Learn Quantitative Investing & Trading with Scientific Methods
Hi, I’m Dr Krzysztof Ozimek, a Quantitative Investment & Trading Research Educator. I help data scientists, investors, and traders — from beginner to professional — apply scientific rigor to analyzing and refining strategies, and transform ideas into research-based approaches.
VaRCalc — Multi-Method Value at Risk Calculator
VaRCalc is an efficient Value-at-Risk calculator developed by me that helps quantify and diagnose risk from a single time series of prices or portfolio values using multiple estimation frameworks, together with validation and exploratory tools. Designed as both an educational and practical application, it offers customizable initial settings that equip risk analysis with greater flexibility.
Algorithmic Trading Models: Conceptual Foundations and Methodological Frameworks
Understanding Model-Based Trading as a Scientific Process
Dr Krzysztof Ozimek, PRM
For more than 30 years, I've delivered interdisciplinary, analytically rigorous education across economics and finance—from foundational theory to advanced quantitative methods and data-driven financial modeling. I conduct this work through my private educational practice, driven by a lasting commitment to learning and conceptual clarity.
- Six-semester advanced postgraduate program in Financial Risk Management, featuring doctoral seminars
- Chartered Professional Risk Manager (PRM), certified by PRMIA
- PhD in Social Sciences, specialization in Economics and Finance (ORCID 0009-0005-5210-9205)
- Research profile on Google Scholar
- Author of the arXiv paper Cross-sectional topological anomaly scores and intraday return predictability in the S&P 500: A BallMapper, decoder-conditional VAE, and Function-on-Function regression approach (2026)
- Award-recognized doctoral dissertation (honorable mention, National Bank of Poland President's Award) titled "Statistical Arbitrage in the Foreign Exchange Market Using Indicators of Changes in the Graph Structure of the Currency Market Modelled by a Minimum Spanning Tree", exploring innovative graph-based methods for detecting anomalies in currency markets
- Published author: my books are catalogued as scholarly publications in the Polish National Library catalogue and listed in WorldCat
- Peer-reviewed article in Studia Ekonomiczne, Nr 339 (2017), cited in Taylor & Francis, 2022
Leverage My Interdisciplinary Quant Finance Expertise
- Asset Pricing
- Corporate Finance
- Financial Econometrics
- Financial Mathematics
- Investment & Trading
- Market Microstructure
- Machine Learning
- Neural Networks
- Portfolio Optimization
- Risk Management
- Statistics & Probability
- Stochastic Modeling