About Me

Welcome Internaut, my name is Enea! My natural habitat used to be the realm of pure mathematics – think Mathematical Physics and Calculus of Variations. Elegant structures, rigorous proofs, such a perfect world! Eventually I realized the most fascinating structures aren't always the most pristine. My curiosity lured me away from pure abstraction and into the turbulent, information-rich environment of quant finance, algo trading, and financial modeling.

My driving force is piecing together disparate information to build a coherent picture of complex systems. It's the same intellectual puzzle whether I'm reverse-engineering market behavior, designing a financial model, or figuring out why a deep learning network learned that particular representation.

The thrill is in that moment of clarity when the intricate gears of a complex system finally reveal themselves. It's about deciphering the logic hidden within the noise, whether that noise comes from a limit order book or the hidden layers of a neural network. This pursuit of understanding, of assembling the puzzle, is the engine driving my work.

About this blog

Learning is a journey filled with those wonderful "aha!" moments when all the pieces suddenly fit. This blog serves as my digital notebook – a place to structure my thoughts, document my learning process on topics I find compelling, and avoid forgetting the steps taken to understand them. Here you might find Math, Deep Learning, financial models, or a combination of the above. Stay tuned!