Quantitative Finance
Ram Ahluwalia's user avatar
Ram Ahluwalia's user avatar
Ram Ahluwalia's user avatar
Ram Ahluwalia
  • Member for 11 years, 11 months
  • Last seen more than a month ago
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About

Ram Ahuwalia

CEO of Lumida We love research analysts, CFAs, quants and hire the best of the best! Send your resume to [email protected].

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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Top posts
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All Questions Answers
Score Newest
question
48
What is the best way to "fix" a covariance matrix that is not positive semi-definite?
Oct 1, 2011
answer
43
Which approach dominates? Mathematical modeling or data mining?
Jul 24, 2011
question
39
Which approach to estimating fundamental factor models is better, cross-sectional (unobservable) factors or time-series (observable) factors?
Sep 14, 2011
answer
37
How do you mix quantitative asset allocation with qualitative views?
Jan 6, 2012
answer
35
Why does the minimum variance portfolio provide good returns?
Feb 1, 2012
answer
31
Why is the first principal component a proxy for the market portfolio, and what other proxies exist?
Dec 30, 2011
question
27
What are the best sources for equity quantitative research?
Aug 9, 2011
answer
26
What papers have progressed the field of quantitative finance in recent years (post 2000)?
Sep 23, 2011
answer
26
Recommendations for books to understand the math in quantitative finance papers?
Sep 26, 2011
answer
25
How do I graphically represent the evolution of a covariance matrix over time?
Aug 1, 2011
Top Meta posts
1
6
5
Are questions about quant finance packages in scope?
4
Should reputation on this site be required before asking a question?
3
Weekly topic challenge: call for proposals
3
Broaden from quant to Finance / Accounting
3
Who are the real "experts" in quantitative finance we could contact to help improve the site?
Top network posts
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89
In a competitive market, why is movie theater popcorn expensive?
41
Measures of similarity or distance between two covariance matrices
35
What are some useful guidelines for GBM parameters?
31
Testing for linear dependence among the columns of a matrix
24
Why does is.vector() return TRUE for list?

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