Namit Kewat is a financial analyst and XBRL expert. He uses Python for his requirements related to financial reporting, from extracting data to its validation, and from recording to reporting. In his spare time, he enjoys working on web projects, machine learning experiments on SEC/HMRC XBRL financial data, and spending time with his family.
Marco Marchioro is the CEO of Quant Island, a Singapore-based consultancy firm specialized in quantitative risk models for asset management and energy finance. He has 15 years of experience in quantitative financial risk management, where his areas of expertise range from quantitative risk modeling and agile software development, to risk training. As a founding partner of RiskMap, he was one of the three creators of QuantLib, a widely-used open source library for financial modeling. He has extensive experience in quantitative finance, where he is well-versed with the end-to-end process of developing financial software. Prior to moving to Singapore, he held various senior roles in StatPro, covering the risk-management software development cycle. As the head of the quantitative research team, he was responsible for creating original risk models that have been successively and quickly implemented in an agile software environment. From 2010 to 2014, he held the position of an adjunct professor at the University of Milano-Bicocca, where he taught complex derivatives to a highly-ranked graduate class.
Jiri Pik is a finance and business intelligence consultant, working with major investment banks, hedge funds, and other financial players. He has architected and delivered breakthrough trading, portfolio and risk management systems, and decision support systems across a number of industries.
Jiri's consulting firm, WIXESYS, provides its clients with certified expertise, judgment, and execution at the speed of light. WIXESYS' power tools include revolutionary Excel and Outlook add-ons, available at http://spearian.com.
Steven E. Sommer, MD, MBA is a physician who has practiced critical care medicine for over 24 years. He is the chief investment officer for a small hedge fund, where he has employed portfolio optimization models based on volatility, modern portfolio theory, and market regime to drive asset selection and market exposure decisions. He has extensively employed R and Python to leverage big data in the development of his investment models.
Dr. Sommer holds a BA degree from Lafayette College, where he graduated Magna Cum Laude with honors in chemistry, an MD degree from Drexel University School of Medicine, where he graduated with distinction in medicine, an MBA degree from the University of Virginia's Darden School of Business, and a certificate in computational finance with distinction from the Georgia Institute of Technology.