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Achievements

Achievement: Pull Sharkx2Achievement: Pair Extraordinaire

Achievements

Achievement: Pull Sharkx2Achievement: Pair Extraordinaire

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@qiskit-advocate

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nicoloangileri/README.md

Hi, I'm Nicolò

I build machine-learning and optimization tools for forecasting and quantitative finance

Open source

15 pull requests merged into libraries used across ML and finance, most of them fixing silent numerical errors:

  • Apple MLX: reductions over very large arrays (32-bit index overflow on CPU and GPU) (#4549)
  • Amazon Chronos: series lengths for categorical item ids in predict_df (#537)
  • CVXPY (5): MIP warm start for SCIP (#3483), geo_mean on any shape (#3493), tuple axes in std, axis behavior of cvar, axis checks for matrix norms
  • skfolio (3): VaR, EVaR and sample-weight fixes in the risk measures
  • NautilusTrader (2): wrong default moving averages in trading indicators
  • Also Qdrant, NumPyro and Qiskit Experiments

In review: Microsoft FLAML (approved), the NVIDIA cuOpt interface in CVXPY, Unit8 Darts and Nixtla (conformal prediction intervals), QuantEcon.

Research and projects

Open to ML engineering and quant, swe, data, or anything similar, including remote and part-time contract work or project-contract. LinkedIn

Popular repositories Loading

  1. MUSE--Apple-Foundation-Program MUSE--Apple-Foundation-Program Public

    iOS application developed at the Apple Foundation Program. It leverages Sentiment Analysis and a custom JSON database to match books with music tracks based on textual vibes.

    Swift 1

  2. MQFS-Semantic-Arbitrage MQFS-Semantic-Arbitrage Public

    Pairs-trading engine combining Engle-Granger cointegration with FinBERT news sentiment to adapt entry thresholds dynamically. Backtested on KO/PEP and XOM/CVX.

    Python 1

  3. Monte_Carlo_project Monte_Carlo_project Public

    Monte Carlo pricing of a drought micro-insurance derivative for Sicilian smallholder agriculture, calibrated on ERA5 reanalysis climate data.

    Python 1

  4. MQFS_geopoliticsoil MQFS_geopoliticsoil Public

    Python 1

  5. Auto_Cleaner Auto_Cleaner Public

    Autonomous polars-native data cleaning and automated EDA: one command from a messy CSV, Excel, Parquet or SQL source to an ML-ready dataset plus an HTML/PDF report.

    Python 1

  6. July-2026-Jane-street-puzzle July-2026-Jane-street-puzzle Public

    Solution to the Jane Street July 2026 puzzle "Pent-Up Frustration 3 / Knight Moves 7": 3D knight tour over a pentomino tiling of the board.

    Python 1