8,337 reputation
2260
bio website wingedfootcapital.com
location New York
age 35
visits member for 3 years, 2 months
seen May 27 '14 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?


97
× 17
37
× 11
20
× 5
15
76
× 9
34
× 3
20
× 3
14
× 4
62
× 14
31
× 13
20
× 2
14
× 2
62
× 14
30
× 19
19
× 6
13
× 4
60
× 14
29
19
× 4
13
× 2
55
× 7
28
× 7
19
× 3
12
× 3
54
× 14
24
× 4
19
× 2
12
× 3
53
× 12
23
× 11
17
× 7
11
× 6
52
× 8
23
× 3
17
× 5
11
× 4
50
× 20
21
× 8
17
× 2
11
× 4
45
× 8
21
× 3
16
× 3
11
× 3
44
× 12
20
× 11
15
× 4
11
40
× 4
20
× 6
15
× 4
10
× 6