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Ankit Awasthi

Twilio

San Francisco, CA

United States

SCHOLARLY PAPERS

7

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Rank 15,410

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Top 15,410

in Total Papers Downloads

7,785

TOTAL CITATIONS

12

Scholarly Papers (7)

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1.

Deep Learning for Global Tactical Asset Allocation

Number of pages: 17 Posted: 11 Nov 2018 Last Revised: 03 Mar 2019
Gaurav Chakravorty, Ankit Awasthi and Brandon Da Silva
Qplum, Twilio and OPTrust
Downloads 2,812 (11,691)
Citation 9

Abstract:

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Tactical Asset Allocation, Neural Networks, Deep Learning, Regime Detection, Portfolio Construction

2.

A Multi Strategy Approach to Trading Foreign Exchange Futures

Number of pages: 26 Posted: 28 Jan 2019 Last Revised: 05 Feb 2019
Sonam Srivastava, Gaurav Chakravorty, Sanchit Gupta and Ankit Awasthi
Wright Research, Qplum, Qplum and Twilio
Downloads 1,528 (30,852)

Abstract:

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Foreign Exchange, Derivatives, Portfolio Construction, Multi-strategy, Managed Futures

3.

Dynamic Hedging of Currency Risk in Investment Strategies

Number of pages: 17 Posted: 14 Dec 2018
Gaurav Chakravorty and Ankit Awasthi
Qplum and Twilio
Downloads 1,384 (35,376)

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Foreign Exchange, Derivatives, Currency Risk, Optimal Hedging, Dynamic Asset Allocation

4.

Active Risk Budgeting: A Portfolio Construction Methodology for Futures Strategies

Number of pages: 18 Posted: 02 May 2019 Last Revised: 15 May 2019
Gaurav Chakravorty, Ankit Awasthi, Sonam Srivastava, Sanchit Gupta and Mansi Singhal
Qplum, Twilio, Wright Research, Qplum and Qplum
Downloads 861 (70,207)
Citation 2

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Portfolio Construction, Position Sizing, Managed Futures, Portfolio Optimization, Risk Budgeting, Risk Parity

5.

Active Risk Budgeting is better than the Tangency Portfolio

Number of pages: 15 Posted: 02 May 2019 Last Revised: 15 May 2019
Gaurav Chakravorty, Ankit Awasthi, Mansi Singhal, Sanchit Gupta and Sonam Srivastava
Qplum, Twilio, Qplum, Qplum and Wright Research
Downloads 604 (111,533)

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Portfolio Construction, Position Sizing, Managed Futures, Portfolio Optimization, Risk Budgeting, Risk Parity

6.

Optimal Tactical Asset Allocation – Using Recommender Systems in Portfolio Management

Number of pages: 17 Posted: 05 Mar 2019
Gaurav Chakravorty, Ankit Awasthi, Anshul Sirohiya and Mansi Singhal
Qplum, Twilio, Qplum and Qplum
Downloads 304 (248,651)

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Portfolio Construction, Tactical Allocation, Recommender Systems, Matrix Factorization, Global Macro Trading

7.

Dynamic Risk-Aware Yield Search: A Useful Tool for Fixed Income Investors

Number of pages: 18 Posted: 12 Feb 2019 Last Revised: 15 Feb 2019
Gaurav Chakravorty, Ankit Awasthi and Mansi Singhal
Qplum, Twilio and Qplum
Downloads 292 (260,469)
Citation 1

Abstract:

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Asset Allocation, Fixed Income, Government Bonds, Corporate Bonds, Inflation, Risk Management, Fixed Income Portfolio Management