hi, I'm just reading your new book and struggle with getting from risk weightings to cash weightings (don't call me stupid please ;-)) you have...
sorry. I should have kept reading
hey, I'm reading your book right now. I like it. I was just wondering... you mention that you risk-adjust your timeseries. So divide the price by...
Thx. Have you checked your correlation to the MSCI world or some kind of global equities portfolio...? If it's low. How can I invest in you ?
ok, thanks. but there's no long-only equities exposure in it? I remember you said somewhere that is hedged out.
hey, I'm wondering... the charts and performance data you are showing. Is that your whole IB account? or just your systematic strategies?...
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