Aulakh Karun - KARUN AULAKH 3414 Crescent St, Apartment 2...

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KARUN AULAKH 3414 Crescent St, Apartment 2 Astoria, NY 11106 Tel: 770-330-1844 E-mail: [email protected] Education: NEW YORK UNIVERSITY New York, NY Courant Institute of Mathematics Master of Science in Mathematics of Finance, expected January 2012 Masters Project: Factor Rotation as a Means of Generating Alpha Using data from Compustat, IBES, and MSCI, created and analyzed monthly factors for equities listed in the Russell 1000 during the period 1990 to 2009 Designed, implemented, and backtested momentum-based trading strategies in order to identify factor rotation models that can be used as potential sources of alpha Completed Coursework : Econometrics (multivariate analysis, forecasting time series) Portfolio and risk management (mean-variance optimization, shrinkage estimators, Black-Litterman) Derivative securities and debt instruments (pricing, hedging, and managing associated risks) WESLEYAN UNIVERSITY Middletown, CT Bachelor of Arts, Economics, May 2006
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This note was uploaded on 11/02/2011 for the course ECON 212 taught by Professor Zehua during the Spring '11 term at Covenant School of Nursing.

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