Letters
Archive
Everything I write about running a live systematic strategy: position sizing, risk allocation, drawdown management, and the decisions behind the numbers.
008
1 Jun
Time under water: the metric your backtest ignores
Process
007
29 May
Where AI actually helps in systematic strategy work
Building
006
28 May
Is your Sharpe ratio lying to you?
Frameworks
005
27 May
The correlation trap most quants walk into
Building
004
26 May
The maths of ruin: position sizing from first principles
Process
003
25 May
Correlation: the silent killer of systematic portfolios
Building
002
22 May
Don't trust your backtest
Frameworks
001
21 May
Your trading strategy will fail. Here is how to plan for it.
Process