About Me

Hi Internaut, my name is Enea! I have a MsC in pure Mathematics, with a focus on Mathematical Physics and Calculus of Variations, as I enjoy topics that live in the intersection between Math and the real world. Currently, that interest has taken me to explore market microstructure, to hunt for patterns and inefficiencies in the markets and to extend and improve market making models.

It is fascinating how the abstract Math world and the real world meet on this fertile ground! In the last half century, many mathematicians have joined the ongoing effort to understand and describe what drives the markets. As a result a plethora of beautiful models and approaches has emerged. Some of these models require a good deal of mathematical sophistication, but, if you can stomach that, it is not difficult to code an agent that interacts with the living creature we refer to as the financial market. The idea of impacting the real world with pure Math (and a lot of data) amazes me!

Now you'd think I am a nerd, but hear me out: I also enjoy more common things, like warping my head around how to build complex strategies mixing esoteric derivatives like everlasting options and Uniswap V3.

About this blog

Learning new stuff is always fun! I love that revelation moment when all the pieces of the puzzle fit together and you get a view of the full picture. The purpose of this blog is to structure my thoughts/notes about things I deem interesting and avoid forgetting the steps I have taken to understand them. You might find Math, Deep Learning, financial models, or a combination of the above. Stay tuned!