Research Topics:

This chapter argues that, much like in poker, bet sizing is a critical component of a profitable investment strategy.

This chapter introduces the crucial concept of Strategy Risk, distinguishing it from Portfolio Risk.

This chapter argues that Pearson’s correlation is a limited measure of codependence because it is not a true metric, it only captures linear relationships, and it is sensitive to outliers.

This chapter argues that backtesting is not a research tool; it is a validation step prone to overfitting.

This chapter discusses methods for detecting structural breaks, which are transitions from one market regime to another (e.g., from mean-reversion to momentum).