8,262 reputation
2160
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?


Jan
21
asked Typical coefficients uses in square-root model for market impact
Nov
21
answered portfolio optimization from empirical return distributions
Nov
6
answered Rank Correlation Based Prediction
Oct
6
answered How to properly cross-validate when optimizing SVM classification?
Oct
6
answered Can money technically flow in and out of stocks or asset classes?
Sep
28
answered Comparing MVO with Resampled Efficient Frontier
Sep
25
answered Library of basic indicators
Sep
16
answered Does amortization of bond start accumulating on trade date or settlement date?
Sep
3
answered How to define the objective function for a custom optimization problem?
Aug
22
answered Is this a common variation of sharpe ratio?
Aug
2
asked What is the relative performance of hard-to-borrow securities?
Jul
30
answered What are the pros and cons of applying for a patent on a financial model or trading system?
Jul
29
asked Implied forward rates puzzle
Jul
17
answered Does a coherent risk measure satisfy the four axioms of von Neumann–Morgenstern?
Jul
3
answered How can I use Entropy-pooling of Atillio Meucci to constuct a portfolio?
Jul
2
answered What are the limits of bond portfolio immunization against interest rate changes?
Jun
29
answered Sanity check - How to price callables
Jun
10
answered What are some of the major quantitative approaches to tactical asset allocation?
May
30
answered What is a real world example of negative forward interest rate?
May
29
answered What are the steps to perform properly a risk factor analysis on a portfolio?