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This Blog is Systematic: R squared and Sharpe Ratio
https://qoppac.blogspot.com/2025/11/r-squared-and-sharpe-ratio.html
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Tagged with:
regression
carry
uncertainty
momentum
vol targeting
pysystemtrade
sharpe ratio
Here's some research I did whilst writing my new book (coming next year, and aimed at relatively inexperienced traders). Imagine the scene....
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