A bit of a theme in my posts a few years ago was my 'battle' with the 'classic' trend followers, which can perhaps be summarised as:| This Blog is Systematic
Programming note: This post has been in draft since ... 2016!| This Blog is Systematic
I've talked at some length before about the question of fitting forecast weights, the weights you use to allocate risk amongst different signals used to trade a particular instrument. Generally I've concluded that there isn't much point wasting time on this, for example consider my previous post on the subject here.| This Blog is Systematic
Do you remember this post? https://qoppac.blogspot.com/2022/06/vol-targeting-cagr-race.html| This Blog is Systematic
I haven't posted much recently because I've been busy with other stuff, and I only post when I feel like I have something to say (the advantages of not having a paid for subscription service!). But I was compelled to post by this tweet:| This Blog is Systematic
I did post recently , from which I shall now quote: Two minute to 30 minute horizon: Mean reversion works, and is most effective at the 4-...| qoppac.blogspot.com