This Blog is Systematic

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

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Friday, 12 May 2023

Clustering trading rule p&l

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 I recently upgraded my live production system to include all the extra instruments I've added on recently. I also did a little consolid...
7 comments:
Friday, 5 May 2023

Trading and investing performance year nine - part 2: Futures trading

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 Here is part two of my annual review. Part one looked at my overall portfolio, including long only, but there was only a cursory look at m...
5 comments:
Friday, 28 April 2023

Trading and investing performance: year nine, part one

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 A bit late this year, due to a confluence of holidays, book launches , university exam writing and various other things. Here lies within m...
5 comments:
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