This Blog is Systematic

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...

 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...

 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 ...

 Here's a nice picture from a lovely book  written by a top bloke : It shows the cumulative p&l from different speeds of momentum ov...