This Blog is Systematic

 This is my third post in a series about optimisation and fitting. In my previous post I used random data to calibrate and evaluate many po...

As I said in my last post I'm currently in the process of a mega-sized research project on  fitting . In the first post I examined the c...

This will be the first in a series of posts about portfolio optimisation. Main reason being I'm planning to write a book about backtesti...

 This is how I started last years update: "Mad out there isn't it? Tarrifs on/off/on/partially off/on... USD/SP500/Gold/US10/Bitcoi...