This Blog is Systematic

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

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Monday, 5 February 2024

Introducing max-GM (median@p), a new(?) performance statistic

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Do you remember this post? https://qoppac.blogspot.com/2022/06/vol-targeting-cagr-race.html Here I introduced a performance metric, the best...
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...
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