WELCOME TO MY WEBSITE!

About me

I’m Riccardo Martelli, a Master’s student in Quantitative Finance at Politecnico di Milano, with a prior Master’s degree in Theoretical Physics from the University of Milan. My academic and research background has equipped me with strong analytical and computational skills, developed through work in mathematical modeling, data-driven analysis, and artificial intelligence. My professional goal is to pursue a career in quantitative research, quantitative analysis, and systematic strategies development, applying rigorous quantitative methods to challenges in financial markets, hedge funds, and market-making environments.
This website was originally created to support my work as a university-level tutor in mathematics, physics, computer science and quantitative finance. Over several years, I taught nearly a hundred students, refining my ability to explain complex topics clearly and effectively. Today, the site has evolved into a personal portfolio, showcasing my academic background, research projects, and growing interests in quantitative finance, in other words, a bridge between my teaching origins and my current professional path.
On this page, you’ll find the courses I have studied, taught, and conducted research on, as well as a list of my publications and projects, and also my contact information.

Current number of strategies I'm developing: 2

Status: Available

Method

My method reflects my personal inclination toward clarity and innovation. The best way to tackle a problem is to examine the theory, reformulate it in a simpler way, and then, by creating a functional method, solve the problems easily and consolidate the acquired knowledge.

Courses

Here, I present some of the courses I have offered. The full list is quite extensive, and a few subjects may be missing. If you would like to learn more about my hard skills, you can contact me here.

Click on the subject to see the whether I've taught it, studied it or did research on it.

• Mathematics:

Mathematics for highschool students.Studied & Taught


Stochastic Calculus, Linear Algebra, Calculus 1, Calculus 2, Calculus 3, Calculus 4, Differential Geometry, Lie Groups and Lie algebras, Complex Analysis, Functional Analysis, Mathematical Method for Classical Mechanics, Fourier Transform, Laplace Transform, Integral Transformations, Padè approximations, Taylor Series, Laurent Series, Fourier Series, Discrete Mathematics,...

Probability and statistics, Measure Theory, Bayesian Probability, Probability Distributions, Sampling, Discrete Distributions, Statistical Tests, p-values, Data Analysis,...

• Physics:

Physics for highschool students.Studied & Taught


Physics 1, Physics 2, Classical Mechanics, Thermodynamics, Mathematical Methods for Physics or Engineering, Lagrangian and Hamiltonian formulations, Fluid Dynamics, Quantum Mechanics, Relativistic Quantum Mechanics and Field Theory, General Relativity, Group Theory for Mathematical Modeling, Many Body Theory, Electromagnetism, Electrodynamics,...

• Computer Science:

Computer Science for highschool students.Studied & Taught


C++, C, Python, HTML, CSS, JavaScript, MATLAB, Mathematica, R, Tensorflow, Keras, Scikit-learn, SQL, Bash,Cuda, Sed, Awk, Data Analysis, Data Representation, Machine learning, Deep Learning, Numerical Simulation, Monte Carlo Simulation, Genetic Algorithms, Simulated Annealing, Reinforcement Learning, Metropolis Algorithm,...


• Quantitative Finance and Econometrics:

Econometrics, Black & Scholes Equations, Pricing of Derivatives, Portfolio Management, Modern Portfolio Theory, Monte Carlo Simulation in Finance, Investment Decisions, Portfolio Selection, Risk-based Strategies, Risk Parity, Maximum Diversification Portfolio, Entropy Based Allocation and Advanced Allocation, Trading (Equity-Commodities-Forex-Futures), Risk Management, Alternative Assets (Real Estate-Private Equity-Hedge Funds), Credit, Currency, Commodities, Asset Allocation, Dynamic Portfolio Management, Quantitative Risk Management, Machine Learning for Finance, Statistical Arbitrage, High-Frequency Trading (HFT), Market Making, Asset Pricing Models, Value at Risk (VaR), Expected Shortfall, Entropic Value at Risk (EVaR), Portfolio Optimization, Multi-Asset Strategies, Derivatives Pricing, Interest Rate Models, Quantitative Trading Strategies, Stochastic Models for Finance,...

Publications

Check out my publications and research:

• The Action of the Axisymmetric and Stationary Symmetry Group of General Relativity on a Static Black Hole
• Black Holes in a Swirling Universe
• Charged Black hole solutions in general relativity from inverse scattering

Projects

I worked on several projects.

I have conducted a statistical analysis on the inhomogeneity of billionaires' wealth distribution.

• Billionaires' wealth analysis

A series of projects covering various topics, including Monte Carlo simulations for option pricing, the Metropolis algorithm, Simulated Annealing, Genetic Algorithms, and TensorFlow implementations of AI models.

• Monte Carlo and Numerical Simulations

Work in progress 🚧

• Derivatives Pricing

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