Experience</a>
<a href="#volunteering">Volunteering</a>
<a href="#skills">Skills</a>
<a href="#contact" class="cta">Contact</a>
</nav>
<div class="download-cv">
<a class="btn" href="assets/CV.pdf" target="_blank" rel="noopener">Download CV</a>
</div>
</header>
<main>
<!-- Practical / Competitions -->
<section id="practical" class="section">
<h3>Practical Projects & Competitions</h3>
<p class="section-sub">High-impact challenges, trading simulations, algorithmic execution.</p>
<div class="grid">
<!-- Rotman / UofT -->
<article class="card">
<h4>
Algorithmic Trading Competition — University of Toronto (Rotman)
<span class="badge gold" title="Track winner">Winner</span>
<span class="badge grade" title="Course grade">A-</span>
</h4>
<span class="meta">Toronto, Canada</span>
<p>
In-class competition during the <em>Financial Trading Strategies</em> course:
<b>ETF arbitrage</b>, <b>Equities</b>, <b>FX</b>, and <b>News & Sentiment</b>.
Built execution-ready strategies and won the <em>sentiment trading</em> track with an NLP-based signal and
latency-aware execution model.
</p>
<ul class="tags">
<li>Algorithmic Trading</li><li>NLP</li><li>Sentiment</li><li>ETFs</li><li>Equities</li><li>FX</li><li>Python</li>
</ul>
<div class="links bottom-link">
<a href="https://rotmancommerce.utoronto.ca/current-students/wp-content/uploads/sites/3/2024/09/RSM434H1F-Financial-Trading-Strategies.pdf" class="details-btn">Details</a>
</div>
</article>
<!-- UMushroom -->
<article class="card">
<h4>
UMushroom Investment Challenge 2025
<span class="badge info">Competition</span>
</h4>
<span class="meta">Online · 2025</span>
<p>
8-week simulation challenge. Built portfolios, applied allocation strategies and risk models in a competitive environment.
</p>
<ul class="tags"><li>Portfolio construction</li><li>Asset Allocation</li><li>Risk Management</li><li>Benchmarking</li></ul>
<div class="links bottom-link">
<a href="https://umushroom.com/en/article/the-umushroom-investment-challenge-2025" target="_blank" class="details-btn" rel="noopener">Details</a>
</div>
</article>
<!-- ETH × UBS -->
<article class="card">
<h4>
ETH Zürich × UBS Trading Competition
<span class="badge gold">1st Place</span>
</h4>
<span class="meta">Zurich, Switzerland · Oct 2024</span>
<p>
Engineered a market-making algorithm in a high-frequency simulated environment. Optimized spreads, managed inventory,
and implemented predictive order-flow modeling with real-time execution.
</p>
<ul class="tags"><li>Market Making</li><li>Python</li><li>Real-Time</li><li>Quant Finance</li></ul>
<div class="links bottom-link">
<a href="https://amplifyme.com/course/eth-zurich-x-amplifyme-finance-accelerator" target="_blank" class="details-btn" rel="noopener">Details</a>
</div>
</article>
<!-- Junction -->
<article class="card">
<h4>
Junction 2023 Hackathon
<span class="badge success">European Final Stage</span>
</h4>
<span class="meta">Helsinki, Finland · Nov 2023</span>
<p>
Led a 5-person team to build a data pipeline for LLM fine-tuning under constraints. Designed streaming ingestion,
evaluation and validation steps.
</p>
<ul class="tags"><li>Team Leadership</li><li>Python / APIs</li><li>ML Systems</li><li>Data Pipelines</li></ul>
<div class="links bottom-link">
<a href="https://hackjunction.com/" target="_blank" class="details-btn" rel="noopener">Details</a>
</div>
</article>
<!-- Optiver -->
<article class="card">
<h4>
Optiver Ready Trader Go Competition
<span class="badge">Competition</span>
</h4>
<span class="meta">Mar 2023</span>
<p>
Developed momentum and mean-reversion strategies. Focus on execution timing, slippage control, and capital constraints.
</p>
<ul class="tags"><li>Quant Strategy</li><li>Simulation</li><li>Risk Management</li><li>Backtesting</li></ul>
<div class="links bottom-link">
<a href="https://readytradergo.optiver.com/" target="_blank" class="details-btn" rel="noopener">Details</a>
</div>
</article>
</div>
</section>
<!-- Theoretical Projects -->
<section id="theoretical" class="section">
<h3>Theoretical Projects</h3>
<p class="section-sub">Analytical studies, modeling, and deeper research work.</p>
<div class="grid">
<!-- Bayesian Option Pricing -->
<article class="card">
<h4>Bayesian Nonparametric Methods for Option Pricing</h4>
<span class="meta">Bachelor Dissertation</span>
<p>
Applied Dirichlet process mixtures and Gaussian process priors to model implied volatility surfaces and option prices.
Validated out-of-sample on real market data sets.
<br><em>Skills:</em> Bayesian inference, nonparametric modeling, time-series analysis.
</p>
<div class="links">
<a href="assets/Thesis_Fair_presentation___Grandoni.pdf" target="_blank" class="details-btn">Presentation</a>
<a href="assets/Final_Dissertation-2.pdf" target="_blank" class="details-btn">Paper</a>
</div>
</article>
<!-- UBS NDA -->
<article class="card">
<h4>Final Project UBS – FX Hedged Carry Trade</h4>
<span class="meta">Under NDA</span>
<p>
Internal quantitative work on hedged carry strategies, integrating market microstructure, risk modeling, and execution logic. I constructed an algorithm to take advantage of Interest Rate differentials og G10 against USD through a carry trade, fine tuned with systematic heding to preserve gains.
Not publicly available.
</p>
<div class="links">
<a href="assets/Finalproj_TheoryBooklet.pdf" target="_blank" class="details-btn">Paper</a>
</div>
</article>
<!-- Credit Rating Prediction -->
<article class="card">
<h4>Credit Rating Prediction – ML Challenge</h4>
<span class="meta">Research Project</span>
<p>
Built and compared classification models like XGBoost, Random Forest, and Neural Networks to predict credit ratings.
Employed feature engineering, cross-validation, and SHAP interpretability.
<br><em>Skills:</em> supervised learning, feature engineering, model interpretability.
</p>
<div class="links">
<a href="https://github.com/filippograndoniJ/ML-Jproj-credit-scoring" target="_blank" class="details-btn">Repository</a>
<a href="assets/ML-creditscoring.pdf" target="_blank" class="details-btn">Paper</a>
</div>
</article>
<!-- ETF Pricing -->
<article class="card">
<h4>ETFs Pricing Monitoring – Investigating Bubble</h4>
<span class="meta">Statistical Study</span>
<p>
Modeled deviations between ETF prices and NAV. Applied cointegration tests, regime-switching models, and residual diagnostics.
<br><em>Skills:</em> econometrics, anomaly detection, statistical testing.
</p>
<div class="links">
<a href="assets/ETF-pres.pdf" target="_blank" class="details-btn">Presentation</a>
<a href="assets/ETF-paper.pdf" target="_blank" class="details-btn">Paper</a>
</div>
</article>
<!-- Solow-Swan -->
<article class="card">
<h4>Solow-Swan Growth Model – Fit & Limits</h4>
<span class="meta">Theoretical Analysis</span>
<p>
Analyzed empirical performance of the Solow-Swan model using macroeconomic datasets. Performed regressions, diagnostics, and tested model assumptions.
<br><em>Skills:</em> macro modeling, data analysis, theoretical evaluation.
</p>
<div class="links">
<a href="assets/Solo-Swan_pres.pdf" target="_blank" class="details-btn">Presentation</a>
</div>
</article>
<!-- Airbnb Pricing Determinants — Statistical Study -->
<article class="card">
<h4>What Affects Airbnb Prices — Statistical Study</h4>
<span class="meta">Data Analysis</span>
<p>
Statistical analysis of Airbnb listings to identify key price drivers. Cleaned and structured data,
engineered interaction terms (e.g., location × season, amenities × size), and ran multiple regression
models with model selection and residual diagnostics. Highlighted the impact of location, property size,
and amenities on pricing.
<br><em>Skills:</em> regression modeling, feature engineering, interaction effects, model selection, diagnostics.
</p>
<div class="links">
<a href="assets/AirBnB-paper.pdf" target="_blank" class="details-btn">Paper</a>
</div>
</article>
<!-- Trade Openness and Income Inequality — Empirical Evidence -->
<article class="card">
<h4>Trade Openness & Income Inequality — Empirical Evidence</h4>
<span class="meta">Econometrics · Panel study</span>
<p>
Empirical analysis of how trade openness influences income inequality. Built a panel dataset with key controls
and applied OLS Fixed Effects and 2SLS IV models to address endogeneity and assess causal effects.
<br><em>Skills:</em> panel FE, IV/2SLS, causal inference, robustness testing.
</p>
<div class="links">
<a href="assets/TradeOpenness_paper.pdf" target="_blank" class="details-btn">Paper</a>
</div>
</article>
<!-- Advertising -->
<article class="card">
<h4>Advertising & Market Valuation in Healthcare</h4>
<span class="meta">Panel Econometrics</span>
<p>
Studied effect of advertising on firm valuation (dataset: 1,971 firms, 1994–2019) using fixed effects, random effects, and robust controls.
<br><em>Skills:</em> panel regression, econometrics, domain modeling.
</p>
<div class="links">
<a href="assets/AdvSpending-Paper.pdf" target="_blank" class="details-btn">Paper</a>
</div>
</article>
<!-- Alcohol labels -->
<article class="card">
<h4>Warning Labels on “Super Alcohol” – RCT & Policy Study</h4>
<span class="meta">Policy / Public Health</span>
<p>
Designed a randomized controlled trial to assess impact of warning labels on alcohol purchase behavior and government trust.
<br><em>Skills:</em> RCT design, regression analysis, behavioral economics.
</p>
<div class="links">
<a href="assets/AlcoholLabel-pres.pdf" target="_blank" class="details-btn">Presentation</a>
<a href="assets/AlcoholLabel-paper.pdf" target="_blank" class="details-btn">Paper</a>
</div>
</article>
</div>
</section>
<!-- Working Experience -->
<section id="experience" class="section">
<h3>Working Experience</h3>
<div class="timeline">
<div class="item">
<div class="item-head">
<strong>UBS — Trading & Sales Summer Intern</strong>
<span>Zurich, Switzerland · Jun 2025 – Aug 2025</span>
</div>
<ul class="bullets">
<li>Rotated through WM FX Sales and Cash Equity Sales desks, gaining exposure to client flows and market dynamics.</li>
<li>Supported desk operations: trade prep, market updates, and automated client materials via VBA tools.</li>
<li>Delivered final project: FX hedged carry trade algorithm, integrating market microstructure, risk, and execution logic.</li>
</ul>
<p><em>Skills gained:</em> client-facing exposure, quant modeling, VBA automation, execution strategy, cross-asset understanding.</p>
</div>
<div class="item">
<div class="item-head">
<strong>Research Assistant — Department of Finance, Bocconi University</strong>
<span>Milan, Italy · Aug 2024 – Nov 2024</span>
</div>
<ul class="bullets">
<li>Supported faculty in projects on neural networks and venture capital analysis.</li>
<li>Performed data processing, Python / STATA analysis and Excel work for empirical research.</li>
<li>Contributed to manuscript drafting, e.g. analyzing Twitter’s role in funding and entertainment success.</li>
</ul>
<p><em>Skills gained:</em> academic research, econometric modeling, neural networks, data engineering.</p>
</div>
<div class="item">
<div class="item-head">
<strong>Financial Research Summer Intern — Finlabo SIM</strong>
<span>Milan, Italy · Jun 2024 – Jul 2024</span>
</div>
<ul class="bullets">
<li>Developed Python algorithms to track ETF prices & flows (VOO, SPY, EQQQ) and compute correlation metrics.</li>
<li>Authored a 40+ page analytical report summarizing returns, flows, and correlation insights.</li>
<li>Conducted 15+ independent analyses in Python/Excel to support investment insights.</li>
</ul>
<p><em>Skills gained:</em> data analytics, report writing, correlation modeling, Python & Excel proficiency.</p>
</div>
<!-- NovaAdvisory -->
<div class="item">
<div class="item-head">
<strong>NovaAdvisory LTD — Data Analysis Intern</strong>
<span>London, UK (remote) · Jul 2023 – Aug 2023</span>
</div>
<ul class="bullets">
<li>Developed a Python program to ingest, clean, and analyze startup datasets; evaluated key metrics and ranking indicators.</li>
<li>Leveraged Python, Excel, Word, and applied accounting fundamentals to interpret financials and valuation models.</li>
</ul>
<p><em>Skills gained:</em> data cleaning & analysis, Python scripting, financial evaluation, Excel modeling, cross-domain integration.</p>
</div>
</div>
</section>
<!-- Volunteering -->
<section id="volunteering" class="section">
<h3>Volunteering</h3>
<p class="section-sub">Community engagement, leadership and professional development.</p>
<div class="timeline">
<div class="item">
<div class="item-head">
<strong>MediaLaws</strong>
<span>Milan, Italy (remote) · Oct 2023 – Sep 2025</span>
</div>
<p class="tight">
Student Executive Editor for an online IT & Data Law publication. Developed and edited 5+ articles on technology, innovation law, data privacy, and regulatory trends.
<br><em>Skills:</em> editorial writing, content curation, legal-tech insight, remote collaboration.
</p>
</div>
<div class="item">
<div class="item-head">
<strong>Social Farm Montepacini</strong>
<span>Fermo, Italy · May 2022 – Aug 2022</span>
</div>
<p class="tight">
Designed and implemented inclusive activities for children with special needs. Coordinated daily programs, managed resources, and adapted curricula to varied needs.
<br><em>Soft skills:</em> empathy, leadership, adaptability, communication, project planning.
</p>
</div>
<div class="item">
<div class="item-head">
<strong>Futurely SRL</strong>
<span>Milan, Italy · Dec 2020 – Apr 2021</span>
</div>
<p class="tight">
Internship in market research and business analysis. Conducted in-depth market studies and prepared reports & pitches for the CEO.
<br><em>Skills:</em> market research, data analysis, reporting, teamwork, PowerPoint / Excel / Word.
</p>
</div>
<div class="item">
<div class="item-head">
<strong>Idola Music srls</strong>
<span>Fermo, Italy · Sep 2016 – Sep 2020</span>
</div>
<p class="tight">
Supported logistics and coordination for music events. Liaised with stakeholders, organized on-site operations, and addressed last-minute challenges.
<br><em>Soft skills:</em> problem-solving, stakeholder management, multitasking, resilience.
</p>
</div>
</div>
</section>
<!-- Skills -->
<section id="skills" class="section">
<h3>Skills</h3>
<div class="skills-grid-advanced">
<!-- Technical -->
<article class="skills-card">
<h4>Technical</h4>
<ul class="skill-bullets">
<li><b>Programming:</b> Python, R, MATLAB, SQL, VBA</li>
<li><b>Methods:</b> Machine Learning, Time-Series, Bayesian Methods, Optimization, Risk Modeling</li>
<li><b>Markets:</b> FX, Rates, ETFs, Equities, Options</li>
<li><b>Tools:</b> Git, Jupyter, Dash / Streamlit, Linux</li>
</ul>
</article>
<!-- Languages + Interests -->
<article class="skills-card">
<h4>Languages</h4>
<ul class="lang-list">
<li><b>Italian:</b> Native</li>
<li><b>English:</b> Fluent</li>
<li><b>French:</b> Basic</li>
<li><b>Spanish:</b> Basic</li>
</ul>
<h4 class="mt">Interests</h4>
<ul class="chiplist">
<li>Market Microstructure</li>
<li>Systematic Strategies</li>
<li>Applied Econometrics</li>
<li>Algorithmic Trading</li>
<li>Bayesian Inference</li>
<li>Data Visualization</li>
</ul>
</article>
<!-- Soft Skills + Highlights -->
<article class="skills-card">
<h4>Soft Skills</h4>
<ul class="skill-bullets">
<li><b>Communication:</b> clear written briefs, concise technical explainers</li>
<li><b>Teamwork & Leadership:</b> led small teams in hackathons and research tasks</li>
<li><b>Problem Solving:</b> break-down of complex tasks, prioritisation, timeboxing</li>
<li><b>Ownership:</b> reliable delivery under deadlines, iterative improvement</li>
</ul>
<h4 class="mt">Highlights</h4>
<ul class="chiplist">
<li>Stakeholder Management</li>
<li>Presentation</li>
<li>Planning</li>
<li>Attention to Detail</li>
</ul>
</article>
</div>
</section>
<!-- Contact -->
<section id="contact" class="section contact-section">
<h3>Let’s Connect</h3>
<p class="section-sub">Open to collaborations, ideas, and quant conversations.</p>
<div class="contact-grid">
<a class="contact-card" href="mailto:filippo@grandoni.it" aria-label="Email Filippo">
<span class="icon" aria-hidden="true">
<!-- Mail icon -->
<svg viewBox="0 0 24 24" width="28" height="28" fill="currentColor">
<path d="M20 4H4a2 2 0 0 0-2 2v12a2 2 0 0 0 2 2h16a2 2 0 0 0 2-2V6a2 2 0 0 0-2-2Zm0 4-8 5L4 8V6l8 5 8-5v2Z"/>
</svg>
</span>
<div class="contact-text">
<strong>Email</strong>
<span>filippo@grandoni.it</span>
</div>
</a>
<a class="contact-card" href="https://github.com/filippograndoniJ" target="_blank" rel="noopener" aria-label="GitHub profile">
<span class="icon" aria-hidden="true">
<!-- GitHub icon -->
<svg viewBox="0 0 24 24" width="28" height="28" fill="currentColor">
<path d="M12 .5a12 12 0 0 0-3.79 23.4c.6.11.82-.26.82-.58v-2.1c-3.34.73-4.04-1.6-4.04-1.6-.54-1.38-1.32-1.75-1.32-1.75-1.08-.74.08-.72.08-.72 1.2.09 1.84 1.24 1.84 1.24 1.06 1.82 2.78 1.29 3.45.99.11-.78.42-1.3.76-1.6-2.67-.3-5.48-1.34-5.48-5.95 0-1.31.47-2.37 1.24-3.21-.12-.3-.54-1.52.12-3.17 0 0 1.01-.32 3.3 1.23a11.5 11.5 0 0 1 6 0c2.28-1.55 3.29-1.23 3.29-1.23.66 1.65.24 2.87.12 3.17.77.84 1.23 1.9 1.23 3.21 0 4.62-2.82 5.64-5.5 5.94.43.37.81 1.1.81 2.22v3.29c0 .32.22.7.83.58A12 12 0 0 0 12 .5Z"/>
</svg>
</span>
<div class="contact-text">
<strong>GitHub</strong>
<span>@filippograndoniJ</span>
</div>
</a>
<a class="contact-card" href="https://linkedin.com/in/filippo-grandoni/" target="_blank" rel="noopener" aria-label="LinkedIn profile">
<span class="icon" aria-hidden="true">
<!-- LinkedIn icon -->
<svg viewBox="0 0 24 24" width="28" height="28" fill="currentColor">
<path d="M19 3H5a2 2 0 0 0-2 2v14a2 2 0 0 0 2 2h14a2 2 0 0 0 2-2V5a2 2 0 0 0-2-2ZM8.34 17.34H6V9.75h2.34v7.59ZM7.17 8.7a1.36 1.36 0 1 1 0-2.72 1.36 1.36 0 0 1 0 2.72Zm11.17 8.64h-2.34v-3.97c0-.95-.02-2.16-1.32-2.16-1.33 0-1.53 1.04-1.53 2.1v4.03H10.8V9.75h2.24v1.03h.03c.31-.6 1.08-1.23 2.22-1.23 2.37 0 2.81 1.56 2.81 3.58v4.21Z"/>
</svg>
</span>
<div class="contact-text">
<strong>LinkedIn</strong>
<span>/in/filippo-grandoni/</span>
</div>
</a>
</div>
</section>
</main>
<footer class="footer">
© <span id="y"></span> Filippo Grandoni
</footer>
<script>
document.getElementById('y').textContent = new Date().getFullYear();
// Reveal on scroll
function revealSections() {
const sections = document.querySelectorAll('.section');
const buffer = 150;
sections.forEach(sec => {
const rect = sec.getBoundingClientRect();
if (rect.top < window.innerHeight - buffer) {
sec.classList.add('visible');
}
});
}
window.addEventListener('scroll', revealSections);
window.addEventListener('load', revealSections);
// Smooth scroll for top nav
document.querySelectorAll('nav a').forEach(anchor => {
anchor.addEventListener('click', function(e) {
if (!this.getAttribute('href').startsWith('#')) return;
e.preventDefault();
const targetId = this.getAttribute('href').slice(1);
const target = document.getElementById(targetId);
if (!target) return;
target.scrollIntoView({ behavior: 'smooth' });
});
});
</script>
</body>
</html>