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Systematic Investing

Global Systematic Microcap Trading and Research using Multi-Factor Strategies and Machine Learning powered by Portfolio123

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Substack
PricingOnly free issuesPublishesTwice weekly
Issues96Founded5 years agoLast Issue8 days ago
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Latest Issues

Weekend Memo (July 19, 2026)

Topics:

German tax season, financial goals, momentum construction, play money, position sizing and the week.

This article is sponsored by Portfolio123. The platform provides high-quality industrial-standard data and powerful no-code s...

8 days ago
3
1

Position Sizing

In this post, I want to share some research I did this week for my personal strategies. Building robust ranking systems, trading rules or ML predictors is the backbone of any winning strategy. However, to transform raw trading signals into...

10 days ago
2

Weekend Memo (July 12, 2026)

Topics:

Portfolio123 designer models, Wikifolio, factor regression analysis and the week.

This article is sponsored by Portfolio123. The platform provides high-quality industrial-standard data and powerful no-code stock analysis tools...

15 days ago
4

Portfolio Factor Regression

Following last week’s portfolio update, I did a simple regression analysis to check betas and return contributions of my live long/short book. Since I combine multiple universes, linear factor composites and machine learning, it can be hard...

18 days ago
3
4

Weekend Memo (July 05, 2026)

Topics:

July portfolio update, benchmark portfolios, factor regression analysis and the week.

This article is sponsored by Portfolio123. The platform provides high-quality industrial-standard data and powerful no-code stock analysis t...

22 days ago
3

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  • Systematic Investing

    Systematic investment strategies. Value, Momentum, Quality, Global Microcaps. Dr.-Ing. \ud83c\udde9\ud83c\uddea \ud83c\uddfa\ud83c\uddf8 (no financial advice / keine Anlageempfehlung oder -beratung)

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