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| bio | website | wingedfootcapital.com |
|---|---|---|
| location | New York | |
| age | 34 | |
| visits | member for | 1 year, 5 months |
| seen | 15 hours ago | |
| stats | profile views | 868 |
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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Jun 30 |
asked | Variable Selection in factor models |
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Jun 10 |
answered | Is duration additive? $C_{newDur}=A_{fundDur}w_{a} + B_{fundDur}w_{b}$? |
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May 21 |
answered | Algorithm for the choice of stocks for a equity scalper/market maker to engage in? |
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May 9 |
answered | Minimizing Correlation |
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Apr 29 |
answered | Quantitative Derivatives Trading vs. Time |
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Apr 29 |
answered | George Soros models |
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Apr 26 |
answered | How to incorporate technical indicators into neural networks? |
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Apr 24 |
answered | Separating the wheat from the chaff: What quant methods separate skillful managers from lucky ones? |
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Apr 24 |
answered | Any known bugs with Yahoo Finance adjusted close data ? |
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Apr 22 |
asked | Total Return measurement paradox w/ Adjusted Close Prices |
