Anshul Sirohiya

Qplum

Harborside 5, 185 Hudson St, Suite 1620

Jersey City, NJ 07311

United States

http://https://www.qplum.co

SCHOLARLY PAPERS

2

DOWNLOADS

341

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Regime Detection Based Risk Modeling of Asset Classes

Number of pages: 14 Posted: 28 May 2019
Qplum, Qplum, Wright Research, QPLUM LLC and Qplum
Downloads 232 (144,581)

Abstract:

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Risk Targeting, Tactical Asset Allocation, Regime Detection, Risk Prediction, Portfolio Construction

2.

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 (272,551)

Abstract:

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