igor pozdeev

igor pozdeev in 2017

i am a ph.d. candidate with primary interest in the fx markets, related derivatives and asset pricing; i speak python, julia, r and matlab, and have been tutoring financial econometrics since 2014 and bits of julia programming since 2017.

i am currently working on variance risk premium of currency portfolios; most of my research can be found on ssrn, and most of the code i write — on github.

more info via the links above.