I am Lucas Miranda a quantitative analyst currently living in Brazil. I’m finishing my Phd in Statistics at USP focusing on financial time series clustering. Currently Im a Financial Data Scientist in Guide. My fields of research and work of interest are times series, quantitative finance, clustering, volatility modeling, statistical learning, statistical inference, portfolio optimization.

Doubts? Send me an email.

You can find the source code of my posts at GitHub: lukmol