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Opinions and Practical Tests on Composites, Weighting Strategies and Construction Challenges
I recently was contacted by Choomba on X (please give him a follow) and we had a nice discussion about factors, quant investing process and ML.
Sep 26, 2025
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Why Turnover Matters
I have a very mixed opinion on high-turnover strategies as they can have many advantages and disadvantages and this is me thinking aloud about the…
Sep 15, 2025
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Systematic Investing
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Quick Thoughts on Ranking System Weighting Schemes, Strategy Considerations and the Universe
Ranking System
Sep 10, 2025
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Systematic Investing
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Don’t put yourself in someone else’s shoes - Systematic Personality
Hi, today I want to write a quick note about the behavioral aspects of systematic investing and typical traits which could show that YOU are indeed made…
Jun 25, 2025
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US microjunk
Today I checked my cyclical microcap universes with the Portfolio123 X-Ray tool to see the Median and Top10% breakpoints of common yield metrics.
Apr 1, 2025
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Q4/2024 data now available on the Ken French Data Explorer
The Ken French Factor Database was finally updated and the 2024 data is complete.
Feb 5, 2025
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Systematic Investing
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Forward Multiples vs. Future Returns
Everyone with a statistics background hates these charts from the JPM Guide to the Markets because the data is very overlapping and accounting for that…
Jan 14, 2025
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Systematic Investing
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2024 Review
Superstition Arbitrage
Jan 8, 2025
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Systematic Investing
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X Account and Monthly Portfolio Update
Factor and Industry Portfolio Data Explorer
About me (Interview on pictureperfectportfolios.com)
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