Ankit Awasthi

affiliation not provided to SSRN

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 16,861

SSRN RANKINGS

Top 16,861

in Total Papers Downloads

3,131

SSRN CITATIONS

1

CROSSREF CITATIONS

4

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, affiliation not provided to SSRN and OPTrust
Downloads 1,499 (12,996)
Citation 5

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
Wright Research, Qplum, Qplum and affiliation not provided to SSRN
Downloads 511 (59,503)

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 affiliation not provided to SSRN
Downloads 442 (71,134)

Abstract:

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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
Qplum, affiliation not provided to SSRN, Wright Research, Qplum and Qplum
Downloads 284 (117,456)

Abstract:

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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
Qplum, affiliation not provided to SSRN, Qplum, Qplum and Wright Research
Downloads 198 (167,624)

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, affiliation not provided to SSRN, Qplum and Qplum
Downloads 109 (272,247)

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, affiliation not provided to SSRN and Qplum
Downloads 88 (313,405)
Citation 1

Abstract:

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