This Blog is Systematic

Also hydromatic, automatic: "It's Geeks Enlightening" Rob Carvers blog about quant trading, investing, and economics.

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Friday, 4 September 2026

Not another one! My fifth book...

Well yes, I am pleased to announce that as of this week I completed final proof reading of my new book "The Art And Science of Trading...

Friday, 3 July 2026

Jumping back in the pool(ing): testing pooling by asset class and portfolio weight distance

This is post #10 in my 2026 series on portfolio optimisation. Time for a quick recap. I'm not going to revisit every post but instead su...

Monday, 29 June 2026

Rolling, rolling, rolling.... updating statistical estimates yes or no

The mega blog post series on portfolio optimisation continues! A couple of posts ago, here , I looked at using the idea of formal testing f...

One of These Things (Is Not Like the Others). Or is it? Pooling rule p&l estimates across instruments.

This is the eighth post in a series I'm writing on portfolio optimisation. I haven't done one of these for a few posts, so here is ...

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