This Blog is Systematic

Programming note:   So, first I should apologise for the LONG.... break between blogposts. This started when I decided not to do my usual an...

 I've talked at some length before about the question of fitting forecast weights , the weights you use to allocate risk amongst differe...

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