This Blog is Systematic

 Bit of a mixed bag post today. The golden thread connecting them is the idea that markets trend and mean revert at different frequencies. -...

 A bit of a theme in my posts a few years ago was my 'battle' with the 'classic' trend followers, which can perhaps be summa...

 As most of you know, one of the many projects / things I am involved with is the TTU Systematic Investor podcast series where I'm one o...

Programming note: This post has been in draft since ... 2016! One question you will see me asked a lot is 'how much money do I need to b...