8,147 reputation
1957
bio website wingedfootcapital.com
location New York
age 35
visits member for 2 years, 8 months
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?


May
23
answered What is a commonly accepted econometric model for volume?
May
10
answered What are some examples of non-financial risks and contingency plans?
May
8
answered How is someone's Sharpe ratio recorded and communicated?
May
7
asked cointegration applied to Portfolio Construction & Risk management
May
1
answered Is there an optimal covariance one would want forecasts to have?
Apr
30
asked What are some applications of bioinformatics or genetics to generating alpha in U.S. equities?
Apr
20
answered Deriving spot rates from treasury yield curve
Apr
19
answered How to hedge against lack of volatility
Apr
19
asked Analytical relationship between a covariance matrix and cross-sectional dispersion
Apr
9
asked statistical arbitrage option overlay strategies / volatility trading
Apr
9
answered Do weights from portfolio theory contain bias?
Apr
6
answered Means of inferring trading algorithms from competition trade data
Apr
6
answered A few questions about signs of the Greek letters
Apr
6
answered Recommendation for a book on CVA/Credit Risk and PD/LGD/EAD modeling?
Apr
3
asked Are there any tools or useful algos for identifying corner portfolios?
Mar
31
asked What are some research articles on using principle components to generate alpha?
Mar
23
asked What is the impact of high-frequency trading on market depth, liquidity, and volatility?
Mar
22
answered Reduce correlation in output of Minimum Variance Portfolio Optimization
Mar
21
answered central limit theorem and VAR
Mar
21
answered a simpler test for normality given skewness, kurtosis and autocorrelation and size of time series