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?


Jul
30
revised Implied forward rates puzzle
deleted 62 characters in body
Jul
30
revised Implied forward rates puzzle
deleted 73 characters in body
Jul
30
revised Implied forward rates puzzle
added 225 characters in body
Jul
18
revised Does a coherent risk measure satisfy the four axioms of von Neumann–Morgenstern?
added 117 characters in body
Jul
17
revised Does a coherent risk measure satisfy the four axioms of von Neumann–Morgenstern?
added 45 characters in body; added 4 characters in body
Jul
3
revised How can I use Entropy-pooling of Atillio Meucci to constuct a portfolio?
added 56 characters in body
Jul
2
revised What are the limits of bond portfolio immunization against interest rate changes?
deleted 3 characters in body
Jul
1
revised Sanity check - How to price callables
added 85 characters in body
Jun
30
revised Sanity check - How to price callables
added 99 characters in body
Jun
30
revised Sanity check - How to price callables
added 67 characters in body
Jun
29
revised Sanity check - How to price callables
added 139 characters in body; added 86 characters in body
Jun
29
revised Sanity check - How to price callables
deleted 3 characters in body; added 37 characters in body
Jun
29
revised Sanity check - How to price callables
deleted 3 characters in body; deleted 1 characters in body
Jun
29
revised Sanity check - How to price callables
added 2 characters in body
Jun
16
revised What are the best sources for equity quantitative research?
added 30 characters in body
Jun
12
revised What are some of the major quantitative approaches to tactical asset allocation?
added 132 characters in body
May
29
revised What are the steps to perform properly a risk factor analysis on a portfolio?
deleted 2 characters in body
May
29
revised What are the steps to perform properly a risk factor analysis on a portfolio?
added 490 characters in body
May
23
revised What is a commonly accepted econometric model for volume?
added 78 characters in body
May
23
revised What is a commonly accepted econometric model for volume?
added 60 characters in body