Monday 14 August 2017

My new book: Smart Portfolios

"Smart Portfolios" - my second book - is now ready for pre-order.

A blog post talking in more detail about the book is here:

For more information see the website, here:

To pre-order you can go here:


  1. Congratulations! Will there be raffle for signed copies?

  2. Cant wait for the new book! Minor typo in the online description of your book: "Although theoretically sound and thoroughly researched this no academic textbook."

  3. While reading Systematic Trading, I want to learn how you estimate the correlation between subsystems using back-testing and how to deal with unstable correlation. But I cannot find the details about it other than the handcrafted correlation. Is your new book going to cover it? Thanks.

    1. No the new book won't cover it. There are plenty of links to how I do this kind of optimisation from here Finally I deal with unstable correlations by using all my data, and as much as possible.

    2. Thanks. I will study the links.

  4. Cheap single country ETFs being introduced here:


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