This Blog is Systematic

 This is a blog post which has been coming for a while. It relates to a lot of themes I've discussed before, and a recurring conversatio...

This is a blog post about forecasting vol . This is important, since as sensible traders we make forecasts about risk adjusted returns (as i...

This is a post about forecasts in trading systems. A forecast is a calibrated expectation for future risk adjusted returns . In more layman ...