Luca Brugnolini
Econometrician at Agave Capital Management
London, England, Switzerland
Summary
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Senior🎓
Top SchoolLuca Brugnolini is an econometrician with 11 years of experience applying advanced time-series methods and forecasting to macro-finance at hedge funds and central banks. He has held research and analyst roles at Rokos and Garda Capital and worked on monetary-policy topics as an economist at the European Central Bank and Central Bank of Malta. Now based in London and trained with a PhD background from Economia Tor Vergata with visiting work at UCL and postgraduate training at EIEF, he bridges rigorous academic methods with practical trading-room implementation. Luca’s work emphasizes real-time forecasting and policy inference, bringing central-bank lens to asset-management decision-making—an uncommon blend that informs both model design and market intuition.
11 years of coding experience
1 year of employment as a software developer
Ph.D. Economics Law and Institutions, Ph.D. Economics Law and Institutions at Economia Tor VergataGraduate Programme, Graduate Programme at EIEF - Einaudi Institute for Economics and Finance (Bank of Italy)University College London
Italian, English
Github Skills (12)
julia9
vector9
time-series9
parallel3
forecasting3
parallel-computing2
mixed-models1
stochastic-processes1
statistical-models1
modeling-tool1
factor1
modeling1
Programming languages (2)
Github contributions (5)
lucabrugnolini/ForecastingCombinations.jl
Dec 2017 - Nov 2018
Contributions:50 commits, 20 pushes, 1 branch in 11 months
forecastingexploitingparallelapproachcomputing
lucabrugnolini/VectorAutoregressions.jl
Feb 2016 - Jun 2022
Vector autoregressive model in Julia
Contributions:106 commits, 6 PRs, 84 pushes in 6 years 5 months
vectorsvector-autoregressiveautoregressive-modelvarlocal-projection
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