David Ardia
Associate Professor In Quantitative Methods For Finance
Montreal, Quebec, Canada
Summary
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Senior🎓
Top SchoolDavid Ardia is an associate professor in quantitative methods for finance with 15 years of experience bridging academic research and practical risk systems. Based in Montreal, he leads the PhD program in Financial Engineering, teaches machine learning and statistical methods, and holds a named professorship in Sentometrics. His background spans hedge-fund quantitative development—building risk platforms and alpha-generation tools used in daily trading—to award-winning pedagogy across multiple universities. He blends rigorous PhD-level expertise in financial econometrics and computational statistics with hands-on implementation experience from industry roles at Aeris Capital and advisory work with Sentometrics. Colleagues know him for translating text-based signals into tradable insights and for seeding interdisciplinary programs like Fin-ML. Beyond teaching and research, he has a track record of turning complex models into production-ready tools that inform investment decisions.
16 years of coding experience
10 years of employment as a software developer
Master of Advanced Studies in Finance, Financial Mathematics, highest honors, Master of Advanced Studies in Finance, Financial Mathematics, highest honors at Eidgenössische Technische Hochschule ZürichPhD, Financial Econometrics & Computational Statistics, highest honors, PhD, Financial Econometrics & Computational Statistics, highest honors at Université de Fribourg/Universität FreiburgMSc, Financial Mathematics, honors, MSc, Financial Mathematics, honors at Université de Neuchâtel
English, French, German, Italian
Github Skills (38)
alpha10
forecasting-models10
r-package10
garch10
r10
volatility10
finance10
time-series10
econometrics10
textual10
forecasting10
sentiment-analysis10
arch10
variance10
sentiment10
Programming languages (5)
Github contributions (5)
ArdiaD/bayesGARCH
May 2016 - May 2021
Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations
Contributions:1 release, 40 commits, 40 pushes in 5 years
bayesiangarchmcmcrisk-models
ArdiaD/BootstrapTest
Jun 2016 - Apr 2020
Contributions:1 release, 14 commits, 15 pushes in 3 years 10 months
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