Lalit Ponnala

Director, Global Research & Design
S&P Dow Jones Indices

Lalit Ponnala is Director, Global Research & Design at S&P Dow Jones Indices (S&P DJI). In this role, he is responsible for the conceptualization, research, and design of factor-based indices and strategic solutions across multiple asset classes.

Prior to joining S&P DJI in 2019, Lalit was a data scientist at FINRA, where he developed machine learning models for detecting cross-asset manipulation. Before that, he was a risk analyst at KCG Holdings and a quantitative analyst for alternative investments at RBC Global Asset Management.

Before joining the finance industry, Lalit was a postdoctoral researcher in high-performance computing applications at Cornell University. He holds a Ph.D. in electrical engineering with a minor in statistics from North Carolina State University.

Author Archives: Lalit Ponnala

Comparing Bottom-Up versus Top-Down Multi-Factor Construction

The S&P 500® Quality, Value & Momentum Multi-Factor Index is designed to measure the performance of stocks having the highest combination of quality, value, and momentum (QVM). It takes a “bottom-up” approach of scoring each stock on its individual factor attributes and selecting stocks that jointly score highest across all the factors [1]. In light Read more […]