Category: Portfolio Construction

In this video I discuss two versions of the Manticore system and why the updated version of the system is better than the original even though at £1 per point it makes less profit   Summary: Systems should be evaluated based on the return on a set amount of capital and risk management rules rather…
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In this post I share the tool that I use to keep track of my systems throughout each stage of their life cycle and discuss the factors and metrics that I use when deciding to add a new system to the live portfolio The post and sound files below discuss the contents of the attached…
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