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
Mad out there isn't it? Tarrifs on/off/on/partially off/on... USD/SP500/Gold/US10/Bitcoin all yoyoing like crazy. Seems a good moment to be ...| qoppac.blogspot.com
Programming note: So, first I should apologise for the LONG.... break between blogposts. This started when I decided not to do my usual an...| qoppac.blogspot.com
Carry strategies concentrate on yield differentials embedded in asset prices, harvesting risk premia that compensate investors for bearing certain economic, liquidity, or credit risks.| Return Stacked® Portfolio Solutions