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, 9 January 2024

Skew preferences for crypto degens

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@investingidiocy looking for my favorite statistics wonk to critique this. https://t.co/xWQMEl5LUU — bengraham (@bengraham) January 5, 2024...
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:
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