My name is Marcell Kujbus, a young scientist working mainly on financial mathematics, statistics and machine learning projects.

Officially, I am a quant model validation specialist at MSCI Inc, whereas in my spare time, I am working on an algorithmic trading platform that is able to trade on a cryptocurrency CFD market, yielding a significant positive alpha.

I mainly program in Python, but I am familiar with R and Scala as well. 

I decided to maintain a personal blog, to write down ideas that come to my head. As of now, the blog is meant to contain only technical notes. The topics vary among mathematics, econometrics and finance  Consume with moderation!

​

Hunger is the best seasoning - Ken Follett