Cel Kulasekaran Email and Phone Number
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Cel Kulasekaran serves as Managing Partner and Head of Research at Windham Capital Management, where he oversees research and business operations spanning investment management, advisory services, and technology solutions. With over two decades of expertise in global asset allocation, portfolio construction, and risk management, he has developed innovative financial solutions that blend advanced quantitative strategies with computational mathematics.In addition to his role at Windham, Cel is a Founding Partner at Cambridge Sports Analytics, applying relevance-based prediction methodologies to industries such as sports analytics. His contributions include the development of mathematical systems for player outcome prediction, the creation of the Prediction Vault (a platform for delivering advanced player performance insights), and the design of a Relevance-Based Prediction API to enable rapid and reliable analysis.Cel is also a Founding Board Member and Chair of the Boston Music Project, leading strategic initiatives to expand access to high-quality music education for underserved communities.Specialties: Relevance-based prediction, global asset allocation, quantitative finance, portfolio construction, risk management, parallel computing, computational mathematics, and applied research across diverse industries.
Windham Capital Management
View- Website:
- windhamcapital.com
- Employees:
- 19
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Managing PartnerWindham Capital Management Jan 2022 - PresentBoston, Massachusetts, United States■ Comprehensive LeadershipOversee research and business operations across multiple business lines, including software development, investment management, and advisory services.■ Business OptimizationStreamline and enhance operational efficiencies across business lines, driving profitability and aligning strategic goals with market opportunities.■ Quantitative Commodity Hedge FundDevelop and implement innovative strategies incorporating roll-yield, momentum, and value methodologies to optimize performance.■ Asset Allocation AdvisoryProvide in-depth asset allocation studies, delivering tailored investment solutions to help endowments and investors achieve their long-term financial goals.■ Research and PublicationCo-authored a paper published in the Journal of Portfolio Management introducing relevance-based portfolio construction. This innovative framework estimates regime-specific expected returns, standard deviations, and correlations by weighting observations based on their relevance to regime indicators, enabling the principled integration of multiple regime factors into portfolio management.
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Managing Director Of ResearchWindham Capital Management Jan 2020 - Dec 2021Boston, Ma■ Risk Scaling Tactical StrategiesCo-developed advanced risk scaling strategies leveraging tail risk scores derived from quantitative metrics of market fragility and weak regime similarities across global markets.■ Software Product DevelopmentDesigned and implemented three innovative software solutions for asset owners and investors - Portfolio Lab, Scenario Lab, and ExcelLab - to enhance quantitative portfolio construction, risk analysis, and investment strategy workflows.■ Research and PublicationPublished a paper in the Journal of Risk exploring the application of statistical unusualness to evaluate the plausibility of the Federal Reserve’s stress scenarios, providing insights into regulatory frameworks and financial stability.
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Research DirectorWindham Capital Management May 2014 - Dec 2019■ Asset Allocation and Risk ManagementManaged applied research and strategy for Windham’s asset management business and Windham's Strategic Partnerships.■ Windham Liquid AlternativesRisk premia strategy implementation and risk management with Rich Lindsey and Andrew Wiseman.■ Windham Liquid Private EquityPortfolio management of Windham's liquid private equity strategy.■ Windham Global Risk ScalingPortfolio management and research of Windham's global risk scaling strategy, levered overlay risk management.■ Windham LabsManagement of Windham's flagship asset allocation technology business.■ Parallel Computing and AutomationDesigned and managed the implementation of centralized automation servers which supports the computational finance needs of Windham's businesses. Expanded proprietary quant libraries with embedding parallelization algorithms.
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Vice President, Research And DevelopmentWindham Capital Management Jan 2012 - May 2014■ Windham Risk Regime Tactical StrategiesResearch and development of current portfolio strategies available to institutional clients for Windham's asset management business. Responsible for risk management of systemic risk and turbulence for Windham's Tactical Portfolios across global asset classes.■ Structured Rebalancing Overlay with Market FragilityExtended research on risk disparity as an overlay strategy on an institutional portfolio. The overlay strategy reduces equity exposure using futures as it responds to signals of financial turbulence and risk concentration.■ Risk DisparityConstructed a dynamic portfolio allocation strategy that anticipates volatility shifts to stabilize portfolio's risk profile using turbulence, intrinsic, and extrinsic systemic risk measures of market fragility.■ Regime Switching Currency StrategyEngineered regime switching models between the forward-rate bias, momentum, and purchasing power parity (value) currency strategies using proprietary measures of fragility. Assessed applications to global tactical portfolios.
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Senior Research AssociateWindham Capital Management Jul 2011 - Dec 2011■ Advisory ResearchCross-collaboration research in asset allocation and portfolio and risk management with industry peers (State Street Associates); recently studied the impact of current reserve ratio regulatory requirements on the asset allocation decision for Dutch pension plans. Incorporated regulatory reserve penalties into a multi-goal optimization framework for portfolio construction and sensitivity analysis. SSA presentation, Annual European Research Retreat.
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Research AssociateWindham Capital Management Nov 2004 - Jun 2011■ Windham Global MacroPrincipal architect in the Windham Global Macro strategy. Global asset allocation strategy for developed markets. Limited partner from 2006-2008.■ Currency ManagementResearched and developed portable alpha models (active currency mandates) for Windham’s currency management partnership with State Street Associates.■ Windham's Proprietary Quant LibraryContinued management and development of Windham's proprietary quant library.■ Windham Portfolio AdvisorLed the design and development of Windham's flagship portfolio construction platform - a comprehensive optimization and risk management tool used by institutional clients worldwide.
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InternWindham Capital Management Jun 2004 - Nov 2004■ Windham's Proprietary Quant LibraryEngineered Windham's proprietary quant library. The library encompasses Windham's intellectual property as well as industry research including VaR models, Within-Horizon risk models, Black-Litterman, Full-Scale Optimization, Multi-Goal Optimization, etc. The library is employed within various products, i.e. the Windham Portfolio Advisor, enterprise APIs, and internal research models.
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Founding PartnerCambridge Sports Analytics Apr 2023 - PresentCambridge, Massachusetts, United States■ Company Founding and Growth: Co-founded the company, building it from the ground up to introduce relevance-based prediction methodologies to industries like sports analytics.■ Relevance-Based Prediction API: Designed and developed the core API for relevance-based prediction, enabling applications across diverse domains.■ Advanced Parallel Computing: Innovated and implemented advanced parallel computing paradigms as achieving significant computational efficiency and performance gains for mathematical models with dimensionality complexity.■ R&D Leadership: Delivered solutions that outperform large institutional resources, achieving over 10x faster computation and enhanced efficiency in prediction models with sophisticated computational mathematics.■ Prediction Vault Development: Co-created the Prediction Vault, a cutting-edge platform for sports player predictions that integrates relevance-based insights.■ Research and Publication: Co-authored “How to Predict the Performance of NBA Draft Prospects,” a paper introducing a novel relevance-based mathematical system for predicting outcomes of NBA draft prospects. The system provides mathematically precise measures of relevance, fit, and asymmetry to optimize prediction reliability and transparency. The work demonstrates how this approach surpasses conventional prediction models and widely used machine learning algorithms in flexibility, transparency, and theoretical justification. -
Co-FounderWindham Labs Oct 2004 - PresentBoston, Massachusetts, United States■ Co-creator of the WPA■ Creator of Excel Lab■ FinTech producer -
ConsultantWicn Public Radio Jun 2002 - Aug 2002IQP, “Designing a Performance Room” Joint effort with the late Richard Campbell (Bang-Campbell Associates), Dr. Frederick Bianchi, and Shukanth Reddy (WPI). Consulted for WICN Radio Station on an acoustical engineering problem - measured, modeled, and optimized room modal reverberations times. Modeled and optimized the acoustics of a conference room for conversion into a broadcast studio. Analyzed model frequencies and reverberation times with CATT. Proposed and presented solutions within budget constraints to WICN. -
Technical AssistantVisioncom Pte. Ltd. Nov 1996 - Dec 1996Software and hardware consultant for private and federal agencies (Amiga, DOS, and Windows hardware).
Cel Kulasekaran Skills
Cel Kulasekaran Education Details
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Mathematical Finance -
Mathematical Sciences
Frequently Asked Questions about Cel Kulasekaran
What company does Cel Kulasekaran work for?
Cel Kulasekaran works for Windham Capital Management
What is Cel Kulasekaran's role at the current company?
Cel Kulasekaran's current role is Quant, Squash player, Musician, Iron Maiden trooper, Father, and Husband..
What is Cel Kulasekaran's email address?
Cel Kulasekaran's email address is ce****@****ran.com
What is Cel Kulasekaran's direct phone number?
Cel Kulasekaran's direct phone number is +161741*****
What schools did Cel Kulasekaran attend?
Cel Kulasekaran attended Boston University, Worcester Polytechnic Institute.
What are some of Cel Kulasekaran's interests?
Cel Kulasekaran has interest in Social Services, Children, Portfolio Construction, Aviation, Optimization, Risk Management, Education, Asset Allocation, Squash, Travel.
What skills is Cel Kulasekaran known for?
Cel Kulasekaran has skills like Portfolio Management, Asset Allocation, Equities, Quantitative Finance, Risk Management, Portfolio Optimization, Quantitative Analytics, Vba, Quantitative Research, Asset Management, Investments, Matlab.
Who are Cel Kulasekaran's colleagues?
Cel Kulasekaran's colleagues are Facundo Di Clemente, Stan Shelton, Cfa, Chris Small, Kyle Swierzewski, Robert Shea, Hind Alhokair, Tehmine Xankisiyeva.
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