Pranesh MuppalainTowards Data ScienceInvest with confidence with your eyes wide openKnow your risk. A meaningful way to look at risk before making an investment decision.Jul 12, 2019Jul 12, 2019
Pranesh MuppalaIs your Investment Portfolio really balanced?Correlation between asset returns can vary over time. It is important to consider this often forgotten fact while re-balancing a portfolioJul 3, 2019Jul 3, 2019
Pranesh MuppalainTowards Data ScienceIs chasing Top Performing Mutual Fund a fool’s errand?As shown here and here, chasing last year’s top performing Mutual Funds to invest in this year is proving to be elusive, and such a…Jun 21, 2019Jun 21, 2019
Pranesh MuppalaRisk-centered Financial Investment ManagementFor most investors, our single most focal point when considering any investment opportunity is — Return. What is my expected rate of…Dec 24, 2018Dec 24, 2018
Pranesh MuppalaAlternative Investment Portfolio construction methods — Risk Budgeting using a Data Science based…Portolio Management comprises of at a minimum the following steps:Jul 22, 2018Jul 22, 2018
Pranesh MuppalaOptimized Portfolio Construction using Risk AnalyticsPicking an individual stock or even selecting a Mutual Fund is important and one needs to do careful analysis while doing so. Below article…Jul 21, 2018Jul 21, 2018
Pranesh MuppalaA Risk Analytics & Data Science based platform for retail investors in Indian Financial MarketsAMFI (Association of Mutual Funds in India), an industry association body comprising of all major asset management companies, observed that…Jul 17, 2018Jul 17, 2018
Pranesh MuppalaETF Portfolio construction using CVaRThis is a continuation of an earlier post where we briefly touched on using alternative risk measures for ETF portfolio construction.Dec 30, 2017Dec 30, 2017
Pranesh MuppalaETF based Portfolio construction and Alternative Risk MeasuresBackgroundOct 10, 2017Oct 10, 2017
Pranesh MuppalaETF Performance and its sensitivity to Macro Economic dataIs there a relationship between broad sector based ETF return characteristics and the underlying general macro-economic or sector specific…Oct 9, 2017Oct 9, 2017
