Filippo Passerini
Princeton University
Dr. Filippo Passerini obtained a Ph.D. in Theoretical Physics from the Perimeter Institute for Theoretical Physics and University of Waterloo in 2009. He then joined the Institute of Physics of the Humboldt University of Berlin as a Postdoctoral Researcher. Following that, he was a Research Fellow at the Theory Division of the European Organization for Nuclear Research (CERN) in Geneva. CERN is the research organization which operates the Large Hadron Collider (LHC), the world's largest particle physics laboratory. After CERN, Dr. Passerini was a Marie Curie Research Fellow at the Department of Physics of Princeton University. He is coauthor of 20 scientific publications on several aspects of Theoretical Physics and Quantitative Finance. He has presented his research in many invited lectures and seminars in prestigious institutes across 12 different countries. Dr. Passerini is currently a Quantitative Researcher at Swissquote Bank, a leading provider of online financial and trading services in Switzerland.
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Articles by Filippo Passerini
Optimal trading with alpha predictors
This paper studies the problem of optimal trading using general alpha predictors with linear costs and temporary impact.