This Blog is Systematic

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

▼
▼
Tuesday, 7 January 2025

Do less liquid assets trend better or is that they are just more diversified?

›
 As most of you know, one of the many projects / things I am involved with is the TTU Systematic Investor podcast series where I'm one o...
9 comments:
Friday, 6 December 2024

Taking an income from your trading account - probabilistic Kelly with regular withdrawals

›
Programming note: This post has been in draft since ... 2016! One question you will see me asked a lot is 'how much money do I need to b...
7 comments:
Tuesday, 19 November 2024

CTA index replication and the curse of dimensionality

›
Programming note:   So, first I should apologise for the LONG.... break between blogposts. This started when I decided not to do my usual an...
4 comments:
‹
›
Home
View web version
Powered by Blogger.