8,237 reputation
2058
bio website wingedfootcapital.com
location New York
age 35
visits member for 2 years, 10 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?


Apr
6
revised A few questions about signs of the Greek letters
added 99 characters in body
Apr
6
revised A few questions about signs of the Greek letters
added 10 characters in body
Apr
6
revised Why are GARCH models used to forecast volatility if residuals are often correlated?
added 63 characters in body
Apr
3
revised Are there any tools or useful algos for identifying corner portfolios?
deleted 9 characters in body
Apr
3
revised Are there any tools or useful algos for identifying corner portfolios?
added 9 characters in body
Apr
3
revised Are there any tools or useful algos for identifying corner portfolios?
added 203 characters in body
Apr
3
revised Are there any tools or useful algos for identifying corner portfolios?
added 15 characters in body; edited title
Apr
1
revised What are some research articles on using principle components to generate alpha?
added 7 characters in body
Mar
23
revised What is the impact of high-frequency trading on market depth, liquidity, and volatility?
added 39 characters in body
Mar
22
revised central limit theorem and VAR
added 106 characters in body
Mar
12
revised Performance Attribution : Annualizing alpha & factor return contributions
added 382 characters in body
Mar
9
revised CAPM - Beta of zero and its implications on diversification
added 676 characters in body
Mar
9
revised CAPM - Beta of zero and its implications on diversification
added 676 characters in body
Mar
9
revised CAPM - Beta of zero and its implications on diversification
added 676 characters in body
Mar
9
revised CAPM - Beta of zero and its implications on diversification
added 676 characters in body
Mar
8
revised What are some quantitative ways to obtain the view confidences in Idzorek's version of Black-Litterman?
deleted 3 characters in body
Mar
8
revised What are some quantitative ways to obtain the view confidences in Idzorek's version of Black-Litterman?
deleted 12 characters in body
Mar
8
revised What are some quantitative ways to obtain the view confidences in Idzorek's version of Black-Litterman?
deleted 12 characters in body
Mar
7
revised What are some quantitative ways to obtain the view confidences in Idzorek's version of Black-Litterman?
added 16 characters in body
Mar
7
revised What are some quantitative ways to obtain the view confidences in Idzorek's version of Black-Litterman?
added 112 characters in body