abonucci@ubuntu:~$ ./fetch_profile.sh --target=HFT

[+] Loading profile for: Andrea Bonucci...
[+] Location: London, UK

==== ACADEMIC DEPLOYMENT ====
> Università Bocconi              | MA Quant Finance & Risk Management
> Vrije Universiteit Amsterdam    | BSc Pure Mathematics 

==== TECHNICAL INFRASTRUCTURE ====
> Main Languages : K (Amber, K3, K6, Kdb+/Q), C (C11), Python
> Methodologies  : Systems Programming, Array Interpreters, Zero-Loop Architecture, Low-Latency Execution
> Signal Process : Non-Linear Estimation, Extended Kalman Filters (EKF)
> Pricing/Risk   : Stochastic Volatility, Hybrid Pricing Engines, Advanced Greeks

[+] System Ready. Awaiting input...

I specialize in high-frequency computational bottlenecks, zero-loop architectures, and non-linear system estimation.

• Languages: K (Amber, K3, K6, Kdb+/Q) | Python | PHP | MATLAB | R Studio
• Quantitative Research & Modeling:
  • Derivatives: FX Vanilla/Exotic Pricing, Volatility Surfaces, Hybrid Pricing Engines, Advanced Greeks.
  • Stochastics: Local & Stochastic Volatility Models, Monte Carlo Simulations, SDEs.
  • Signal Processing: Extended Kalman Filters (EKF), Non-Linear System Estimation, Sensor Fusion.
• Applied & Pure Mathematics:
  • Continuous: Stochastic Calculus, Differential Geometry, Complex Analysis, Numerical Methods.
  • Discrete/Abstract: Combinatorial Cluster Algebras, Galois Theory, Rings & Fields, Topology, Number Theory.

BonucciAndrea/amber A low-latency, columnar, in-memory array language blending k speed and syntax with q/kdb+ capabilities.

• The Architecture: Portable C11 interpreter engine layered with an autoloaded q standard library (amber.k). Self-contained with zero external runtime dependencies.
• The Features: First-class C-parsed table literals ([]col:val), the full time-series join family (aj/wj/lj/ij/ej), qSQL helpers, and intraday tick temporals (minbar, hms).
• The Speed: C kernel-level attributes (s#, u#, p#, and g#) tracking that dynamically dispatches vector search (?, in) from $O(n)$ linear scans to $O(\log n)$ (or $O(1)$ ) binary searches—yielding ~2300× execution speedups on large vectors.
• Status: Operational with 148+ passing unit tests.

BonucciAndrea/kdb-hft-tickerplant Production-grade, fault-tolerant options tickerplant architecture built in Kdb+/Q.

• The Tech: Distributed system featuring a Tickerplant (Log/Router), RDB (In-Memory), HDB (On-Disk), and a Parallel Gateway.
• The Goal: Simulating a high-frequency environment with a 250ms data generator, implementing zero-data-loss disaster recovery via binary log replaying and asynchronous parallel query execution.
• Status: Operational. Benchmark testing unified historical/real-time data stitching via high-concurrency Gateway handlers.

BonucciAndrea/KStrategies High-performance, zero-loop quantitative backtesting engine built entirely in Kdb+/Q, Kona and Ngn/K.

• The Math: Implements an O(N) prefix-sum architecture for ultra-low latency grid searches.
• The Goal: Bypassing traditional iterative bottlenecks to stress-test high-frequency trading strategies at maximum execution speed.
• Status: Actively scaling strategy coverage (Mean Reversion, StatArb, Momentum Oscillator) to benchmark core architecture latency.

BonucciAndrea/BlackScholesExpectedMove Real-time Implied Volatility solver and probabilistic market move calculator built in Python.

• The Math: Implements a Newton-Raphson root-finding algorithm to dynamically back out Implied Volatility (IV) from the Black-Scholes-Merton model, utilizing custom Vega derivatives.
• The Goal: Ingesting live options chains and dynamic risk-free rates (13-week Treasury yields) to locate ATM strikes, calculate implied volatility, and project mathematical boundaries for expected asset moves.
• Status: Actively extending the root-finding logic across entire option chains to construct real-time volatility surfaces and map volatility smiles.

• ⚡ Extending the Amber array kernel with additional attribute indexes (u#, p#, g#) and memory-mapped file persistence.
• 📈 Engineering hybrid pricing models for FX vanilla and exotic options.
• 🧮 Researching applications of algebraic concepts to modern mathematical theories (e.g., Frobenius' Conjecture).
• 🧠 Optimizing real-time position estimations accounting for non-linearities using EKFs.