Sanchit Gupta

Qplum

Harborside 5, 185 Hudson St, Suite 1620

Jersey City, NJ 07311

United States

http://www.qplum.co

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 46,640

SSRN RANKINGS

Top 46,640

in Total Papers Downloads

999

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

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 514 (59,302)

Abstract:

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

2.

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 287 (116,307)

Abstract:

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

3.

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 (167,859)

Abstract:

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