asset allocation
The three kinds of (over) fitting
This post is something that I've banged on about in many presentations at several conferences* (most comp…
This post is something that I've banged on about in many presentations at several conferences* (most comp…
Risk. Love it or hate it, well as a trader you have to deal with it even though none of us really like it. No…
In this post I discuss a well known stylised fact of the investment industry: "Trend following is a posi…
I've talked around a type of portfolio construction called "Handcrafting" for some time now, in…