This Blog is Systematic

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

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Tuesday, 12 December 2023

Portfolio optimisation, uncertainty, bootstrapping, and some pretty plots. Ho, ho, ho.

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Optional Christmas themed introduction Twas the night before Christmas, and all through the house.... OK I can't be bothered. It was qu...
6 comments:
Tuesday, 3 October 2023

The State Of Vol

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 I'm sometimes asked where I get my ideas for new trading strategies from. The boring truth is I rarely test new trading strategies, and...
2 comments:
Tuesday, 26 September 2023

Does CAPM work across and within asset classes - done correctly

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 I haven't posted much recently because I've been busy with other stuff, and I only post when I feel like I have something to say (t...
4 comments:
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