This Blog is Systematic

UFC - Ultimate Fitting Championships (Evaluating and calibrating portfolio optimisation methods with random data)

Annual performance update- year 12

"Ben Jarvis", the mysterious London Book Club scam, and one of the weirdest evenings of my life

How to write a tweet that gets over 300k views; and why diversification is probably good

Backtesting course from Rob Carver, March 7 and 8, in person and remote [Investment Idiocy]

Prediction markets and lotteries (and my one simple trick for winning the lottery)

Are markets that are good for trend good just bc they have also gone up a lot, or bc carry, or... [Investment Idiocy]

Wordle (TM) and the one simple hack you need to pass funded trader challenges

Is predicting vol better worth the effort and does the VIX help?

R squared and Sharpe Ratio

Is the degradation of trend following performance a cohort effect, instrument decay, or an environmental problem?

PCA analysis of Futures returns for fun and profit, part deux

PCA analysis of Futures returns for fun and profit, part #1

Quickies #1: Overfitting and EWMAC forecast scalars

Can I build a scalping bot? A blogpost with numerous double digit SR

Annual performance update returneth

Very.... slow... mean reversion .... and some thoughts on trading at different speeds

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

The crossword puzzle of fitting - why across and then down?

Forecasting statistical estimates when data gets real

UFC - Ultimate Fitting Championships (Evaluating and calibrating portfolio optimisation methods with random data)

Annual performance update- year 12

"Ben Jarvis", the mysterious London Book Club scam, and one of the weirdest evenings of my life

How to write a tweet that gets over 300k views; and why diversification is probably good

Backtesting course from Rob Carver, March 7 and 8, in person and remote [Investment Idiocy]

Prediction markets and lotteries (and my one simple trick for winning the lottery)

Are markets that are good for trend good just bc they have also gone up a lot, or bc carry, or... [Investment Idiocy]

Wordle (TM) and the one simple hack you need to pass funded trader challenges

Is predicting vol better worth the effort and does the VIX help?

R squared and Sharpe Ratio

Is the degradation of trend following performance a cohort effect, instrument decay, or an environmental problem?

PCA analysis of Futures returns for fun and profit, part deux

PCA analysis of Futures returns for fun and profit, part #1

Quickies #1: Overfitting and EWMAC forecast scalars

Can I build a scalping bot? A blogpost with numerous double digit SR

Annual performance update returneth

Very.... slow... mean reversion .... and some thoughts on trading at different speeds

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