This Blog is Systematic

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

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Thursday, 6 February 2025

How much should we get paid for skew risk? Not as much as you think!

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 A bit of a theme in my posts a few years ago was my 'battle' with the 'classic' trend followers, which can perhaps be summa...
Tuesday, 7 January 2025

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

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 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...
7 comments:
Friday, 6 December 2024

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

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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:
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