Riccardo Martelli

I am a theoretical physicist and quantitative resarcher-analyst specialized in building trading strategies and derivatives pricing models. My background is in theoretical physics, which shifted into financial engineering/quantitative finance through study at UniMi and Polimi.

This repository runs my personal portfolio website, where I compile technical notes and showcase active projects.

🔗 Live Site: riccardo-martelli.github.io

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📔 Table of Contents

• Features
• Tech Stack
• Core Repositories
• Getting Started Locally
• Publications
• Contact

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🎯 Features

• Interactive Web Layout: Built with native HTML5 canvases and custom blending layers for clear visualization.
• Math & Physics Notes: A running notebook mapping out complex analysis, stochastic processes, and machine learning concepts.
• Coursework Ledger: A granular index of curriculum topics covered during seven years of university-level tutoring.

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🧰 Tech Stack

Languages & Core Quant

• Development: Python, C++, C, MATLAB, R, SQL, Bash
• Financial Models: Stochastic Calculus, Interest Rate Modeling, Portfolio Optimization (Markowitz, Black-Litterman)

Frameworks & Infrastructure

• AI/Computation: TensorFlow, Keras, Scikit-learn
• Frontend/Typesetting: HTML5, CSS3, JavaScript, LaTeX (Beamer)

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🚀 Core Repositories

The landing page acts as an index for these specific engineering projects:

• Sentiment Prediction: An attention-based LSTM-CNN network architecture designed to scrape Google RSS/Reddit feeds and evaluate text sentiment against stock return metrics.
• Numerical Simulations: Production scripts executing option pricing through Monte Carlo methods, Metropolis algorithms, simulated annealing, and genetic algorithms.
• Asset Management Work: A comparative financial framework mapping multi-asset allocation constraints using Markowitz, CAPM, and Black-Litterman models.
• NovaBeamer Theme: A clean LaTeX presentation template optimized for academic and scientific data display.

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📚 Publications

Academic papers and quantitative research pieces integrated into this profile:

1. Black Holes in a Swirling Universe — Published in Physical Review D.
2. The Action of the Axisymmetric and Stationary Symmetry Group of General Relativity on a Static Black Hole — Core general relativity research.
3. Entropy-Based Allocation & Macro Scenarios — Hosted on SSRN.
4. Charged Black hole solutions in general relativity from inverse scattering — General relativity solutions generated via the inverse scattering method.

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📫 Contact

• Professional Network: LinkedIn Profile
• Email: Gmail
• Source Updates: Changes and strategy updates are regularly logged directly to the repository index.