8,039 reputation
1753
bio website wingedfootcapital.com
location New York
age 34
visits member for 2 years, 4 months
seen 15 hours ago

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?


8,039 Reputation

5 Apr 20
5 Apr 12
10 Mar 31
5 Mar 29
25 Mar 28
10 Mar 14
10 Mar 7
10 Mar 6
10 Feb 27
10 Feb 21
5 Feb 13
10 Feb 9
15 Jan 31
10 Jan 23
0 Jan 22
30 Jan 21
10 Jan 12
10 Jan 6
10 Jan 1
30 Dec 20 '13
10 Dec 17 '13
10 Dec 13 '13
10 Dec 5 '13
20 Nov 21 '13
10 Nov 2 '13
5 Oct 24 '13
10 Oct 23 '13
10 Oct 19 '13
10 Oct 9 '13
5 Oct 8 '13