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Simone Menaldo

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Simone Menaldo

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Nov 11, 2025

Time Series Fundamentals

Time series analysis is the bedrock of modern financial econometrics.

Time Series Fundamentals

Pinned

Simone Menaldo

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Nov 3, 2025

Market Microstructure Foundations

Uncover the hidden mechanics of financial markets and gain a critical edge in your trading strategies.

Market Microstructure Foundations

Simone Menaldo

·

5d ago

Differential Machine Learning: Learning Prices and Sensitivities Jointly

Abstract

Differential Machine Learning: Learning Prices and Sensitivities Jointly

Simone Menaldo

·

Nov 3

Cross-Sectional Momentum

Abstract

Cross-Sectional Momentum

Simone Menaldo

·

Oct 27

Neural Network Surrogates for Exotic Option Pricing

Abstract

Neural Network Surrogates for Exotic Option Pricing

Simone Menaldo

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Oct 20

Payment for Order Flow: The Hidden Mechanics of Modern Markets

The engine of the zero-commission revolution runs on a controversial and often misunderstood fuel: payment for order flow.

Payment for Order Flow: The Hidden Mechanics of Modern Markets

Simone Menaldo

·

Oct 13

Factor Models and Asset Pricing: A Quantitative Approach

Factor models are the cornerstone of modern asset pricing, providing the framework for understanding and quantifying the sources of…

Factor Models and Asset Pricing: A Quantitative Approach

Simone Menaldo

·

Oct 6

Market Making Obligations

Market making is the lifeblood of modern financial markets, and the obligations that govern it are the bedrock of market quality.

Market Making Obligations

Simone Menaldo

·

Sep 29

Persistence and Mean Reversion in Financial Time Series

The tendency of financial markets to remember the past and revert to the mean is a cornerstone of quantitative trading and risk management.

Persistence and Mean Reversion in Financial Time Series

Simone Menaldo

·

Sep 22

Tick Size and Market Design

The minimum price variation, or tick size, is a fundamental parameter of market design that profoundly influences trading behavior…

Tick Size and Market Design

Simone Menaldo

Simone Menaldo

Financial engineer and artificial intelligence enthusiast, focused on algorithmic trading and market microstructure

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