Matteo Craviotto

Financial Engineering · Machine Learning · Systematic Trading · AI-Augmented Development

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Los Angeles, CA · MS Financial Engineering @ USC · GPA 3.93
F-1 Visa · STEM OPT eligible Jan 2027 · No sponsorship needed until 2030

About Me

Financial Engineering student at USC building systematic strategies that survive live markets — not just backtests. Currently deploying ML alpha signals on Numerai's hedge fund and developing multi-regime trading systems on QuantConnect with realistic transaction costs, slippage, and regime filters.

Focused on systematic equity research, derivatives pricing, and fixed income modeling.

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Technical Skills

Finance & Methods

Time-series forecasting (ARIMA/ARMA/GARCH) · Portfolio optimization · Risk management · Derivatives pricing

Programming & Tools

Python · C++ · SQL · Git · Pine Script · Excel/VBA

Libraries

pandas · numpy · statsmodels · scikit-learn · LightGBM · cvxpy · matplotlib

AI-Augmented Workflow

Claude Code & Cowork · Cursor · Microsoft Copilot · OpenClaw · Prompt engineering for research automation

Professional Experience

USC Marshall School of Business

Graduate Teaching Assistant · FBE-529 Financial Analysis and Valuation

Jan 2025 – Present Los Angeles, CA
  • Guiding 30+ MBA students through equity valuation frameworks (DCF, multiples, LBO), reinforcing rigorous analytical reasoning and clear communication of complex financial concepts

Self-employed

Independent Algorithmic Trader & Developer

Sep 2024 – Present Los Angeles, CA
  • Performed rigorous backtesting & walk-forward optimization on QuantConnect with slippage, commissions, and regime filters
  • Developed a proprietary, fully autonomous multi-regime strategy leveraging value and momentum signals, protected by macro-driven filters
  • Designing advanced predictive models using ARIMA/GARCH for next-day return forecasting across equities and forex

Numerai

Quantitative Researcher (Competition)

May – Aug 2025 Los Angeles, CA
  • Developed cross-sectional ML alpha signals on ~280M rows and 2.4k features, generating market-neutral 20-day return forecasts
  • Achieved robust validation performance (CORR ≈ 0.039, Sharpe ≈ 1.38) using LightGBM with purged time-series validation
  • Deployed live signals to Numerai hedge fund (forward Sharpe ≈ 0.64 ongoing)

DEFINEX

Prompt Engineer

Apr – Sep 2024 Ivrea, Italy
  • Designed and tested prompts to optimize AI model outputs for financial/legal applications
  • Applied structured experimentation to improve accuracy and consistency of proprietary models
  • Developed transferable skills in automation and model calibration

Euronext Securities

Custody Intern · Income & Fiscal Services

May – Nov 2023 Milan, Italy
  • Reconciled 1,000+ annual income and corporate events across derivatives and ABS
  • Engineered Excel/VBA automation reducing processing time from ~1 hour to under 1 minute

Deloitte Consulting

Junior Analyst · Financial Services

May – Aug 2022 Milan, Italy
  • Contributed to design of Deloitte's first secondary-market tax-credit platform
  • Automated eligibility checks and transaction workflows for 5+ major institutions

Quantitative Research Projects

Applied research in statistical modeling, algorithmic trading, and derivatives pricing

Macro Regime Duration Model

GitHub → See Details →

Python · statsmodels · Markov-switching · Nelson-Siegel VAR

Built 3-state Markov-switching model detecting latent Recession/Growth/Expansion regimes in GDP, inflation, and unemployment. Integrated yield-curve forecast with regime-conditioned mean-variance optimizer.

1.08 Sharpe Ratio
-45% Max Drawdown
87% Regime Persistence

Delta-Neutral Options Market-Making Simulator

GitHub → See Details →

Python · Black-Scholes · LightGBM · cvxpy · Streamlit

Minute-level NBBO-aware delta-neutral simulator with BS theoretical pricing, Greeks calculation, and put-call parity residual tracking. Features asymmetric spreads with inventory lean and delta-band hedging.

8-15% Target Fill Rate
550+ Fills (800-min test)

Numerai ML Alpha Signals

GitHub → See Details →

Python · LightGBM · Purged CV · Feature Engineering

Developed cross-sectional ML alpha signals on ~280M rows and 2.4k features for market-neutral 20-day return forecasts. Deployed live in Numerai's hedge fund with automated weekly retraining.

1.38 Validation Sharpe
0.64 Live Sharpe
300+ Eras Tested

Options Parity Checker

GitHub → See Details →

Python · Options Pricing · Real-time Data

Real-time arbitrage detection tool for put-call parity violations across options chains.

Post-Earnings Drift Backtest

GitHub → See Details →

Python · Event Study · Statistical Analysis

Systematic analysis of post-earnings announcement drift patterns across market cap segments.

Get in Touch

Open to quantitative research opportunities, collaborations, and discussions

Email

Matteo.Craviotto@gmail.com

LinkedIn

/in/matteocraviotto

GitHub

@mcravi8

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