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Tag Archives: portfolio

Is your risk random?

Your trading model might have a random risk element and you might not even be aware of it. In particular longer term models need special care to avoid ending up with random risk. The world doesn’t stop spinning when you open a position. The assumptions you used when opening your position may not be valid a week later. Even less so ...

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A study in diversification

Diversification can be a funny thing. It’s one of those things that sound so boring and mainstream that many people simply ignore them. Just something boring that the establishment wants us to do but really has no actual use. Kind of like taxes and seat belts. But diversification can actually be of use. It’s especially important for trend following strategies ...

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