This Blog is Systematic

Lots of things have changed in the last year. Many unthinkable things are now thinkable. A war in Europe. The UK coming 2nd in the Eurovisio...

Just a quick one: I'm moving the goalposts on my example long only portfolio using UK listed ETFs (original  blog post  is here), done i...

In a lot of my work, including my new book , I use two different ways of measuring standard deviation. The first method, which most people a...