This Blog is Systematic

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

▼
▼
Tuesday, 1 July 2025

PCA analysis of Futures returns for fun and profit, part #1

›
 I know I had said I wouldn't be doing any substantive blog posts because of book writing (which is going well, thanks for asking) but t...
2 comments:
Monday, 2 June 2025

Quickies #1: Overfitting and EWMAC forecast scalars

›
 I'm now in full book writing mode, so I don't have the time to do full blog posts. Instead I plan to do a series of quick posts whe...
Monday, 5 May 2025

Can I build a scalping bot? A blogpost with numerous double digit SR

›
 I did post recently , from which I shall now quote: Two minute to 30 minute horizon:  Mean reversion works, and is most effective at the 4-...
8 comments:
Monday, 14 April 2025

Annual performance update returneth - year 11

›
Mad out there isn't it? Tarrifs on/off/on/partially off/on... USD/SP500/Gold/US10/Bitcoin all yoyoing like crazy. Seems a good moment to...
9 comments:
›
Home
View web version
Powered by Blogger.