This Blog is Systematic

 In my previous post I discussed what would happen if you did the crazy  thing of doing a PCA on the whole universe of futures across asse...

 I know I had said I wouldn't be doing any substantive blog posts because of book writing (which is going well, thanks for asking) but t...

 I'm now in full book writing mode, so I don't have the time to do full blog posts. Instead I plan to do a series of quick posts whe...