8,272 reputation
2260
bio website wingedfootcapital.com
location New York
age 35
visits member for 3 years
seen May 27 at 18:53

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  Notable Question
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awarded  Nice Answer
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awarded  Nice Question
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awarded  Notable Question
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awarded  Popular Question
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awarded  Necromancer
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awarded  Popular Question
Feb
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accepted Tools in R for estimating time-varying copulas?
Jan
29
awarded  Nice Question
Jan
28
accepted What are some research articles on using principle components to generate alpha?
Jan
23
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
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awarded  Good Answer
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awarded  Nice Answer
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awarded  Good Answer
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awarded  Popular Question
Dec
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comment Are there any tools or useful algos for identifying corner portfolios?
No - an efficient portfolio is only a linear combination of any two corner portfolios.
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awarded  Yearling
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awarded  Necromancer
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awarded  Nice Answer