Quantitative 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:
Top Network Posts
- 68In a competitive market, why is movie theater popcorn expensive?
- 30Which approach dominates? Mathematical modeling or data mining?
- 30How do you mix quantitative asset allocation with qualitative views?
- 24Why does the minimum variance portfolio provide good returns?
- 21What is the best way to "fix" a covariance matrix that is not positive semi-definite?
- 21Why does is.vector() return TRUE for list?
- 20Tools in R for estimating time-varying copulas?
- View more network posts →