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...| qoppac.blogspot.com
As most of you know, one of the many projects / things I am involved with is the TTU Systematic Investor podcast series where I'm one of the rotating cast of co-hosts.| 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
Optional Christmas themed introduction| This Blog is Systematic
I recently upgraded my live production system to include all the extra instruments I've added on recently. I also did a little consolidation of trading rules, simplifying things slightly by removing some rules that didn't really have much allocation, and adding a couple from my new book. As usual I set the instrument weights and forecast weights using my handcrafting methodology, which is basically a top down method that involves clustering things into groups in a hierarchical fasion.| This Blog is Systematic
As those of you who follow me on the Elon Musk Daily News App will know, I received physical copies of my new book last week (exciting!). Global supply chains being what they are, you lot will have to wait until April to get your copies. Sorry.| This Blog is Systematic
Lots of things have changed in the last year. Many unthinkable things are now thinkable. A war in Europe. The UK coming 2nd in the Eurovision song contest rather than the usual dismal 'null points'. And of course, the correlation of stocks and bonds has recently gone more positive than it has been for over 20 years:| This Blog is Systematic
“Diversification Limits Returns” Some investors believe that spreading investments across various assets, a practice known as diversification, necessarily reduces potential returns. Let’s examine this belief. Reality: The core purpose of diversification is not to maximize returns but to manage risk. [1][2] However, by mitigating losses during downturns, a diversified portfolio can achieve more consistent growth […] The post Common Diversification Misconceptions appeared first on RCM A...| RCM Alternatives
In this episode of The Derivative, Jeff Malec sits down with Mike Stendler of O’Brien Investment Group to explore their history and evolution of trend following strategies. Stendler shares insights into their innovative approach, blending traditional trend models with machine learning techniques across multiple time frames. They dive deep into the evolution of quantitative trading, […] The post Beyond Traditional Trend: Leveraging Experience, Short Term, and Crypto with Mike Stendler appe...| RCM Alternatives
During his recent interview at Bridgewater, Ray Dalio reflects on his early missteps, recalling, “I thought we were going to have a crisis, a debt crisis. And I couldn’t have been more wrong… I lost money for me. I lost money for clients. I had to let people go.”| The Acquirer's Multiple®
It sure seems like world renowned investor Paul Tudor Jones (PTJ) was pitching the exact product the smart folks over at ReturnStacked ETFs launched. PTJ is known for calling the 1987 market crash, and generally having big opinions on big market moves over the years. He was mostly right (gold and bitcoin) last November, while somewhat wrong (or maybe just early) saying Commodities were underpriced. (see our old post here). And now he’s adding equities to the mix, telling Bloomberg in ...| RCM Alternatives
Dr Cora Beth Fraser, autistic classicist, Honorary Associate at The Open University and Director of Asterion How do you build a community for people who prefer to avoid unnecessary social interaction? How do you achieve visible representation of a group who risk discrimination at work if they talk too frankly about their problems? How doContinue reading "Building Asterion: Support for Neurodiversity in Classics"| CUCD EDI
Organised by Professor Barbara Goff and Dr Alexia Petsalis-Diomidis At the start of July 2021, the Inclusive Classics Initiative, led by Professor Barbara Goff (University of Reading) and Dr Alexia Petsalis-Diomidis (University of St Andrews), held its second online, international workshop ‘Towards a More Inclusive Classics II’. This event was co-chaired by Barbara Goff (UniversityContinue reading "Inclusive Classics Initiative: Report on ‘Towards a More Inclusive Classics II’ Inter...| CUCD EDI
Dr Zena Kamash FSA, Senior Lecturer in Roman Archaeology, Dept of Classics, Royal Holloway Zena.Kamash@rhul.ac.uk @ZenaKamash In 2019 I was invited to give the keynote lecture at the Theoretical Ro…| CUCD EDI
Corporate Insights| Catalyst Insights
It’s been a long time since I’ve watched the movie Groundhog Day, where Bill Murray plays a weatherman doomed to live out the same day over and over| Grainews
Consider how cash management, diversification, risk management and investments could reduce unnecessary struggles faced by your farm.| Grainews
Trading futures, forex, and other commodity interests involves substantial risk of loss and is not suitable for all investors. Past performance is not necessarily indicative of future results.Diversification stands as one of investing's most powerful concepts—yet many investors still misunderstand its true value. Beyond simply "not putting all your eggs in one basket," proper diversification can create resilience against market volatility while potentially improving long-term returns. Let's...| RCM Alternatives
Should you buy one of the Canadian bank ETFs? Or should you construct your own ETF? We go through the top 6 Canadian bank ETFs.| Tawcan
Back in June, I mentioned that we switched from TD Direct Investing and Questrade to Wealthsimple to take advantage of the transfer bonus promotion. I also| Tawcan
Saving and investing beyond a million dollar portfolio includes owning ETFs. Weekend Reading - How many ETFs are enough?| My Own Advisor
Dividend Growth Investing Questions and Anwers for income investors. I outline our strategies to become financially independent| Tawcan
Understanding the dynamics of stock exchanges can greatly enhance your trading strategies and investment decisions. This comprehensive guide explores the various aspects of stock exchanges and their notable influence on the trading environment. What Are Stock Exchanges? Stock exchanges are vital platforms where securities like stocks, bonds, and derivatives are bought and sold. They function … Continue reading "How Different Stock Exchanges Impact Trading" The post How Different Stock Excha...| Disfold Blog
VXC vs. XAW, which is the best ex-Canada international index ETF? Find out why you should hold one of these ETFs.| Tawcan
In September, most asset classes saw a slight upward trajectory, except for commodities, which have continued to slip since July:U.S. real estate maintained its momentum, with the IYR index gaining +3.07%, as favorable mortgage rates and sustained demand persisted. Global equities extended their advance, with the ACWX world stock index rising +2.64% and the S&P 500 climbing +2.10%, driven by positive economic data.Bonds delivered solid returns, with the BND index up +1.31%, as yields remained...| RCM Alternatives
Le Rwanda signe avec Nano Nuclear Energy pour développer des réacteurs modulaires (SMR) et diversifier son mix énergétique.| energynews
In June 2024, most asset classes delivered positive returns, with U.S. stocks leading the pack:U.S. equities showed strong performance, with the S&P 500 climbing +3.53%, continuing the positive momentum from May. This robust growth in the domestic market contrasts with the slight decline in World stocks, which fell by -0.43%.U.S. Real Estate maintained its upward trajectory, gaining +1.88% in June, following a strong showing in May; this suggests a continued recovery in the property market de...| RCM Alternatives