8,039 reputation
1753
bio website wingedfootcapital.com
location New York
age 34
visits member for 2 years, 4 months
seen 13 hours ago

Quantitative Equity Portfolio Management research with a focus on market-neutral and long/short investing strategies. Focus is on systematic, multi-disciplinary, and hypothesis-based approaches to alpha generation and risk control across regimes.

Previous roles: Fixed income credit portfolio decisioning at a major bank/broker-dealer, Management Consulting in Financial Services, Columbia Economics, and Machine Learning. Live and work in NYC.

All posts and comments represent my views and not that of my employer. email: ram - at - wingedfootcapital . com

My favorite answers:

How do you mix quantitative asset allocation with qualitative views?

Empirical or theoretical insights that have shaped your thinking

Why is the first principal component a proxy for the market portfolio?

How do I graphically represent the evolution of a covariance matrix over time?

Which approach dominates? Mathematical modelling or data mining?


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awarded  Revival
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accepted Tools in R for estimating time-varying copulas?
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awarded  Nice Question
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accepted What are some research articles on using principle components to generate alpha?
Jan
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comment Robust-Bayesian optimization in Markowitz framework
Can you post the link to the paper? Reminds me of an Atillio Meucci paper
Jan
21
asked Typical coefficients uses in square-root model for market impact