This Blog is Systematic

Quite a few of my recent blog pieces have been picked up by the lovely folk at  allocate smartly.  So I thought I'd write an asset alloc...

In this post I discuss a well known stylised fact of the investment industry: "Trend following is a positively skewed strategy". ...

This post is all about  handcrafting ; a method for doing portfolio construction which human beings can do without computing power, or at le...