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Robot James
therobotjames
Broadly, there are 3 types of systematic trading strategy that can "work". In order of increasing turnover:1. Risk premia harvesting2. Economically-sensible, statistically-quantifiable slow-converging inefficiencies3. Trading fast
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Trading is a game of repeatedly asking:1. What exposures do I want?2. What exposures do I have?3. How do I get closer to 1 from 2, given that: a)
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In this brilliant article, Kris talks about the importance of trying to "shorten the feedback loop"? How does a fundamental manager "shorten the feedback loop"? I don't do anything that
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Traders often implicitly assume recent conditions will persist - without checking whether that's likely to be true.You need to understand the assumptions you are making, and whether they are reasonable.Here
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You think you've identified a new, useful predictive factor for trading... But is it really new? Or just another way of looking at something you already know about?How might you
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Shall we do some analysis on a *really dumb* factor which might predict relative returns in stocks?"Are cheap stocks expensive?" A research thread Options on stocks with a low
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