Quant — Zürich, Switzerland

Luca Garbi

I am a finance, tech and trading enthusiast, but curious about (too) many other things.

I played live cash poker professionally, and backpacked through more than 50 countries.

This website hosts some material from my undergraduate studies at the University of Trento and a few of my past and current projects. The aim is to give easy access for new UniTn students to some resources and help me maintain an organized project portfolio.

Projects and material

Curriculum

Experience

Quantitative Analysis Consultant2024 — present
Self-employed, Zürich
Quantitative Analyst and Modeler2021 — 2024
Credit Suisse — UBS Group, Zürich
Quant Risk Analyst Intern2021
Credit Suisse, Zürich
Laboratories Assistant2019 — 2020
University of Trento

Education

CFA Level II2026
CFA Institute
MSc in Physics2023
ETH Zürich
Winter School in Quantitative Finance2022
Stony Brook University, New York
BSc in Physics2020
University of Trento

Selected work

Projects

Physics simulations, quantitative finance experiments and a bachelor thesis in integrated quantum optics. Handle with care.

2020

ELETTRA Synchrotron Simulation

Simple simulation of the ELETTRA Synchrotron in Trieste, Italy.

1 fileAccelerator physicsPython

2019

MC & QMC methods in Finance

Monte Carlo and Quasi-Monte Carlo methods for European and Asian options pricing.

1 fileQuantitative financeMonte Carlo

2018

Commodities and Equity Futures Trading Strategies Library

Systematic trading strategies and price action patterns library in MQL5.

1 fileSystematic tradingMQL5

2017

Single photon source based on IFWM

Intermodal four wave mixing is implemented in order to generate single photons in the MIR.

3 filesQuantum opticsPhotonics

2016

Swinging Atwood's machine

Numerical and graphical simulation of the chaotic system with computation of the Lyapunov exponent.

3 filesChaos theoryLagrangian mechanics

2015

Modelling phototransduction and other biochemical networks

Phototransduction is modeled via the ODE-based version of IQMtools.

1 fileBiophysicsODE modelling

Open resources

University Material

Lab reports and course notes from my BSc in Physics at the University of Trento, kept online so new students can use them. Most documents are in Italian.

A.Y. 2019/2020

Laboratory of Physics III

Reports of the lab sessions for the course Laboratory of Physics III, held by prof. Leonardo Ricci during the fall semester of a.y. 2019/2020.

14 documents

A.Y. 2019/2020

Computational physics

Reports and codes of the projects assigned for the course of Computational Physics, held by prof. Francesco Pederiva during the spring semester of a.y. 2019/2020.

5 documents

A.Y. 2019/2020

Nuclear and Subnuclear physics

LaTeX notes of the entire course of Nuclear and Subnuclear physics, held by prof. Giuseppina Orlandini during the spring semester of a.y. 2019/2020.

1 document

A.Y. 2018/2019

Laboratory of Physics II - Electronics

Reports of the lab sessions for the course Laboratory of Physics II, held by prof. William Joseph Weber during a.y. 2018/2019.

5 documents

A.Y. 2018/2019

Laboratory of inorganic Chemistry

Reports of the lab sessions for the Chemistry course, held by prof. Graziano Guella during the spring semester of a.y. 2018/2019.

3 documents

A.Y. 2018/2019

Calculus III

Notes of the first part of the course Calculus III, held by prof. Romeo Brunetti during the fall semester of a.y. 2018/2019.

2 documents

A.Y. 2017/2018

Laboratory of Physical Sciences I

Reports of the lab sessions for the course Laboratory of Physics I, held by prof. Andrea Prodi during the spring semester of a.y. 2017/2018.

4 documents

2017

Miscellaneous Material

The Italian version of the Swinging Atwood's machine work, and other assorted material.

1 document