Quantitative Finance
Ram Ahluwalia
  • peeriq.com
  • New York
  • Member for 9 years, 10 months
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About

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?

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All Questions Answers
Votes Newest
47
What is the best way to "fix" a covariance matrix that is not positive semi-definite?
Oct 1 '11
39
Which approach dominates? Mathematical modeling or data mining?
Jul 24 '11
37
Which approach to estimating fundamental factor models is better, cross-sectional (unobservable) factors or time-series (observable) factors?
Sep 14 '11
37
How do you mix quantitative asset allocation with qualitative views?
Jan 6 '12
34
Why does the minimum variance portfolio provide good returns?
Feb 1 '12
30
Why is the first principal component a proxy for the market portfolio, and what other proxies exist?
Dec 30 '11
26
What are the best sources for equity quantitative research?
Aug 9 '11
25
Recommendations for books to understand the math in quantitative finance papers?
Sep 26 '11
24
Tools in R for estimating time-varying copulas?
Nov 7 '11
24
What papers have progressed the field of quantitative finance in recent years (post 2000)?
Sep 23 '11
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?
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89
In a competitive market, why is movie theater popcorn expensive?
35
Measures of similarity or distance between two covariance matrices
33
What are some useful guidelines for GBM parameters?
30
Testing for linear dependence among the columns of a matrix
24
Why does is.vector() return TRUE for list?

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