Archive

L015 30 Jul How Much Capital Do You Actually Need? Letter L014 27 Jul The Systematic Execution Stack Letter L013 23 Jul Strategy Decay: Is it Dead? Letter L012 20 Jul Risk of Ruin Letter 032 17 Jul Drawdown or Death? Frameworks L011 16 Jul Raising Capital Letter 031 15 Jul Size the Distribution Frameworks 030 14 Jul Smart Money, Dumb Money Process L010 13 Jul Try to Kill It Letter 029 7 Jul Automated Build Loop Process L009 6 Jul Correlation Isn't Enough Letter 028 3 Jul Stop Blaming Market Makers Process L008 2 Jul Don't Trade For A Living Letter 027 1 Jul The Final Check Process 026 30 Jun Saying No To Money Process L007 29 Jun Claude Isn't Your Quant Letter 025 26 Jun Fixed Risk Isn't Fixed Process L006 25 Jun It's Overfit Letter 024 24 Jun The Lucky Sharpe Frameworks 023 23 Jun Win Rate vs Expectancy Frameworks L005 22 Jun How To Get Started With Systematic Trading Letter 022 19 Jun I Lost Everything Process L004 18 Jun Everyone Sees You Bleed Letter 021 17 Jun Trade For A Living Process 020 16 Jun News Isn't The Problem Frameworks L003 15 Jun The Cost of Discretion Letter 019 15 Jun Testing Never Stops Process 018 12 Jun The Product Is You Process 017 11 Jun Don't Mix The Books Process L002 11 Jun The Second Layer Letter 016 10 Jun Too Much Risk Process 015 9 Jun Inactivity Pays Building L001 8 Jun Welcome to "The Letter" Letter 014 8 Jun The Shared Brain Building 013 6 Jun Drag. Drop. Overfit. Building 012 5 Jun The Regime Filter Trap Building 011 4 Jun How Investors Actually Find You Building 010 3 Jun Why I Stopped Trading Process 009 2 Jun Quit Your Job to Trade? Don't. Process 008 1 Jun Time under water: the metric your backtest ignores Process 007 29 May Where AI actually helps in systematic portfolio work Building 006 28 May Is your Sharpe lying? What Sortino tells you that Sharpe hides Frameworks 005 27 May The correlation trap: why your portfolios aren't as diversified as you think Building 004 26 May The maths of ruin: position sizing from first principles Process 003 25 May Correlation: the silent killer in your portfolio mix Building 002 22 May Don't trust your backtest Frameworks 001 21 May Your trading portfolio will fail. Here is how to plan for it. Process