
I’m an entrepreneur and systematic portfolio manager. I’ve sat in the PM seat at pod shops and managed real money at scale and seen how the sausage gets made. I want to help you understand how the game is played at the highest levels.
| Platform | Pricing | Freemium | Publishes | Daily | |
|---|---|---|---|---|---|
| Issues | 62 | Subscribers | Read | systematiclongshort.com |
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You’ll often see new papers describing “so and so” as a new factor being discovered, and they will often cite some Sharpe/t-stat as the primary reason why this should be considered as a “factor” that explains the cross-section of stock retu...
# Introduction
You should care about multi-period optimisation because the portfolio problem is actually a sequential decision. Think about it, your signals are not single period predictors with a one-period cliff in alpha decay. That is to say, your sign...
Ravenpack is probably the most famous dataset outside of fundamentals. Occasionally, Ravenpack salespeople will proudly say that “RavenPack is used in practically all quant funds”, and I really don’t think that’s as big a selling point as t...
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I'm an entrepreneur and a systematic portfolio manager and have seen how the sausage is made at several podshops; having managed both systematic books and other systematic PMs in various seats.
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