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Quantitative Finance
Meta User
Network Profile
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Ram Ahluwalia

Ram Ahuwalia

CEO of PeerIQ. We love quants and hire the best of the best! Send your resume to info@peeriq.com.

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?

113
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37
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  • New York
  • peeriq.com
  • Member for 7 years, 1 month
  • 2,486 profile views
  • Last seen Jun 17 '18 at 22:12

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Top Posts (150) All Questions Answers | Votes Newest

40 What is the best way to “fix” a covariance matrix that is not positive semi-definite? Oct 1 '11
35 Which approach dominates? Mathematical modeling or data mining? Jul 24 '11
35 How do you mix quantitative asset allocation with qualitative views? Jan 6 '12
32 Why does the minimum variance portfolio provide good returns? Feb 1 '12
28 Which approach to estimating fundamental factor models is better, cross-sectional (unobservable) factors or time-series (observable) factors? Sep 14 '11
24 Recommendations for books to understand the math in quantitative finance papers? Sep 26 '11
23 What are the best sources for equity quantitative research? Aug 9 '11
23 Tools in R for estimating time-varying copulas? Nov 7 '11
23 Why is the first principal component a proxy for the market portfolio, and what other proxies exist? Dec 30 '11
22 How do I graphically represent the evolution of a covariance matrix over time? Aug 1 '11
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