Ankit Awasthi

Qplum

Harborside 5, 185 Hudson St, Suite 1620

Jersey City, NJ 07311

United States

http://www.qplum.co

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 28,022

SSRN RANKINGS

Top 28,022

in Total Papers Downloads

1,634

CITATIONS

3

Scholarly Papers (7)

1.

Deep Learning for Global Tactical Asset Allocation

Number of pages: 17 Posted: 11 Nov 2018 Last Revised: 03 Mar 2019
Qplum, Qplum and OPTrust
Downloads 975 (22,284)
Citation 2

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
Qplum, Qplum, Qplum and Qplum
Downloads 228 (133,203)

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 Qplum
Downloads 151 (193,296)

Abstract:

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

4.

Active Risk Budgeting is better than the Tangency Portfolio

Number of pages: 15 Posted: 02 May 2019 Last Revised: 15 May 2019
Qplum, Qplum, Qplum, Qplum and Qplum
Downloads 103 (258,359)

Abstract:

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

5.

Active Risk Budgeting: A Portfolio Construction Methodology for Futures Strategies

Number of pages: 18 Posted: 02 May 2019 Last Revised: 15 May 2019
Qplum, Qplum, Qplum, Qplum and Qplum
Downloads 87 (288,249)

Abstract:

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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
Qplum, Qplum, Qplum and Qplum
Downloads 49 (389,491)

Abstract:

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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, Qplum and Qplum
Downloads 41 (418,191)
Citation 1

Abstract:

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