This Blog is Systematic

 This is the eighth post in a series I'm writing on portfolio optimisation. I haven't done one of these for a few posts, so here is ...

 Here's a nice picture from a lovely book  written by a top bloke : It shows the cumulative p&l from different speeds of momentum ov...

This is the sixth (!) post in a series I'm writing on portfolio optimisation. A quick reminder of the story so far: In the first post I ...