This Blog is Systematic

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 ...

 Here's some research I did whilst writing my new book (coming next year, and aimed at relatively inexperienced traders). Imagine the sc...

It's probably bad luck to say this, but the most recent poor performance of CTAs and trend following managers this year appears to have ...

 In my previous post I discussed what would happen if you did the crazy  thing of doing a PCA on the whole universe of futures across asse...