CEO of Lumida We love research analysts, CFAs, quants and hire the best of the best! Send your resume to firstname.lastname@example.org.
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.
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?
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InquisitiveJul 2, 2014
GuruNov 23, 2021
Civic DutyJan 27, 2012