This Blog is Systematic

 No, it's not one of those 'make $$$ easy by trading' courses, it's a dull and tedious one about robust fitting and backtest...

 A short and slightly mad post today, inspired by weird thoughts I was having when I awoke from my sleep this morning (yes, you are all thin...

I have a friend, ex-colleague and TTU co-host who runs a fixed income focused CTA. We have regular coffees (he pays, so his fund is doing o...

An unusual (but quick) mid month post, as this is a live issue I thought I'd publish this whilst it's relevant. There has been some ...

 I'm a vol scaler. There I've said it. Yes I adjust my position size inversely to vol. And so should you.  But to this well we need ...