Hi

TL;DR: ~5 years of software development experience (Python, JavaScript, TypeScript and F#). Likes functional programming and quantitative finance.

My name is Luiz Sol and I’m this site’s creator. Currently I’m an undergraduate in Electrical Engineering with emphasis in Electronic Systems at the University of São Paulo’s Polytechnic School. I’m also a Software Developer at Asset Management branch of Investment One Partners investment firm.

Currently my top skills are:

  • Programming (mostly F#, JavaScript, TypeScript and Python, but also others)
  • Quantitative Finance

I’m personally and professionally interested in using programming, statistics and mathematics to solve complex problems and answer hard questions, mostly related to Finance and Economics.

Career

Education

Formal education

  • Jan 2020 - Dec 2020, Certificate in Quantitative Finance (CQF) Program @ Fitch Learning, in progress, certification program
  • Jan 2013 - Dec 2019, Electrical Engineering with emphasis in Electronic Systems @ University of São Paulo, in progress, undergraduate degree
  • Sep 2016 - Feb 2017, Electrical and Electronics Engineering @ Politecnico di Torino, exchange program, masters level
  • Aug 2009 - Jul 2012, Economics @ University of Brasília, undergraduate degree, unfinished

Informal education

  • Aug 2018, Docker Mastery @ Udemy
  • May 2018, React - The Complete Guide @ Udemy
  • Aug 2017, Machine Learning Laboratory @ We.Co.Lab
  • Jul 2017, Karjakin Wealth Management Program @ Visia Investimento
  • Jul 2017 - Aug 2017, Introduction to R Programming @ IME USP
  • Jun 2016 - Aug 2016, Basic Italian @ UnB Idiomas
  • 2015, Investing on the Stock Market @ XP Education
  • Aug 2013 - Nov 2014, French for Beginners @ CFI
  • 2012, Development of Embedded Linux Systems @ Mosaico
  • 2011, Innovation and Intellectual Property to Entrepreneurs @ CDT-UnB
  • 2011, Professional Linux @ IT Tecno Master

Lore

I started my academic career as an Economics undergrad at the University of Brasília. During this period I was able to develop my passion for mathematics and statistics, period in which I ended up being a teacher’s assistant and private teacher of Applied Statistics, Economic Statistics and Probability and Statistics.

Everything changed when, by chance, I attended an Arduino workshop. The experience of building and programming an actual physical system was so impactful that in lass than a week I dropped out of Economics and started preparing myself for the USP’s admission test. Afterwards I worked for 4 years in Embedded System’s hardware and software development but through the whole period I missed dealing with data, complex problems and non-deterministic systems.

I simultaneously started developing an interest for investment and finance, specially quantitative techniques. After returning from my academic exchange program at Politecnico di Torino (Italy) I started working at an quantitative investment firm.

Through my professional and academic life I’ve learned to program in various programming languages, but the one in which I’m the most proficient certainly is Python. I’m also somewhat proficient in Javascript due to the fact that most of my projects tend to include the Docker, Linux, Postgres, Django e React stack.

Tools

These are the tools that I’ve learned to use throughout my life.

Natural Languages

  • Brazilian Portuguese (mother tongue)
  • English (fluent)
  • Italian (basic)
  • French (basic)

Quantitative Fundamentals

  • Descriptive Statistics (advanced)
  • Statistical Inference (intermediate)
  • Linear Algebra & Calculus (intermediate)
  • Quantitative Finance (intermediate)
  • Economics (intermediate)
  • Digital Signal Processing (basic)
  • Machine Learning (basic)
  • Data Mining (basic)
  • Accounting (basic)

Programming Languages

  • Python (fluent)
  • F# (intermediate)
  • JavaScript (intermediate)
  • MatLab/Octave (intermediate)
  • R (intermediate)
  • C (intermediate)
  • Clojure (basic)
  • Haskell (basic)
  • Java (basic)

Frameworks

  • Django (advanced)
  • React (advanced)
  • Pandas (intermediate)
  • Numpy (intermediate)
  • .Net Core (basic)

Software Development

  • VS Code (advanced)
  • Git (intermediate)
  • Sublime Text (intermediate)

Document Creation

  • Markdown (advanced)
  • R Markdown (advanced)
  • LaTeX (intermediate)
  • Jupyter Notebook (basic)

Operating Systems

  • Arch based Linux distros (intermediate)
  • Debian based Linux distros (intermediate)
  • macOS X (intermediate)
  • MS Windows (basic)

Databases

  • PostgreSQL (intermediate)
  • MongoDB (basic)

System Administration

  • Docker (intermediate)
  • Bash (intermediate)
  • Nginx (basic)
  • Kubernetes (basic)

Electronics Engineering

  • Arduino (advanced)
  • Embedded Systems (intermediate)
  • Analog Electronics (intermediate)
  • Digital Electronics (intermediate)
  • PCB Design (Altium) (intermediate)
  • ARM Assembly (basic)
  • Low Power Design (basic)

Hobbies

Currently I’m learning to play Drums and Saxophone. I’m also a big road cycling fan (and some times a practitioner). Even though I don’t consider myself a book worm I tend to read some interesting books here and there. I also like to waste an absurd amount of time watching some technical and nerdy Youtube channels and listening to podcasts.