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QuantMinds International

Savings end soon:

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7 - 10 November, 2022
W Barcelona

Filipe Andre Santos
Quantitative Research Analyst at BNP Paribas


Started academic career at the Lisbon School of Economics in 2007. Graduated with a Bsc in Applied Mathematics, an Msc in Mathematical Finance and a Phd in Applied Mathematics, focused on the topic of dynamical systems.

Between 2010 and 2019 I taught classes in various disciplines (Calculus/Algebra, Programming Languages, Statistics). Participated in research projects on Complex dynamics of simple systems, Optimization theory ,and Lyapunov Exponents.

Joined BNP Paribas, Lisbon Hub, in the beginning of 2020 as a Junior Quantitative Research Analyst.

Agenda Sessions

  • Backtesting of longer term predictions. Threshold invariance and its limits