8,202 reputation
2057
bio website wingedfootcapital.com
location New York
age 35
visits member for 2 years, 9 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?


Jul
20
revised How would you test the hypothesis “There are no idiosyncratic returns available in the market”?
added 87 characters in body
Jul
18
revised Efficiency vs. Robustness - To use a constant or not in single factor time-series regression?
edited title
Jul
14
revised Annualzing the log of daily returns riddle
added 195 characters in body; edited tags